CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2086 |
1.2067 |
-0.0019 |
-0.2% |
1.2031 |
| High |
1.2140 |
1.2152 |
0.0012 |
0.1% |
1.2140 |
| Low |
1.2044 |
1.2053 |
0.0009 |
0.1% |
1.1983 |
| Close |
1.2054 |
1.2117 |
0.0063 |
0.5% |
1.2054 |
| Range |
0.0096 |
0.0099 |
0.0003 |
3.1% |
0.0157 |
| ATR |
0.0106 |
0.0106 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
122,617 |
0 |
-122,617 |
-100.0% |
561,375 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2404 |
1.2360 |
1.2171 |
|
| R3 |
1.2305 |
1.2261 |
1.2144 |
|
| R2 |
1.2206 |
1.2206 |
1.2135 |
|
| R1 |
1.2162 |
1.2162 |
1.2126 |
1.2184 |
| PP |
1.2107 |
1.2107 |
1.2107 |
1.2119 |
| S1 |
1.2063 |
1.2063 |
1.2108 |
1.2085 |
| S2 |
1.2008 |
1.2008 |
1.2099 |
|
| S3 |
1.1909 |
1.1964 |
1.2090 |
|
| S4 |
1.1810 |
1.1865 |
1.2063 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2530 |
1.2449 |
1.2140 |
|
| R3 |
1.2373 |
1.2292 |
1.2097 |
|
| R2 |
1.2216 |
1.2216 |
1.2083 |
|
| R1 |
1.2135 |
1.2135 |
1.2068 |
1.2176 |
| PP |
1.2059 |
1.2059 |
1.2059 |
1.2079 |
| S1 |
1.1978 |
1.1978 |
1.2040 |
1.2019 |
| S2 |
1.1902 |
1.1902 |
1.2025 |
|
| S3 |
1.1745 |
1.1821 |
1.2011 |
|
| S4 |
1.1588 |
1.1664 |
1.1968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2152 |
1.1983 |
0.0169 |
1.4% |
0.0100 |
0.8% |
79% |
True |
False |
94,954 |
| 10 |
1.2263 |
1.1952 |
0.0311 |
2.6% |
0.0111 |
0.9% |
53% |
False |
False |
113,306 |
| 20 |
1.2365 |
1.1899 |
0.0466 |
3.8% |
0.0101 |
0.8% |
47% |
False |
False |
94,542 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0107 |
0.9% |
53% |
False |
False |
67,188 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0109 |
0.9% |
44% |
False |
False |
44,883 |
| 80 |
1.2474 |
1.1742 |
0.0732 |
6.0% |
0.0102 |
0.8% |
51% |
False |
False |
33,686 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0093 |
0.8% |
56% |
False |
False |
26,964 |
| 120 |
1.2474 |
1.1564 |
0.0910 |
7.5% |
0.0079 |
0.7% |
61% |
False |
False |
22,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2573 |
|
2.618 |
1.2411 |
|
1.618 |
1.2312 |
|
1.000 |
1.2251 |
|
0.618 |
1.2213 |
|
HIGH |
1.2152 |
|
0.618 |
1.2114 |
|
0.500 |
1.2103 |
|
0.382 |
1.2091 |
|
LOW |
1.2053 |
|
0.618 |
1.1992 |
|
1.000 |
1.1954 |
|
1.618 |
1.1893 |
|
2.618 |
1.1794 |
|
4.250 |
1.1632 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2112 |
1.2109 |
| PP |
1.2107 |
1.2100 |
| S1 |
1.2103 |
1.2092 |
|