CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2112 |
1.2187 |
0.0075 |
0.6% |
1.2031 |
| High |
1.2223 |
1.2194 |
-0.0029 |
-0.2% |
1.2140 |
| Low |
1.2099 |
1.2034 |
-0.0065 |
-0.5% |
1.1983 |
| Close |
1.2190 |
1.2049 |
-0.0141 |
-1.2% |
1.2054 |
| Range |
0.0124 |
0.0160 |
0.0036 |
29.0% |
0.0157 |
| ATR |
0.0107 |
0.0111 |
0.0004 |
3.6% |
0.0000 |
| Volume |
123,489 |
147,038 |
23,549 |
19.1% |
561,375 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2572 |
1.2471 |
1.2137 |
|
| R3 |
1.2412 |
1.2311 |
1.2093 |
|
| R2 |
1.2252 |
1.2252 |
1.2078 |
|
| R1 |
1.2151 |
1.2151 |
1.2064 |
1.2122 |
| PP |
1.2092 |
1.2092 |
1.2092 |
1.2078 |
| S1 |
1.1991 |
1.1991 |
1.2034 |
1.1962 |
| S2 |
1.1932 |
1.1932 |
1.2020 |
|
| S3 |
1.1772 |
1.1831 |
1.2005 |
|
| S4 |
1.1612 |
1.1671 |
1.1961 |
|
|
| 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 |
1.2223 |
1.2032 |
0.0191 |
1.6% |
0.0114 |
0.9% |
9% |
False |
False |
102,881 |
| 10 |
1.2223 |
1.1952 |
0.0271 |
2.2% |
0.0107 |
0.9% |
36% |
False |
False |
111,370 |
| 20 |
1.2365 |
1.1938 |
0.0427 |
3.5% |
0.0109 |
0.9% |
26% |
False |
False |
100,871 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0112 |
0.9% |
40% |
False |
False |
73,937 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0110 |
0.9% |
33% |
False |
False |
49,389 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0103 |
0.9% |
33% |
False |
False |
37,065 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0095 |
0.8% |
47% |
False |
False |
29,669 |
| 120 |
1.2474 |
1.1589 |
0.0885 |
7.3% |
0.0081 |
0.7% |
52% |
False |
False |
24,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2874 |
|
2.618 |
1.2613 |
|
1.618 |
1.2453 |
|
1.000 |
1.2354 |
|
0.618 |
1.2293 |
|
HIGH |
1.2194 |
|
0.618 |
1.2133 |
|
0.500 |
1.2114 |
|
0.382 |
1.2095 |
|
LOW |
1.2034 |
|
0.618 |
1.1935 |
|
1.000 |
1.1874 |
|
1.618 |
1.1775 |
|
2.618 |
1.1615 |
|
4.250 |
1.1354 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2114 |
1.2129 |
| PP |
1.2092 |
1.2102 |
| S1 |
1.2071 |
1.2076 |
|