CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2053 |
1.2103 |
0.0050 |
0.4% |
1.2067 |
| High |
1.2122 |
1.2155 |
0.0033 |
0.3% |
1.2223 |
| Low |
1.2040 |
1.2064 |
0.0024 |
0.2% |
1.2034 |
| Close |
1.2109 |
1.2124 |
0.0015 |
0.1% |
1.2109 |
| Range |
0.0082 |
0.0091 |
0.0009 |
11.0% |
0.0189 |
| ATR |
0.0109 |
0.0107 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
102,537 |
88,335 |
-14,202 |
-13.9% |
373,064 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2387 |
1.2347 |
1.2174 |
|
| R3 |
1.2296 |
1.2256 |
1.2149 |
|
| R2 |
1.2205 |
1.2205 |
1.2141 |
|
| R1 |
1.2165 |
1.2165 |
1.2132 |
1.2185 |
| PP |
1.2114 |
1.2114 |
1.2114 |
1.2125 |
| S1 |
1.2074 |
1.2074 |
1.2116 |
1.2094 |
| S2 |
1.2023 |
1.2023 |
1.2107 |
|
| S3 |
1.1932 |
1.1983 |
1.2099 |
|
| S4 |
1.1841 |
1.1892 |
1.2074 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2689 |
1.2588 |
1.2213 |
|
| R3 |
1.2500 |
1.2399 |
1.2161 |
|
| R2 |
1.2311 |
1.2311 |
1.2144 |
|
| R1 |
1.2210 |
1.2210 |
1.2126 |
1.2261 |
| PP |
1.2122 |
1.2122 |
1.2122 |
1.2147 |
| S1 |
1.2021 |
1.2021 |
1.2092 |
1.2072 |
| S2 |
1.1933 |
1.1933 |
1.2074 |
|
| S3 |
1.1744 |
1.1832 |
1.2057 |
|
| S4 |
1.1555 |
1.1643 |
1.2005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2223 |
1.2034 |
0.0189 |
1.6% |
0.0111 |
0.9% |
48% |
False |
False |
92,279 |
| 10 |
1.2223 |
1.1983 |
0.0240 |
2.0% |
0.0104 |
0.9% |
59% |
False |
False |
102,277 |
| 20 |
1.2365 |
1.1952 |
0.0413 |
3.4% |
0.0109 |
0.9% |
42% |
False |
False |
102,561 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0110 |
0.9% |
54% |
False |
False |
78,675 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0109 |
0.9% |
45% |
False |
False |
52,566 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0104 |
0.9% |
45% |
False |
False |
39,450 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0097 |
0.8% |
57% |
False |
False |
31,578 |
| 120 |
1.2474 |
1.1610 |
0.0864 |
7.1% |
0.0083 |
0.7% |
59% |
False |
False |
26,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2542 |
|
2.618 |
1.2393 |
|
1.618 |
1.2302 |
|
1.000 |
1.2246 |
|
0.618 |
1.2211 |
|
HIGH |
1.2155 |
|
0.618 |
1.2120 |
|
0.500 |
1.2110 |
|
0.382 |
1.2099 |
|
LOW |
1.2064 |
|
0.618 |
1.2008 |
|
1.000 |
1.1973 |
|
1.618 |
1.1917 |
|
2.618 |
1.1826 |
|
4.250 |
1.1677 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2119 |
1.2121 |
| PP |
1.2114 |
1.2117 |
| S1 |
1.2110 |
1.2114 |
|