CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2169 |
1.2161 |
-0.0008 |
-0.1% |
1.2067 |
| High |
1.2202 |
1.2198 |
-0.0004 |
0.0% |
1.2223 |
| Low |
1.2106 |
1.2019 |
-0.0087 |
-0.7% |
1.2034 |
| Close |
1.2127 |
1.2078 |
-0.0049 |
-0.4% |
1.2109 |
| Range |
0.0096 |
0.0179 |
0.0083 |
86.5% |
0.0189 |
| ATR |
0.0106 |
0.0111 |
0.0005 |
4.9% |
0.0000 |
| Volume |
95,466 |
172,037 |
76,571 |
80.2% |
373,064 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2635 |
1.2536 |
1.2176 |
|
| R3 |
1.2456 |
1.2357 |
1.2127 |
|
| R2 |
1.2277 |
1.2277 |
1.2111 |
|
| R1 |
1.2178 |
1.2178 |
1.2094 |
1.2138 |
| PP |
1.2098 |
1.2098 |
1.2098 |
1.2079 |
| S1 |
1.1999 |
1.1999 |
1.2062 |
1.1959 |
| S2 |
1.1919 |
1.1919 |
1.2045 |
|
| S3 |
1.1740 |
1.1820 |
1.2029 |
|
| S4 |
1.1561 |
1.1641 |
1.1980 |
|
|
| 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 |
1.2204 |
1.2019 |
0.0185 |
1.5% |
0.0110 |
0.9% |
32% |
False |
True |
117,860 |
| 10 |
1.2223 |
1.2019 |
0.0204 |
1.7% |
0.0112 |
0.9% |
29% |
False |
True |
110,371 |
| 20 |
1.2365 |
1.1952 |
0.0413 |
3.4% |
0.0111 |
0.9% |
31% |
False |
False |
109,323 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0111 |
0.9% |
45% |
False |
False |
88,566 |
| 60 |
1.2445 |
1.1842 |
0.0603 |
5.0% |
0.0109 |
0.9% |
39% |
False |
False |
59,196 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0106 |
0.9% |
37% |
False |
False |
44,428 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0100 |
0.8% |
51% |
False |
False |
35,562 |
| 120 |
1.2474 |
1.1635 |
0.0839 |
6.9% |
0.0085 |
0.7% |
53% |
False |
False |
29,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2959 |
|
2.618 |
1.2667 |
|
1.618 |
1.2488 |
|
1.000 |
1.2377 |
|
0.618 |
1.2309 |
|
HIGH |
1.2198 |
|
0.618 |
1.2130 |
|
0.500 |
1.2109 |
|
0.382 |
1.2087 |
|
LOW |
1.2019 |
|
0.618 |
1.1908 |
|
1.000 |
1.1840 |
|
1.618 |
1.1729 |
|
2.618 |
1.1550 |
|
4.250 |
1.1258 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2109 |
1.2112 |
| PP |
1.2098 |
1.2100 |
| S1 |
1.2088 |
1.2089 |
|