CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2161 |
1.2073 |
-0.0088 |
-0.7% |
1.2103 |
| High |
1.2198 |
1.2201 |
0.0003 |
0.0% |
1.2204 |
| Low |
1.2019 |
1.2062 |
0.0043 |
0.4% |
1.2019 |
| Close |
1.2078 |
1.2175 |
0.0097 |
0.8% |
1.2175 |
| Range |
0.0179 |
0.0139 |
-0.0040 |
-22.3% |
0.0185 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
1.8% |
0.0000 |
| Volume |
172,037 |
156,637 |
-15,400 |
-9.0% |
643,404 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2563 |
1.2508 |
1.2251 |
|
| R3 |
1.2424 |
1.2369 |
1.2213 |
|
| R2 |
1.2285 |
1.2285 |
1.2200 |
|
| R1 |
1.2230 |
1.2230 |
1.2188 |
1.2258 |
| PP |
1.2146 |
1.2146 |
1.2146 |
1.2160 |
| S1 |
1.2091 |
1.2091 |
1.2162 |
1.2119 |
| S2 |
1.2007 |
1.2007 |
1.2150 |
|
| S3 |
1.1868 |
1.1952 |
1.2137 |
|
| S4 |
1.1729 |
1.1813 |
1.2099 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2688 |
1.2616 |
1.2277 |
|
| R3 |
1.2503 |
1.2431 |
1.2226 |
|
| R2 |
1.2318 |
1.2318 |
1.2209 |
|
| R1 |
1.2246 |
1.2246 |
1.2192 |
1.2282 |
| PP |
1.2133 |
1.2133 |
1.2133 |
1.2151 |
| S1 |
1.2061 |
1.2061 |
1.2158 |
1.2097 |
| S2 |
1.1948 |
1.1948 |
1.2141 |
|
| S3 |
1.1763 |
1.1876 |
1.2124 |
|
| S4 |
1.1578 |
1.1691 |
1.2073 |
|
|
| 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% |
0.0122 |
1.0% |
84% |
False |
False |
128,680 |
| 10 |
1.2223 |
1.2019 |
0.0204 |
1.7% |
0.0117 |
1.0% |
76% |
False |
False |
113,908 |
| 20 |
1.2365 |
1.1952 |
0.0413 |
3.4% |
0.0114 |
0.9% |
54% |
False |
False |
112,973 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0111 |
0.9% |
64% |
False |
False |
92,436 |
| 60 |
1.2426 |
1.1842 |
0.0584 |
4.8% |
0.0110 |
0.9% |
57% |
False |
False |
61,801 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0106 |
0.9% |
53% |
False |
False |
46,385 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0102 |
0.8% |
63% |
False |
False |
37,129 |
| 120 |
1.2474 |
1.1635 |
0.0839 |
6.9% |
0.0086 |
0.7% |
64% |
False |
False |
30,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2792 |
|
2.618 |
1.2565 |
|
1.618 |
1.2426 |
|
1.000 |
1.2340 |
|
0.618 |
1.2287 |
|
HIGH |
1.2201 |
|
0.618 |
1.2148 |
|
0.500 |
1.2132 |
|
0.382 |
1.2115 |
|
LOW |
1.2062 |
|
0.618 |
1.1976 |
|
1.000 |
1.1923 |
|
1.618 |
1.1837 |
|
2.618 |
1.1698 |
|
4.250 |
1.1471 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2161 |
1.2154 |
| PP |
1.2146 |
1.2132 |
| S1 |
1.2132 |
1.2111 |
|