CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2190 |
1.2289 |
0.0099 |
0.8% |
1.2103 |
| High |
1.2303 |
1.2300 |
-0.0003 |
0.0% |
1.2204 |
| Low |
1.2176 |
1.2219 |
0.0043 |
0.4% |
1.2019 |
| Close |
1.2285 |
1.2256 |
-0.0029 |
-0.2% |
1.2175 |
| Range |
0.0127 |
0.0081 |
-0.0046 |
-36.2% |
0.0185 |
| ATR |
0.0111 |
0.0108 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
129,285 |
100,220 |
-29,065 |
-22.5% |
643,404 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2501 |
1.2460 |
1.2301 |
|
| R3 |
1.2420 |
1.2379 |
1.2278 |
|
| R2 |
1.2339 |
1.2339 |
1.2271 |
|
| R1 |
1.2298 |
1.2298 |
1.2263 |
1.2278 |
| PP |
1.2258 |
1.2258 |
1.2258 |
1.2249 |
| S1 |
1.2217 |
1.2217 |
1.2249 |
1.2197 |
| S2 |
1.2177 |
1.2177 |
1.2241 |
|
| S3 |
1.2096 |
1.2136 |
1.2234 |
|
| S4 |
1.2015 |
1.2055 |
1.2211 |
|
|
| 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 |
1.2303 |
1.2019 |
0.0284 |
2.3% |
0.0116 |
0.9% |
83% |
False |
False |
131,556 |
| 10 |
1.2303 |
1.2019 |
0.0284 |
2.3% |
0.0111 |
0.9% |
83% |
False |
False |
122,208 |
| 20 |
1.2303 |
1.1952 |
0.0351 |
2.9% |
0.0113 |
0.9% |
87% |
False |
False |
118,251 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0109 |
0.9% |
79% |
False |
False |
100,291 |
| 60 |
1.2426 |
1.1842 |
0.0584 |
4.8% |
0.0108 |
0.9% |
71% |
False |
False |
67,278 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0106 |
0.9% |
66% |
False |
False |
50,495 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0103 |
0.8% |
73% |
False |
False |
40,419 |
| 120 |
1.2474 |
1.1635 |
0.0839 |
6.8% |
0.0088 |
0.7% |
74% |
False |
False |
33,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2644 |
|
2.618 |
1.2512 |
|
1.618 |
1.2431 |
|
1.000 |
1.2381 |
|
0.618 |
1.2350 |
|
HIGH |
1.2300 |
|
0.618 |
1.2269 |
|
0.500 |
1.2260 |
|
0.382 |
1.2250 |
|
LOW |
1.2219 |
|
0.618 |
1.2169 |
|
1.000 |
1.2138 |
|
1.618 |
1.2088 |
|
2.618 |
1.2007 |
|
4.250 |
1.1875 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2260 |
1.2248 |
| PP |
1.2258 |
1.2240 |
| S1 |
1.2257 |
1.2232 |
|