CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2165 |
1.2147 |
-0.0018 |
-0.1% |
1.2180 |
| High |
1.2174 |
1.2233 |
0.0059 |
0.5% |
1.2341 |
| Low |
1.2128 |
1.2133 |
0.0005 |
0.0% |
1.2127 |
| Close |
1.2153 |
1.2137 |
-0.0016 |
-0.1% |
1.2162 |
| Range |
0.0046 |
0.0100 |
0.0054 |
117.4% |
0.0214 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
84,079 |
118,932 |
34,853 |
41.5% |
612,515 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2468 |
1.2402 |
1.2192 |
|
| R3 |
1.2368 |
1.2302 |
1.2165 |
|
| R2 |
1.2268 |
1.2268 |
1.2155 |
|
| R1 |
1.2202 |
1.2202 |
1.2146 |
1.2185 |
| PP |
1.2168 |
1.2168 |
1.2168 |
1.2159 |
| S1 |
1.2102 |
1.2102 |
1.2128 |
1.2085 |
| S2 |
1.2068 |
1.2068 |
1.2119 |
|
| S3 |
1.1968 |
1.2002 |
1.2110 |
|
| S4 |
1.1868 |
1.1902 |
1.2082 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2852 |
1.2721 |
1.2280 |
|
| R3 |
1.2638 |
1.2507 |
1.2221 |
|
| R2 |
1.2424 |
1.2424 |
1.2201 |
|
| R1 |
1.2293 |
1.2293 |
1.2182 |
1.2252 |
| PP |
1.2210 |
1.2210 |
1.2210 |
1.2189 |
| S1 |
1.2079 |
1.2079 |
1.2142 |
1.2038 |
| S2 |
1.1996 |
1.1996 |
1.2123 |
|
| S3 |
1.1782 |
1.1865 |
1.2103 |
|
| S4 |
1.1568 |
1.1651 |
1.2044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2341 |
1.2127 |
0.0214 |
1.8% |
0.0108 |
0.9% |
5% |
False |
False |
117,327 |
| 10 |
1.2341 |
1.2019 |
0.0322 |
2.7% |
0.0114 |
0.9% |
37% |
False |
False |
123,966 |
| 20 |
1.2341 |
1.1983 |
0.0358 |
2.9% |
0.0110 |
0.9% |
43% |
False |
False |
115,338 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0108 |
0.9% |
56% |
False |
False |
106,793 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0107 |
0.9% |
56% |
False |
False |
75,360 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0108 |
0.9% |
47% |
False |
False |
56,571 |
| 100 |
1.2474 |
1.1671 |
0.0803 |
6.6% |
0.0101 |
0.8% |
58% |
False |
False |
45,273 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0092 |
0.8% |
58% |
False |
False |
37,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2658 |
|
2.618 |
1.2495 |
|
1.618 |
1.2395 |
|
1.000 |
1.2333 |
|
0.618 |
1.2295 |
|
HIGH |
1.2233 |
|
0.618 |
1.2195 |
|
0.500 |
1.2183 |
|
0.382 |
1.2171 |
|
LOW |
1.2133 |
|
0.618 |
1.2071 |
|
1.000 |
1.2033 |
|
1.618 |
1.1971 |
|
2.618 |
1.1871 |
|
4.250 |
1.1708 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2183 |
1.2234 |
| PP |
1.2168 |
1.2202 |
| S1 |
1.2152 |
1.2169 |
|