CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2004 |
1.1980 |
-0.0024 |
-0.2% |
1.2165 |
| High |
1.2015 |
1.2037 |
0.0022 |
0.2% |
1.2233 |
| Low |
1.1953 |
1.1978 |
0.0025 |
0.2% |
1.1953 |
| Close |
1.1979 |
1.2004 |
0.0025 |
0.2% |
1.1979 |
| Range |
0.0062 |
0.0059 |
-0.0003 |
-4.8% |
0.0280 |
| ATR |
0.0107 |
0.0103 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
107,632 |
91,745 |
-15,887 |
-14.8% |
607,899 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2183 |
1.2153 |
1.2036 |
|
| R3 |
1.2124 |
1.2094 |
1.2020 |
|
| R2 |
1.2065 |
1.2065 |
1.2015 |
|
| R1 |
1.2035 |
1.2035 |
1.2009 |
1.2050 |
| PP |
1.2006 |
1.2006 |
1.2006 |
1.2014 |
| S1 |
1.1976 |
1.1976 |
1.1999 |
1.1991 |
| S2 |
1.1947 |
1.1947 |
1.1993 |
|
| S3 |
1.1888 |
1.1917 |
1.1988 |
|
| S4 |
1.1829 |
1.1858 |
1.1972 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2895 |
1.2717 |
1.2133 |
|
| R3 |
1.2615 |
1.2437 |
1.2056 |
|
| R2 |
1.2335 |
1.2335 |
1.2030 |
|
| R1 |
1.2157 |
1.2157 |
1.2005 |
1.2106 |
| PP |
1.2055 |
1.2055 |
1.2055 |
1.2030 |
| S1 |
1.1877 |
1.1877 |
1.1953 |
1.1826 |
| S2 |
1.1775 |
1.1775 |
1.1928 |
|
| S3 |
1.1495 |
1.1597 |
1.1902 |
|
| S4 |
1.1215 |
1.1317 |
1.1825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2233 |
1.1953 |
0.0280 |
2.3% |
0.0088 |
0.7% |
18% |
False |
False |
123,113 |
| 10 |
1.2341 |
1.1953 |
0.0388 |
3.2% |
0.0101 |
0.8% |
13% |
False |
False |
121,255 |
| 20 |
1.2341 |
1.1953 |
0.0388 |
3.2% |
0.0107 |
0.9% |
13% |
False |
False |
116,431 |
| 40 |
1.2365 |
1.1887 |
0.0478 |
4.0% |
0.0103 |
0.9% |
24% |
False |
False |
107,694 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.4% |
0.0107 |
0.9% |
31% |
False |
False |
83,608 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0109 |
0.9% |
26% |
False |
False |
62,773 |
| 100 |
1.2474 |
1.1742 |
0.0732 |
6.1% |
0.0102 |
0.9% |
36% |
False |
False |
50,236 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0094 |
0.8% |
42% |
False |
False |
41,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2288 |
|
2.618 |
1.2191 |
|
1.618 |
1.2132 |
|
1.000 |
1.2096 |
|
0.618 |
1.2073 |
|
HIGH |
1.2037 |
|
0.618 |
1.2014 |
|
0.500 |
1.2008 |
|
0.382 |
1.2001 |
|
LOW |
1.1978 |
|
0.618 |
1.1942 |
|
1.000 |
1.1919 |
|
1.618 |
1.1883 |
|
2.618 |
1.1824 |
|
4.250 |
1.1727 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2008 |
1.2050 |
| PP |
1.2006 |
1.2035 |
| S1 |
1.2005 |
1.2019 |
|