CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2007 |
1.1943 |
-0.0064 |
-0.5% |
1.2165 |
| High |
1.2022 |
1.1979 |
-0.0043 |
-0.4% |
1.2233 |
| Low |
1.1918 |
1.1909 |
-0.0009 |
-0.1% |
1.1953 |
| Close |
1.1931 |
1.1970 |
0.0039 |
0.3% |
1.1979 |
| Range |
0.0104 |
0.0070 |
-0.0034 |
-32.7% |
0.0280 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
139,324 |
139,406 |
82 |
0.1% |
607,899 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2163 |
1.2136 |
1.2009 |
|
| R3 |
1.2093 |
1.2066 |
1.1989 |
|
| R2 |
1.2023 |
1.2023 |
1.1983 |
|
| R1 |
1.1996 |
1.1996 |
1.1976 |
1.2010 |
| PP |
1.1953 |
1.1953 |
1.1953 |
1.1959 |
| S1 |
1.1926 |
1.1926 |
1.1964 |
1.1940 |
| S2 |
1.1883 |
1.1883 |
1.1957 |
|
| S3 |
1.1813 |
1.1856 |
1.1951 |
|
| S4 |
1.1743 |
1.1786 |
1.1932 |
|
|
| 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 |
1.2147 |
1.1909 |
0.0238 |
2.0% |
0.0089 |
0.7% |
26% |
False |
True |
130,404 |
| 10 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0098 |
0.8% |
14% |
False |
True |
126,177 |
| 20 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0105 |
0.9% |
14% |
False |
True |
124,193 |
| 40 |
1.2365 |
1.1909 |
0.0456 |
3.8% |
0.0104 |
0.9% |
13% |
False |
True |
110,680 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.4% |
0.0107 |
0.9% |
24% |
False |
False |
88,243 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0108 |
0.9% |
20% |
False |
False |
66,253 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0102 |
0.9% |
20% |
False |
False |
53,021 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0096 |
0.8% |
38% |
False |
False |
44,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2277 |
|
2.618 |
1.2162 |
|
1.618 |
1.2092 |
|
1.000 |
1.2049 |
|
0.618 |
1.2022 |
|
HIGH |
1.1979 |
|
0.618 |
1.1952 |
|
0.500 |
1.1944 |
|
0.382 |
1.1936 |
|
LOW |
1.1909 |
|
0.618 |
1.1866 |
|
1.000 |
1.1839 |
|
1.618 |
1.1796 |
|
2.618 |
1.1726 |
|
4.250 |
1.1612 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1961 |
1.1973 |
| PP |
1.1953 |
1.1972 |
| S1 |
1.1944 |
1.1971 |
|