CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1943 |
1.1951 |
0.0008 |
0.1% |
1.2165 |
| High |
1.1979 |
1.2027 |
0.0048 |
0.4% |
1.2233 |
| Low |
1.1909 |
1.1941 |
0.0032 |
0.3% |
1.1953 |
| Close |
1.1970 |
1.2000 |
0.0030 |
0.3% |
1.1979 |
| Range |
0.0070 |
0.0086 |
0.0016 |
22.9% |
0.0280 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
139,406 |
128,674 |
-10,732 |
-7.7% |
607,899 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2247 |
1.2210 |
1.2047 |
|
| R3 |
1.2161 |
1.2124 |
1.2024 |
|
| R2 |
1.2075 |
1.2075 |
1.2016 |
|
| R1 |
1.2038 |
1.2038 |
1.2008 |
1.2057 |
| PP |
1.1989 |
1.1989 |
1.1989 |
1.1999 |
| S1 |
1.1952 |
1.1952 |
1.1992 |
1.1971 |
| S2 |
1.1903 |
1.1903 |
1.1984 |
|
| S3 |
1.1817 |
1.1866 |
1.1976 |
|
| S4 |
1.1731 |
1.1780 |
1.1953 |
|
|
| 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 |
1.2037 |
1.1909 |
0.0128 |
1.1% |
0.0076 |
0.6% |
71% |
False |
False |
121,356 |
| 10 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0096 |
0.8% |
21% |
False |
False |
127,276 |
| 20 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0101 |
0.8% |
21% |
False |
False |
123,275 |
| 40 |
1.2365 |
1.1909 |
0.0456 |
3.8% |
0.0105 |
0.9% |
20% |
False |
False |
112,073 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.4% |
0.0108 |
0.9% |
30% |
False |
False |
90,383 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0108 |
0.9% |
25% |
False |
False |
67,860 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0102 |
0.9% |
25% |
False |
False |
54,307 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0096 |
0.8% |
41% |
False |
False |
45,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2393 |
|
2.618 |
1.2252 |
|
1.618 |
1.2166 |
|
1.000 |
1.2113 |
|
0.618 |
1.2080 |
|
HIGH |
1.2027 |
|
0.618 |
1.1994 |
|
0.500 |
1.1984 |
|
0.382 |
1.1974 |
|
LOW |
1.1941 |
|
0.618 |
1.1888 |
|
1.000 |
1.1855 |
|
1.618 |
1.1802 |
|
2.618 |
1.1716 |
|
4.250 |
1.1576 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1995 |
1.1989 |
| PP |
1.1989 |
1.1979 |
| S1 |
1.1984 |
1.1968 |
|