CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2032 |
1.2080 |
0.0048 |
0.4% |
1.1980 |
| High |
1.2112 |
1.2150 |
0.0038 |
0.3% |
1.2047 |
| Low |
1.1987 |
1.2065 |
0.0078 |
0.7% |
1.1909 |
| Close |
1.2085 |
1.2122 |
0.0037 |
0.3% |
1.2032 |
| Range |
0.0125 |
0.0085 |
-0.0040 |
-32.0% |
0.0138 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
0 |
135,882 |
135,882 |
|
615,261 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2367 |
1.2330 |
1.2169 |
|
| R3 |
1.2282 |
1.2245 |
1.2145 |
|
| R2 |
1.2197 |
1.2197 |
1.2138 |
|
| R1 |
1.2160 |
1.2160 |
1.2130 |
1.2179 |
| PP |
1.2112 |
1.2112 |
1.2112 |
1.2122 |
| S1 |
1.2075 |
1.2075 |
1.2114 |
1.2094 |
| S2 |
1.2027 |
1.2027 |
1.2106 |
|
| S3 |
1.1942 |
1.1990 |
1.2099 |
|
| S4 |
1.1857 |
1.1905 |
1.2075 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2410 |
1.2359 |
1.2108 |
|
| R3 |
1.2272 |
1.2221 |
1.2070 |
|
| R2 |
1.2134 |
1.2134 |
1.2057 |
|
| R1 |
1.2083 |
1.2083 |
1.2045 |
1.2109 |
| PP |
1.1996 |
1.1996 |
1.1996 |
1.2009 |
| S1 |
1.1945 |
1.1945 |
1.2019 |
1.1971 |
| S2 |
1.1858 |
1.1858 |
1.2007 |
|
| S3 |
1.1720 |
1.1807 |
1.1994 |
|
| S4 |
1.1582 |
1.1669 |
1.1956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2150 |
1.1909 |
0.0241 |
2.0% |
0.0088 |
0.7% |
88% |
True |
False |
104,014 |
| 10 |
1.2168 |
1.1909 |
0.0259 |
2.1% |
0.0089 |
0.7% |
82% |
False |
False |
115,603 |
| 20 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0101 |
0.8% |
49% |
False |
False |
119,784 |
| 40 |
1.2365 |
1.1909 |
0.0456 |
3.8% |
0.0106 |
0.9% |
47% |
False |
False |
112,078 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0107 |
0.9% |
54% |
False |
False |
94,547 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0107 |
0.9% |
44% |
False |
False |
71,005 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0104 |
0.9% |
44% |
False |
False |
56,826 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0098 |
0.8% |
56% |
False |
False |
47,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2511 |
|
2.618 |
1.2373 |
|
1.618 |
1.2288 |
|
1.000 |
1.2235 |
|
0.618 |
1.2203 |
|
HIGH |
1.2150 |
|
0.618 |
1.2118 |
|
0.500 |
1.2108 |
|
0.382 |
1.2097 |
|
LOW |
1.2065 |
|
0.618 |
1.2012 |
|
1.000 |
1.1980 |
|
1.618 |
1.1927 |
|
2.618 |
1.1842 |
|
4.250 |
1.1704 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2117 |
1.2102 |
| PP |
1.2112 |
1.2081 |
| S1 |
1.2108 |
1.2061 |
|