CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2203 |
1.2246 |
0.0043 |
0.4% |
1.2032 |
| High |
1.2251 |
1.2255 |
0.0004 |
0.0% |
1.2253 |
| Low |
1.2187 |
1.2199 |
0.0012 |
0.1% |
1.1987 |
| Close |
1.2240 |
1.2234 |
-0.0006 |
0.0% |
1.2240 |
| Range |
0.0064 |
0.0056 |
-0.0008 |
-12.5% |
0.0266 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
111,631 |
117,450 |
5,819 |
5.2% |
410,722 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2397 |
1.2372 |
1.2265 |
|
| R3 |
1.2341 |
1.2316 |
1.2249 |
|
| R2 |
1.2285 |
1.2285 |
1.2244 |
|
| R1 |
1.2260 |
1.2260 |
1.2239 |
1.2245 |
| PP |
1.2229 |
1.2229 |
1.2229 |
1.2222 |
| S1 |
1.2204 |
1.2204 |
1.2229 |
1.2189 |
| S2 |
1.2173 |
1.2173 |
1.2224 |
|
| S3 |
1.2117 |
1.2148 |
1.2219 |
|
| S4 |
1.2061 |
1.2092 |
1.2203 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2958 |
1.2865 |
1.2386 |
|
| R3 |
1.2692 |
1.2599 |
1.2313 |
|
| R2 |
1.2426 |
1.2426 |
1.2289 |
|
| R1 |
1.2333 |
1.2333 |
1.2264 |
1.2380 |
| PP |
1.2160 |
1.2160 |
1.2160 |
1.2183 |
| S1 |
1.2067 |
1.2067 |
1.2216 |
1.2114 |
| S2 |
1.1894 |
1.1894 |
1.2191 |
|
| S3 |
1.1628 |
1.1801 |
1.2167 |
|
| S4 |
1.1362 |
1.1535 |
1.2094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2255 |
1.1987 |
0.0268 |
2.2% |
0.0092 |
0.8% |
92% |
True |
False |
105,634 |
| 10 |
1.2255 |
1.1909 |
0.0346 |
2.8% |
0.0085 |
0.7% |
94% |
True |
False |
114,343 |
| 20 |
1.2341 |
1.1909 |
0.0432 |
3.5% |
0.0093 |
0.8% |
75% |
False |
False |
118,192 |
| 40 |
1.2365 |
1.1909 |
0.0456 |
3.7% |
0.0104 |
0.8% |
71% |
False |
False |
115,582 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0105 |
0.9% |
75% |
False |
False |
101,021 |
| 80 |
1.2426 |
1.1842 |
0.0584 |
4.8% |
0.0106 |
0.9% |
67% |
False |
False |
75,899 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0104 |
0.8% |
62% |
False |
False |
60,746 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0100 |
0.8% |
70% |
False |
False |
50,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2493 |
|
2.618 |
1.2402 |
|
1.618 |
1.2346 |
|
1.000 |
1.2311 |
|
0.618 |
1.2290 |
|
HIGH |
1.2255 |
|
0.618 |
1.2234 |
|
0.500 |
1.2227 |
|
0.382 |
1.2220 |
|
LOW |
1.2199 |
|
0.618 |
1.2164 |
|
1.000 |
1.2143 |
|
1.618 |
1.2108 |
|
2.618 |
1.2052 |
|
4.250 |
1.1961 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2232 |
1.2219 |
| PP |
1.2229 |
1.2204 |
| S1 |
1.2227 |
1.2190 |
|