CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2220 |
1.2134 |
-0.0086 |
-0.7% |
1.2246 |
| High |
1.2237 |
1.2165 |
-0.0072 |
-0.6% |
1.2261 |
| Low |
1.2118 |
1.2036 |
-0.0082 |
-0.7% |
1.2036 |
| Close |
1.2140 |
1.2144 |
0.0004 |
0.0% |
1.2144 |
| Range |
0.0119 |
0.0129 |
0.0010 |
8.4% |
0.0225 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.5% |
0.0000 |
| Volume |
179,072 |
186,250 |
7,178 |
4.0% |
753,105 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2502 |
1.2452 |
1.2215 |
|
| R3 |
1.2373 |
1.2323 |
1.2179 |
|
| R2 |
1.2244 |
1.2244 |
1.2168 |
|
| R1 |
1.2194 |
1.2194 |
1.2156 |
1.2219 |
| PP |
1.2115 |
1.2115 |
1.2115 |
1.2128 |
| S1 |
1.2065 |
1.2065 |
1.2132 |
1.2090 |
| S2 |
1.1986 |
1.1986 |
1.2120 |
|
| S3 |
1.1857 |
1.1936 |
1.2109 |
|
| S4 |
1.1728 |
1.1807 |
1.2073 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2822 |
1.2708 |
1.2268 |
|
| R3 |
1.2597 |
1.2483 |
1.2206 |
|
| R2 |
1.2372 |
1.2372 |
1.2185 |
|
| R1 |
1.2258 |
1.2258 |
1.2165 |
1.2203 |
| PP |
1.2147 |
1.2147 |
1.2147 |
1.2119 |
| S1 |
1.2033 |
1.2033 |
1.2123 |
1.1978 |
| S2 |
1.1922 |
1.1922 |
1.2103 |
|
| S3 |
1.1697 |
1.1808 |
1.2082 |
|
| S4 |
1.1472 |
1.1583 |
1.2020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2261 |
1.2036 |
0.0225 |
1.9% |
0.0095 |
0.8% |
48% |
False |
True |
150,621 |
| 10 |
1.2261 |
1.1972 |
0.0289 |
2.4% |
0.0095 |
0.8% |
60% |
False |
False |
127,993 |
| 20 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0096 |
0.8% |
54% |
False |
False |
127,635 |
| 40 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0101 |
0.8% |
54% |
False |
False |
121,478 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0103 |
0.8% |
58% |
False |
False |
110,975 |
| 80 |
1.2426 |
1.1842 |
0.0584 |
4.8% |
0.0106 |
0.9% |
52% |
False |
False |
83,836 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0104 |
0.9% |
48% |
False |
False |
67,098 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0102 |
0.8% |
59% |
False |
False |
55,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2713 |
|
2.618 |
1.2503 |
|
1.618 |
1.2374 |
|
1.000 |
1.2294 |
|
0.618 |
1.2245 |
|
HIGH |
1.2165 |
|
0.618 |
1.2116 |
|
0.500 |
1.2101 |
|
0.382 |
1.2085 |
|
LOW |
1.2036 |
|
0.618 |
1.1956 |
|
1.000 |
1.1907 |
|
1.618 |
1.1827 |
|
2.618 |
1.1698 |
|
4.250 |
1.1488 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2130 |
1.2149 |
| PP |
1.2115 |
1.2147 |
| S1 |
1.2101 |
1.2146 |
|