CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2134 |
1.2162 |
0.0028 |
0.2% |
1.2246 |
| High |
1.2165 |
1.2205 |
0.0040 |
0.3% |
1.2261 |
| Low |
1.2036 |
1.2137 |
0.0101 |
0.8% |
1.2036 |
| Close |
1.2144 |
1.2151 |
0.0007 |
0.1% |
1.2144 |
| Range |
0.0129 |
0.0068 |
-0.0061 |
-47.3% |
0.0225 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
186,250 |
113,784 |
-72,466 |
-38.9% |
753,105 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2368 |
1.2328 |
1.2188 |
|
| R3 |
1.2300 |
1.2260 |
1.2170 |
|
| R2 |
1.2232 |
1.2232 |
1.2163 |
|
| R1 |
1.2192 |
1.2192 |
1.2157 |
1.2178 |
| PP |
1.2164 |
1.2164 |
1.2164 |
1.2158 |
| S1 |
1.2124 |
1.2124 |
1.2145 |
1.2110 |
| S2 |
1.2096 |
1.2096 |
1.2139 |
|
| S3 |
1.2028 |
1.2056 |
1.2132 |
|
| S4 |
1.1960 |
1.1988 |
1.2114 |
|
|
| 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% |
0.0097 |
0.8% |
51% |
False |
False |
149,887 |
| 10 |
1.2261 |
1.1987 |
0.0274 |
2.3% |
0.0094 |
0.8% |
60% |
False |
False |
127,761 |
| 20 |
1.2261 |
1.1909 |
0.0352 |
2.9% |
0.0088 |
0.7% |
69% |
False |
False |
125,038 |
| 40 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0101 |
0.8% |
56% |
False |
False |
121,459 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0102 |
0.8% |
59% |
False |
False |
111,968 |
| 80 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0104 |
0.9% |
59% |
False |
False |
85,256 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0104 |
0.9% |
49% |
False |
False |
68,235 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0101 |
0.8% |
60% |
False |
False |
56,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2494 |
|
2.618 |
1.2383 |
|
1.618 |
1.2315 |
|
1.000 |
1.2273 |
|
0.618 |
1.2247 |
|
HIGH |
1.2205 |
|
0.618 |
1.2179 |
|
0.500 |
1.2171 |
|
0.382 |
1.2163 |
|
LOW |
1.2137 |
|
0.618 |
1.2095 |
|
1.000 |
1.2069 |
|
1.618 |
1.2027 |
|
2.618 |
1.1959 |
|
4.250 |
1.1848 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2171 |
1.2146 |
| PP |
1.2164 |
1.2141 |
| S1 |
1.2158 |
1.2137 |
|