CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2162 |
1.2152 |
-0.0010 |
-0.1% |
1.2246 |
| High |
1.2205 |
1.2164 |
-0.0041 |
-0.3% |
1.2261 |
| Low |
1.2137 |
1.2069 |
-0.0068 |
-0.6% |
1.2036 |
| Close |
1.2151 |
1.2096 |
-0.0055 |
-0.5% |
1.2144 |
| Range |
0.0068 |
0.0095 |
0.0027 |
39.7% |
0.0225 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
113,784 |
128,332 |
14,548 |
12.8% |
753,105 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2395 |
1.2340 |
1.2148 |
|
| R3 |
1.2300 |
1.2245 |
1.2122 |
|
| R2 |
1.2205 |
1.2205 |
1.2113 |
|
| R1 |
1.2150 |
1.2150 |
1.2105 |
1.2130 |
| PP |
1.2110 |
1.2110 |
1.2110 |
1.2100 |
| S1 |
1.2055 |
1.2055 |
1.2087 |
1.2035 |
| S2 |
1.2015 |
1.2015 |
1.2079 |
|
| S3 |
1.1920 |
1.1960 |
1.2070 |
|
| S4 |
1.1825 |
1.1865 |
1.2044 |
|
|
| 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% |
0.0099 |
0.8% |
27% |
False |
False |
148,144 |
| 10 |
1.2261 |
1.2036 |
0.0225 |
1.9% |
0.0091 |
0.8% |
27% |
False |
False |
140,594 |
| 20 |
1.2261 |
1.1909 |
0.0352 |
2.9% |
0.0091 |
0.8% |
53% |
False |
False |
127,251 |
| 40 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0100 |
0.8% |
43% |
False |
False |
120,486 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0102 |
0.8% |
49% |
False |
False |
112,951 |
| 80 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0103 |
0.9% |
49% |
False |
False |
86,854 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0105 |
0.9% |
40% |
False |
False |
69,518 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0099 |
0.8% |
53% |
False |
False |
57,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2568 |
|
2.618 |
1.2413 |
|
1.618 |
1.2318 |
|
1.000 |
1.2259 |
|
0.618 |
1.2223 |
|
HIGH |
1.2164 |
|
0.618 |
1.2128 |
|
0.500 |
1.2117 |
|
0.382 |
1.2105 |
|
LOW |
1.2069 |
|
0.618 |
1.2010 |
|
1.000 |
1.1974 |
|
1.618 |
1.1915 |
|
2.618 |
1.1820 |
|
4.250 |
1.1665 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2117 |
1.2121 |
| PP |
1.2110 |
1.2112 |
| S1 |
1.2103 |
1.2104 |
|