CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2240 |
1.2252 |
0.0012 |
0.1% |
1.2176 |
| High |
1.2444 |
1.2415 |
-0.0029 |
-0.2% |
1.2260 |
| Low |
1.2136 |
1.2196 |
0.0060 |
0.5% |
1.2011 |
| Close |
1.2258 |
1.2378 |
0.0120 |
1.0% |
1.2222 |
| Range |
0.0308 |
0.0219 |
-0.0089 |
-28.9% |
0.0249 |
| ATR |
0.0112 |
0.0119 |
0.0008 |
6.9% |
0.0000 |
| Volume |
171,096 |
223,381 |
52,285 |
30.6% |
399,181 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2987 |
1.2901 |
1.2498 |
|
| R3 |
1.2768 |
1.2682 |
1.2438 |
|
| R2 |
1.2549 |
1.2549 |
1.2418 |
|
| R1 |
1.2463 |
1.2463 |
1.2398 |
1.2506 |
| PP |
1.2330 |
1.2330 |
1.2330 |
1.2351 |
| S1 |
1.2244 |
1.2244 |
1.2358 |
1.2287 |
| S2 |
1.2111 |
1.2111 |
1.2338 |
|
| S3 |
1.1892 |
1.2025 |
1.2318 |
|
| S4 |
1.1673 |
1.1806 |
1.2258 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2911 |
1.2816 |
1.2359 |
|
| R3 |
1.2662 |
1.2567 |
1.2290 |
|
| R2 |
1.2413 |
1.2413 |
1.2268 |
|
| R1 |
1.2318 |
1.2318 |
1.2245 |
1.2366 |
| PP |
1.2164 |
1.2164 |
1.2164 |
1.2188 |
| S1 |
1.2069 |
1.2069 |
1.2199 |
1.2117 |
| S2 |
1.1915 |
1.1915 |
1.2176 |
|
| S3 |
1.1666 |
1.1820 |
1.2154 |
|
| S4 |
1.1417 |
1.1571 |
1.2085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2444 |
1.2011 |
0.0433 |
3.5% |
0.0180 |
1.5% |
85% |
False |
False |
151,056 |
| 10 |
1.2444 |
1.2011 |
0.0433 |
3.5% |
0.0138 |
1.1% |
85% |
False |
False |
80,514 |
| 20 |
1.2444 |
1.1919 |
0.0525 |
4.2% |
0.0110 |
0.9% |
87% |
False |
False |
40,761 |
| 40 |
1.2444 |
1.1919 |
0.0525 |
4.2% |
0.0100 |
0.8% |
87% |
False |
False |
20,464 |
| 60 |
1.2444 |
1.1919 |
0.0525 |
4.2% |
0.0087 |
0.7% |
87% |
False |
False |
13,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3346 |
|
2.618 |
1.2988 |
|
1.618 |
1.2769 |
|
1.000 |
1.2634 |
|
0.618 |
1.2550 |
|
HIGH |
1.2415 |
|
0.618 |
1.2331 |
|
0.500 |
1.2306 |
|
0.382 |
1.2280 |
|
LOW |
1.2196 |
|
0.618 |
1.2061 |
|
1.000 |
1.1977 |
|
1.618 |
1.1842 |
|
2.618 |
1.1623 |
|
4.250 |
1.1265 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2354 |
1.2328 |
| PP |
1.2330 |
1.2278 |
| S1 |
1.2306 |
1.2228 |
|