CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2719 |
1.2653 |
-0.0066 |
-0.5% |
1.2240 |
| High |
1.2957 |
1.2658 |
-0.0299 |
-2.3% |
1.2957 |
| Low |
1.2488 |
1.2200 |
-0.0288 |
-2.3% |
1.2136 |
| Close |
1.2655 |
1.2356 |
-0.0299 |
-2.4% |
1.2356 |
| Range |
0.0469 |
0.0458 |
-0.0011 |
-2.3% |
0.0821 |
| ATR |
0.0153 |
0.0175 |
0.0022 |
14.3% |
0.0000 |
| Volume |
236,126 |
256,474 |
20,348 |
8.6% |
1,106,411 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3779 |
1.3525 |
1.2608 |
|
| R3 |
1.3321 |
1.3067 |
1.2482 |
|
| R2 |
1.2863 |
1.2863 |
1.2440 |
|
| R1 |
1.2609 |
1.2609 |
1.2398 |
1.2507 |
| PP |
1.2405 |
1.2405 |
1.2405 |
1.2354 |
| S1 |
1.2151 |
1.2151 |
1.2314 |
1.2049 |
| S2 |
1.1947 |
1.1947 |
1.2272 |
|
| S3 |
1.1489 |
1.1693 |
1.2230 |
|
| S4 |
1.1031 |
1.1235 |
1.2104 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4946 |
1.4472 |
1.2808 |
|
| R3 |
1.4125 |
1.3651 |
1.2582 |
|
| R2 |
1.3304 |
1.3304 |
1.2507 |
|
| R1 |
1.2830 |
1.2830 |
1.2431 |
1.3067 |
| PP |
1.2483 |
1.2483 |
1.2483 |
1.2602 |
| S1 |
1.2009 |
1.2009 |
1.2281 |
1.2246 |
| S2 |
1.1662 |
1.1662 |
1.2205 |
|
| S3 |
1.0841 |
1.1188 |
1.2130 |
|
| S4 |
1.0020 |
1.0367 |
1.1904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2957 |
1.2136 |
0.0821 |
6.6% |
0.0341 |
2.8% |
27% |
False |
False |
221,282 |
| 10 |
1.2957 |
1.2011 |
0.0946 |
7.7% |
0.0224 |
1.8% |
36% |
False |
False |
150,559 |
| 20 |
1.2957 |
1.1984 |
0.0973 |
7.9% |
0.0157 |
1.3% |
38% |
False |
False |
76,295 |
| 40 |
1.2957 |
1.1919 |
0.1038 |
8.4% |
0.0122 |
1.0% |
42% |
False |
False |
38,254 |
| 60 |
1.2957 |
1.1919 |
0.1038 |
8.4% |
0.0105 |
0.9% |
42% |
False |
False |
25,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4605 |
|
2.618 |
1.3857 |
|
1.618 |
1.3399 |
|
1.000 |
1.3116 |
|
0.618 |
1.2941 |
|
HIGH |
1.2658 |
|
0.618 |
1.2483 |
|
0.500 |
1.2429 |
|
0.382 |
1.2375 |
|
LOW |
1.2200 |
|
0.618 |
1.1917 |
|
1.000 |
1.1742 |
|
1.618 |
1.1459 |
|
2.618 |
1.1001 |
|
4.250 |
1.0254 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2429 |
1.2579 |
| PP |
1.2405 |
1.2504 |
| S1 |
1.2380 |
1.2430 |
|