CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2371 |
1.2343 |
-0.0028 |
-0.2% |
1.2240 |
| High |
1.2395 |
1.2376 |
-0.0019 |
-0.2% |
1.2957 |
| Low |
1.2305 |
1.2310 |
0.0005 |
0.0% |
1.2136 |
| Close |
1.2342 |
1.2363 |
0.0021 |
0.2% |
1.2356 |
| Range |
0.0090 |
0.0066 |
-0.0024 |
-26.7% |
0.0821 |
| ATR |
0.0169 |
0.0161 |
-0.0007 |
-4.3% |
0.0000 |
| Volume |
84,961 |
79,667 |
-5,294 |
-6.2% |
1,106,411 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2548 |
1.2521 |
1.2399 |
|
| R3 |
1.2482 |
1.2455 |
1.2381 |
|
| R2 |
1.2416 |
1.2416 |
1.2375 |
|
| R1 |
1.2389 |
1.2389 |
1.2369 |
1.2403 |
| PP |
1.2350 |
1.2350 |
1.2350 |
1.2356 |
| S1 |
1.2323 |
1.2323 |
1.2357 |
1.2337 |
| S2 |
1.2284 |
1.2284 |
1.2351 |
|
| S3 |
1.2218 |
1.2257 |
1.2345 |
|
| S4 |
1.2152 |
1.2191 |
1.2327 |
|
|
| 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 |
1.2200 |
0.0757 |
6.1% |
0.0266 |
2.2% |
22% |
False |
False |
175,312 |
| 10 |
1.2957 |
1.2011 |
0.0946 |
7.7% |
0.0223 |
1.8% |
37% |
False |
False |
163,184 |
| 20 |
1.2957 |
1.2011 |
0.0946 |
7.7% |
0.0155 |
1.3% |
37% |
False |
False |
84,489 |
| 40 |
1.2957 |
1.1919 |
0.1038 |
8.4% |
0.0123 |
1.0% |
43% |
False |
False |
42,367 |
| 60 |
1.2957 |
1.1919 |
0.1038 |
8.4% |
0.0107 |
0.9% |
43% |
False |
False |
28,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2657 |
|
2.618 |
1.2549 |
|
1.618 |
1.2483 |
|
1.000 |
1.2442 |
|
0.618 |
1.2417 |
|
HIGH |
1.2376 |
|
0.618 |
1.2351 |
|
0.500 |
1.2343 |
|
0.382 |
1.2335 |
|
LOW |
1.2310 |
|
0.618 |
1.2269 |
|
1.000 |
1.2244 |
|
1.618 |
1.2203 |
|
2.618 |
1.2137 |
|
4.250 |
1.2030 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2356 |
1.2429 |
| PP |
1.2350 |
1.2407 |
| S1 |
1.2343 |
1.2385 |
|