CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2343 |
1.2356 |
0.0013 |
0.1% |
1.2240 |
| High |
1.2376 |
1.2398 |
0.0022 |
0.2% |
1.2957 |
| Low |
1.2310 |
1.2340 |
0.0030 |
0.2% |
1.2136 |
| Close |
1.2363 |
1.2376 |
0.0013 |
0.1% |
1.2356 |
| Range |
0.0066 |
0.0058 |
-0.0008 |
-12.1% |
0.0821 |
| ATR |
0.0161 |
0.0154 |
-0.0007 |
-4.6% |
0.0000 |
| Volume |
79,667 |
107,514 |
27,847 |
35.0% |
1,106,411 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2545 |
1.2519 |
1.2408 |
|
| R3 |
1.2487 |
1.2461 |
1.2392 |
|
| R2 |
1.2429 |
1.2429 |
1.2387 |
|
| R1 |
1.2403 |
1.2403 |
1.2381 |
1.2416 |
| PP |
1.2371 |
1.2371 |
1.2371 |
1.2378 |
| S1 |
1.2345 |
1.2345 |
1.2371 |
1.2358 |
| S2 |
1.2313 |
1.2313 |
1.2365 |
|
| S3 |
1.2255 |
1.2287 |
1.2360 |
|
| S4 |
1.2197 |
1.2229 |
1.2344 |
|
|
| 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% |
0.0228 |
1.8% |
23% |
False |
False |
152,948 |
| 10 |
1.2957 |
1.2011 |
0.0946 |
7.6% |
0.0224 |
1.8% |
39% |
False |
False |
167,304 |
| 20 |
1.2957 |
1.2011 |
0.0946 |
7.6% |
0.0154 |
1.2% |
39% |
False |
False |
89,810 |
| 40 |
1.2957 |
1.1919 |
0.1038 |
8.4% |
0.0123 |
1.0% |
44% |
False |
False |
45,054 |
| 60 |
1.2957 |
1.1919 |
0.1038 |
8.4% |
0.0108 |
0.9% |
44% |
False |
False |
30,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2645 |
|
2.618 |
1.2550 |
|
1.618 |
1.2492 |
|
1.000 |
1.2456 |
|
0.618 |
1.2434 |
|
HIGH |
1.2398 |
|
0.618 |
1.2376 |
|
0.500 |
1.2369 |
|
0.382 |
1.2362 |
|
LOW |
1.2340 |
|
0.618 |
1.2304 |
|
1.000 |
1.2282 |
|
1.618 |
1.2246 |
|
2.618 |
1.2188 |
|
4.250 |
1.2094 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2374 |
1.2368 |
| PP |
1.2371 |
1.2360 |
| S1 |
1.2369 |
1.2352 |
|