CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2356 |
1.2361 |
0.0005 |
0.0% |
1.2240 |
| High |
1.2398 |
1.2390 |
-0.0008 |
-0.1% |
1.2957 |
| Low |
1.2340 |
1.2342 |
0.0002 |
0.0% |
1.2136 |
| Close |
1.2376 |
1.2360 |
-0.0016 |
-0.1% |
1.2356 |
| Range |
0.0058 |
0.0048 |
-0.0010 |
-17.2% |
0.0821 |
| ATR |
0.0154 |
0.0146 |
-0.0008 |
-4.9% |
0.0000 |
| Volume |
107,514 |
77,644 |
-29,870 |
-27.8% |
1,106,411 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2508 |
1.2482 |
1.2386 |
|
| R3 |
1.2460 |
1.2434 |
1.2373 |
|
| R2 |
1.2412 |
1.2412 |
1.2369 |
|
| R1 |
1.2386 |
1.2386 |
1.2364 |
1.2375 |
| PP |
1.2364 |
1.2364 |
1.2364 |
1.2359 |
| S1 |
1.2338 |
1.2338 |
1.2356 |
1.2327 |
| S2 |
1.2316 |
1.2316 |
1.2351 |
|
| S3 |
1.2268 |
1.2290 |
1.2347 |
|
| S4 |
1.2220 |
1.2242 |
1.2334 |
|
|
| 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 |
1.2658 |
1.2200 |
0.0458 |
3.7% |
0.0144 |
1.2% |
35% |
False |
False |
121,252 |
| 10 |
1.2957 |
1.2011 |
0.0946 |
7.7% |
0.0221 |
1.8% |
37% |
False |
False |
165,685 |
| 20 |
1.2957 |
1.2011 |
0.0946 |
7.7% |
0.0150 |
1.2% |
37% |
False |
False |
93,643 |
| 40 |
1.2957 |
1.1919 |
0.1038 |
8.4% |
0.0122 |
1.0% |
42% |
False |
False |
46,991 |
| 60 |
1.2957 |
1.1919 |
0.1038 |
8.4% |
0.0108 |
0.9% |
42% |
False |
False |
31,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2594 |
|
2.618 |
1.2516 |
|
1.618 |
1.2468 |
|
1.000 |
1.2438 |
|
0.618 |
1.2420 |
|
HIGH |
1.2390 |
|
0.618 |
1.2372 |
|
0.500 |
1.2366 |
|
0.382 |
1.2360 |
|
LOW |
1.2342 |
|
0.618 |
1.2312 |
|
1.000 |
1.2294 |
|
1.618 |
1.2264 |
|
2.618 |
1.2216 |
|
4.250 |
1.2138 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2366 |
1.2358 |
| PP |
1.2364 |
1.2356 |
| S1 |
1.2362 |
1.2354 |
|