CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2293 |
1.2245 |
-0.0048 |
-0.4% |
1.2371 |
| High |
1.2294 |
1.2270 |
-0.0024 |
-0.2% |
1.2398 |
| Low |
1.2223 |
1.2128 |
-0.0095 |
-0.8% |
1.2276 |
| Close |
1.2251 |
1.2135 |
-0.0116 |
-0.9% |
1.2289 |
| Range |
0.0071 |
0.0142 |
0.0071 |
100.0% |
0.0122 |
| ATR |
0.0138 |
0.0138 |
0.0000 |
0.2% |
0.0000 |
| Volume |
78,594 |
125,661 |
47,067 |
59.9% |
437,431 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2604 |
1.2511 |
1.2213 |
|
| R3 |
1.2462 |
1.2369 |
1.2174 |
|
| R2 |
1.2320 |
1.2320 |
1.2161 |
|
| R1 |
1.2227 |
1.2227 |
1.2148 |
1.2203 |
| PP |
1.2178 |
1.2178 |
1.2178 |
1.2165 |
| S1 |
1.2085 |
1.2085 |
1.2122 |
1.2061 |
| S2 |
1.2036 |
1.2036 |
1.2109 |
|
| S3 |
1.1894 |
1.1943 |
1.2096 |
|
| S4 |
1.1752 |
1.1801 |
1.2057 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2687 |
1.2610 |
1.2356 |
|
| R3 |
1.2565 |
1.2488 |
1.2323 |
|
| R2 |
1.2443 |
1.2443 |
1.2311 |
|
| R1 |
1.2366 |
1.2366 |
1.2300 |
1.2344 |
| PP |
1.2321 |
1.2321 |
1.2321 |
1.2310 |
| S1 |
1.2244 |
1.2244 |
1.2278 |
1.2222 |
| S2 |
1.2199 |
1.2199 |
1.2267 |
|
| S3 |
1.2077 |
1.2122 |
1.2255 |
|
| S4 |
1.1955 |
1.2000 |
1.2222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2398 |
1.2128 |
0.0270 |
2.2% |
0.0083 |
0.7% |
3% |
False |
True |
95,411 |
| 10 |
1.2957 |
1.2128 |
0.0829 |
6.8% |
0.0175 |
1.4% |
1% |
False |
True |
135,362 |
| 20 |
1.2957 |
1.2011 |
0.0946 |
7.8% |
0.0157 |
1.3% |
13% |
False |
False |
107,938 |
| 40 |
1.2957 |
1.1919 |
0.1038 |
8.6% |
0.0123 |
1.0% |
21% |
False |
False |
54,274 |
| 60 |
1.2957 |
1.1919 |
0.1038 |
8.6% |
0.0109 |
0.9% |
21% |
False |
False |
36,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2874 |
|
2.618 |
1.2642 |
|
1.618 |
1.2500 |
|
1.000 |
1.2412 |
|
0.618 |
1.2358 |
|
HIGH |
1.2270 |
|
0.618 |
1.2216 |
|
0.500 |
1.2199 |
|
0.382 |
1.2182 |
|
LOW |
1.2128 |
|
0.618 |
1.2040 |
|
1.000 |
1.1986 |
|
1.618 |
1.1898 |
|
2.618 |
1.1756 |
|
4.250 |
1.1525 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2199 |
1.2251 |
| PP |
1.2178 |
1.2212 |
| S1 |
1.2156 |
1.2174 |
|