CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2245 |
1.2133 |
-0.0112 |
-0.9% |
1.2371 |
| High |
1.2270 |
1.2146 |
-0.0124 |
-1.0% |
1.2398 |
| Low |
1.2128 |
1.2026 |
-0.0102 |
-0.8% |
1.2276 |
| Close |
1.2135 |
1.2072 |
-0.0063 |
-0.5% |
1.2289 |
| Range |
0.0142 |
0.0120 |
-0.0022 |
-15.5% |
0.0122 |
| ATR |
0.0138 |
0.0137 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
125,661 |
135,539 |
9,878 |
7.9% |
437,431 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2441 |
1.2377 |
1.2138 |
|
| R3 |
1.2321 |
1.2257 |
1.2105 |
|
| R2 |
1.2201 |
1.2201 |
1.2094 |
|
| R1 |
1.2137 |
1.2137 |
1.2083 |
1.2109 |
| PP |
1.2081 |
1.2081 |
1.2081 |
1.2068 |
| S1 |
1.2017 |
1.2017 |
1.2061 |
1.1989 |
| S2 |
1.1961 |
1.1961 |
1.2050 |
|
| S3 |
1.1841 |
1.1897 |
1.2039 |
|
| S4 |
1.1721 |
1.1777 |
1.2006 |
|
|
| 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 |
1.2390 |
1.2026 |
0.0364 |
3.0% |
0.0096 |
0.8% |
13% |
False |
True |
101,016 |
| 10 |
1.2957 |
1.2026 |
0.0931 |
7.7% |
0.0162 |
1.3% |
5% |
False |
True |
126,982 |
| 20 |
1.2957 |
1.2011 |
0.0946 |
7.8% |
0.0159 |
1.3% |
6% |
False |
False |
114,600 |
| 40 |
1.2957 |
1.1919 |
0.1038 |
8.6% |
0.0123 |
1.0% |
15% |
False |
False |
57,659 |
| 60 |
1.2957 |
1.1919 |
0.1038 |
8.6% |
0.0110 |
0.9% |
15% |
False |
False |
38,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2656 |
|
2.618 |
1.2460 |
|
1.618 |
1.2340 |
|
1.000 |
1.2266 |
|
0.618 |
1.2220 |
|
HIGH |
1.2146 |
|
0.618 |
1.2100 |
|
0.500 |
1.2086 |
|
0.382 |
1.2072 |
|
LOW |
1.2026 |
|
0.618 |
1.1952 |
|
1.000 |
1.1906 |
|
1.618 |
1.1832 |
|
2.618 |
1.1712 |
|
4.250 |
1.1516 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2086 |
1.2160 |
| PP |
1.2081 |
1.2131 |
| S1 |
1.2077 |
1.2101 |
|