CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2133 |
1.2068 |
-0.0065 |
-0.5% |
1.2371 |
| High |
1.2146 |
1.2115 |
-0.0031 |
-0.3% |
1.2398 |
| Low |
1.2026 |
1.2020 |
-0.0006 |
0.0% |
1.2276 |
| Close |
1.2072 |
1.2040 |
-0.0032 |
-0.3% |
1.2289 |
| Range |
0.0120 |
0.0095 |
-0.0025 |
-20.8% |
0.0122 |
| ATR |
0.0137 |
0.0134 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
135,539 |
128,914 |
-6,625 |
-4.9% |
437,431 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2343 |
1.2287 |
1.2092 |
|
| R3 |
1.2248 |
1.2192 |
1.2066 |
|
| R2 |
1.2153 |
1.2153 |
1.2057 |
|
| R1 |
1.2097 |
1.2097 |
1.2049 |
1.2078 |
| PP |
1.2058 |
1.2058 |
1.2058 |
1.2049 |
| S1 |
1.2002 |
1.2002 |
1.2031 |
1.1983 |
| S2 |
1.1963 |
1.1963 |
1.2023 |
|
| S3 |
1.1868 |
1.1907 |
1.2014 |
|
| S4 |
1.1773 |
1.1812 |
1.1988 |
|
|
| 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 |
1.2374 |
1.2020 |
0.0354 |
2.9% |
0.0105 |
0.9% |
6% |
False |
True |
111,270 |
| 10 |
1.2658 |
1.2020 |
0.0638 |
5.3% |
0.0125 |
1.0% |
3% |
False |
True |
116,261 |
| 20 |
1.2957 |
1.2011 |
0.0946 |
7.9% |
0.0158 |
1.3% |
3% |
False |
False |
120,750 |
| 40 |
1.2957 |
1.1919 |
0.1038 |
8.6% |
0.0124 |
1.0% |
12% |
False |
False |
60,876 |
| 60 |
1.2957 |
1.1919 |
0.1038 |
8.6% |
0.0111 |
0.9% |
12% |
False |
False |
40,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2519 |
|
2.618 |
1.2364 |
|
1.618 |
1.2269 |
|
1.000 |
1.2210 |
|
0.618 |
1.2174 |
|
HIGH |
1.2115 |
|
0.618 |
1.2079 |
|
0.500 |
1.2068 |
|
0.382 |
1.2056 |
|
LOW |
1.2020 |
|
0.618 |
1.1961 |
|
1.000 |
1.1925 |
|
1.618 |
1.1866 |
|
2.618 |
1.1771 |
|
4.250 |
1.1616 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2068 |
1.2145 |
| PP |
1.2058 |
1.2110 |
| S1 |
1.2049 |
1.2075 |
|