CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 25-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.2141 |
1.2212 |
0.0071 |
0.6% |
1.2050 |
High |
1.2260 |
1.2256 |
-0.0004 |
0.0% |
1.2260 |
Low |
1.2135 |
1.2198 |
0.0063 |
0.5% |
1.2000 |
Close |
1.2242 |
1.2250 |
0.0008 |
0.1% |
1.2250 |
Range |
0.0125 |
0.0058 |
-0.0067 |
-53.6% |
0.0260 |
ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
985 |
1,123 |
138 |
14.0% |
3,582 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2409 |
1.2387 |
1.2282 |
|
R3 |
1.2351 |
1.2329 |
1.2266 |
|
R2 |
1.2293 |
1.2293 |
1.2261 |
|
R1 |
1.2271 |
1.2271 |
1.2255 |
1.2282 |
PP |
1.2235 |
1.2235 |
1.2235 |
1.2240 |
S1 |
1.2213 |
1.2213 |
1.2245 |
1.2224 |
S2 |
1.2177 |
1.2177 |
1.2239 |
|
S3 |
1.2119 |
1.2155 |
1.2234 |
|
S4 |
1.2061 |
1.2097 |
1.2218 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2950 |
1.2860 |
1.2393 |
|
R3 |
1.2690 |
1.2600 |
1.2322 |
|
R2 |
1.2430 |
1.2430 |
1.2298 |
|
R1 |
1.2340 |
1.2340 |
1.2274 |
1.2385 |
PP |
1.2170 |
1.2170 |
1.2170 |
1.2193 |
S1 |
1.2080 |
1.2080 |
1.2226 |
1.2125 |
S2 |
1.1910 |
1.1910 |
1.2202 |
|
S3 |
1.1650 |
1.1820 |
1.2179 |
|
S4 |
1.1390 |
1.1560 |
1.2107 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2503 |
2.618 |
1.2408 |
1.618 |
1.2350 |
1.000 |
1.2314 |
0.618 |
1.2292 |
HIGH |
1.2256 |
0.618 |
1.2234 |
0.500 |
1.2227 |
0.382 |
1.2220 |
LOW |
1.2198 |
0.618 |
1.2162 |
1.000 |
1.2140 |
1.618 |
1.2104 |
2.618 |
1.2046 |
4.250 |
1.1952 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2242 |
1.2223 |
PP |
1.2235 |
1.2197 |
S1 |
1.2227 |
1.2170 |
|