CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 28-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.2212 |
1.2256 |
0.0044 |
0.4% |
1.2050 |
High |
1.2256 |
1.2262 |
0.0006 |
0.0% |
1.2260 |
Low |
1.2198 |
1.2212 |
0.0014 |
0.1% |
1.2000 |
Close |
1.2250 |
1.2243 |
-0.0007 |
-0.1% |
1.2250 |
Range |
0.0058 |
0.0050 |
-0.0008 |
-13.8% |
0.0260 |
ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.1% |
0.0000 |
Volume |
1,123 |
2,636 |
1,513 |
134.7% |
3,582 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2389 |
1.2366 |
1.2271 |
|
R3 |
1.2339 |
1.2316 |
1.2257 |
|
R2 |
1.2289 |
1.2289 |
1.2252 |
|
R1 |
1.2266 |
1.2266 |
1.2248 |
1.2253 |
PP |
1.2239 |
1.2239 |
1.2239 |
1.2232 |
S1 |
1.2216 |
1.2216 |
1.2238 |
1.2203 |
S2 |
1.2189 |
1.2189 |
1.2234 |
|
S3 |
1.2139 |
1.2166 |
1.2229 |
|
S4 |
1.2089 |
1.2116 |
1.2216 |
|
|
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 |
1.2475 |
2.618 |
1.2393 |
1.618 |
1.2343 |
1.000 |
1.2312 |
0.618 |
1.2293 |
HIGH |
1.2262 |
0.618 |
1.2243 |
0.500 |
1.2237 |
0.382 |
1.2231 |
LOW |
1.2212 |
0.618 |
1.2181 |
1.000 |
1.2162 |
1.618 |
1.2131 |
2.618 |
1.2081 |
4.250 |
1.2000 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2241 |
1.2228 |
PP |
1.2239 |
1.2213 |
S1 |
1.2237 |
1.2199 |
|