CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2248 |
1.2222 |
-0.0026 |
-0.2% |
1.2050 |
| High |
1.2248 |
1.2270 |
0.0022 |
0.2% |
1.2260 |
| Low |
1.2171 |
1.2191 |
0.0020 |
0.2% |
1.2000 |
| Close |
1.2217 |
1.2222 |
0.0005 |
0.0% |
1.2250 |
| Range |
0.0077 |
0.0079 |
0.0002 |
2.6% |
0.0260 |
| ATR |
0.0085 |
0.0084 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
2,245 |
2,290 |
45 |
2.0% |
3,582 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2465 |
1.2422 |
1.2265 |
|
| R3 |
1.2386 |
1.2343 |
1.2244 |
|
| R2 |
1.2307 |
1.2307 |
1.2236 |
|
| R1 |
1.2264 |
1.2264 |
1.2229 |
1.2262 |
| PP |
1.2228 |
1.2228 |
1.2228 |
1.2226 |
| S1 |
1.2185 |
1.2185 |
1.2215 |
1.2183 |
| S2 |
1.2149 |
1.2149 |
1.2208 |
|
| S3 |
1.2070 |
1.2106 |
1.2200 |
|
| S4 |
1.1991 |
1.2027 |
1.2179 |
|
|
| 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 |
1.2606 |
|
2.618 |
1.2477 |
|
1.618 |
1.2398 |
|
1.000 |
1.2349 |
|
0.618 |
1.2319 |
|
HIGH |
1.2270 |
|
0.618 |
1.2240 |
|
0.500 |
1.2231 |
|
0.382 |
1.2221 |
|
LOW |
1.2191 |
|
0.618 |
1.2142 |
|
1.000 |
1.2112 |
|
1.618 |
1.2063 |
|
2.618 |
1.1984 |
|
4.250 |
1.1855 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2231 |
1.2222 |
| PP |
1.2228 |
1.2221 |
| S1 |
1.2225 |
1.2221 |
|