CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 07-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.2146 |
1.2176 |
0.0030 |
0.2% |
1.2256 |
High |
1.2173 |
1.2211 |
0.0038 |
0.3% |
1.2270 |
Low |
1.2045 |
1.2146 |
0.0101 |
0.8% |
1.2045 |
Close |
1.2153 |
1.2159 |
0.0006 |
0.0% |
1.2153 |
Range |
0.0128 |
0.0065 |
-0.0063 |
-49.2% |
0.0225 |
ATR |
0.0089 |
0.0088 |
-0.0002 |
-1.9% |
0.0000 |
Volume |
3,287 |
13,854 |
10,567 |
321.5% |
16,366 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2367 |
1.2328 |
1.2195 |
|
R3 |
1.2302 |
1.2263 |
1.2177 |
|
R2 |
1.2237 |
1.2237 |
1.2171 |
|
R1 |
1.2198 |
1.2198 |
1.2165 |
1.2185 |
PP |
1.2172 |
1.2172 |
1.2172 |
1.2166 |
S1 |
1.2133 |
1.2133 |
1.2153 |
1.2120 |
S2 |
1.2107 |
1.2107 |
1.2147 |
|
S3 |
1.2042 |
1.2068 |
1.2141 |
|
S4 |
1.1977 |
1.2003 |
1.2123 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2831 |
1.2717 |
1.2277 |
|
R3 |
1.2606 |
1.2492 |
1.2215 |
|
R2 |
1.2381 |
1.2381 |
1.2194 |
|
R1 |
1.2267 |
1.2267 |
1.2174 |
1.2212 |
PP |
1.2156 |
1.2156 |
1.2156 |
1.2128 |
S1 |
1.2042 |
1.2042 |
1.2132 |
1.1987 |
S2 |
1.1931 |
1.1931 |
1.2112 |
|
S3 |
1.1706 |
1.1817 |
1.2091 |
|
S4 |
1.1481 |
1.1592 |
1.2029 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2487 |
2.618 |
1.2381 |
1.618 |
1.2316 |
1.000 |
1.2276 |
0.618 |
1.2251 |
HIGH |
1.2211 |
0.618 |
1.2186 |
0.500 |
1.2179 |
0.382 |
1.2171 |
LOW |
1.2146 |
0.618 |
1.2106 |
1.000 |
1.2081 |
1.618 |
1.2041 |
2.618 |
1.1976 |
4.250 |
1.1870 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2179 |
1.2154 |
PP |
1.2172 |
1.2149 |
S1 |
1.2166 |
1.2145 |
|