CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.2176 |
1.2158 |
-0.0018 |
-0.1% |
1.2256 |
High |
1.2211 |
1.2171 |
-0.0040 |
-0.3% |
1.2270 |
Low |
1.2146 |
1.2076 |
-0.0070 |
-0.6% |
1.2045 |
Close |
1.2159 |
1.2104 |
-0.0055 |
-0.5% |
1.2153 |
Range |
0.0065 |
0.0095 |
0.0030 |
46.2% |
0.0225 |
ATR |
0.0088 |
0.0088 |
0.0001 |
0.6% |
0.0000 |
Volume |
13,854 |
24,520 |
10,666 |
77.0% |
16,366 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2402 |
1.2348 |
1.2156 |
|
R3 |
1.2307 |
1.2253 |
1.2130 |
|
R2 |
1.2212 |
1.2212 |
1.2121 |
|
R1 |
1.2158 |
1.2158 |
1.2113 |
1.2138 |
PP |
1.2117 |
1.2117 |
1.2117 |
1.2107 |
S1 |
1.2063 |
1.2063 |
1.2095 |
1.2043 |
S2 |
1.2022 |
1.2022 |
1.2087 |
|
S3 |
1.1927 |
1.1968 |
1.2078 |
|
S4 |
1.1832 |
1.1873 |
1.2052 |
|
|
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 |
1.2575 |
2.618 |
1.2420 |
1.618 |
1.2325 |
1.000 |
1.2266 |
0.618 |
1.2230 |
HIGH |
1.2171 |
0.618 |
1.2135 |
0.500 |
1.2124 |
0.382 |
1.2112 |
LOW |
1.2076 |
0.618 |
1.2017 |
1.000 |
1.1981 |
1.618 |
1.1922 |
2.618 |
1.1827 |
4.250 |
1.1672 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2124 |
1.2128 |
PP |
1.2117 |
1.2120 |
S1 |
1.2111 |
1.2112 |
|