CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2056 |
1.2037 |
-0.0019 |
-0.2% |
1.2031 |
| High |
1.2056 |
1.2118 |
0.0062 |
0.5% |
1.2056 |
| Low |
1.2056 |
1.2037 |
-0.0019 |
-0.2% |
1.1931 |
| Close |
1.2056 |
1.2117 |
0.0061 |
0.5% |
1.2056 |
| Range |
0.0000 |
0.0081 |
0.0081 |
|
0.0125 |
| ATR |
|
|
|
|
|
| Volume |
4 |
4 |
0 |
0.0% |
29 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2334 |
1.2306 |
1.2162 |
|
| R3 |
1.2253 |
1.2225 |
1.2139 |
|
| R2 |
1.2172 |
1.2172 |
1.2132 |
|
| R1 |
1.2144 |
1.2144 |
1.2124 |
1.2158 |
| PP |
1.2091 |
1.2091 |
1.2091 |
1.2098 |
| S1 |
1.2063 |
1.2063 |
1.2110 |
1.2077 |
| S2 |
1.2010 |
1.2010 |
1.2102 |
|
| S3 |
1.1929 |
1.1982 |
1.2095 |
|
| S4 |
1.1848 |
1.1901 |
1.2072 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2389 |
1.2348 |
1.2125 |
|
| R3 |
1.2264 |
1.2223 |
1.2090 |
|
| R2 |
1.2139 |
1.2139 |
1.2079 |
|
| R1 |
1.2098 |
1.2098 |
1.2067 |
1.2119 |
| PP |
1.2014 |
1.2014 |
1.2014 |
1.2025 |
| S1 |
1.1973 |
1.1973 |
1.2045 |
1.1994 |
| S2 |
1.1889 |
1.1889 |
1.2033 |
|
| S3 |
1.1764 |
1.1848 |
1.2022 |
|
| S4 |
1.1639 |
1.1723 |
1.1987 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2462 |
|
2.618 |
1.2330 |
|
1.618 |
1.2249 |
|
1.000 |
1.2199 |
|
0.618 |
1.2168 |
|
HIGH |
1.2118 |
|
0.618 |
1.2087 |
|
0.500 |
1.2078 |
|
0.382 |
1.2068 |
|
LOW |
1.2037 |
|
0.618 |
1.1987 |
|
1.000 |
1.1956 |
|
1.618 |
1.1906 |
|
2.618 |
1.1825 |
|
4.250 |
1.1693 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2104 |
1.2102 |
| PP |
1.2091 |
1.2086 |
| S1 |
1.2078 |
1.2071 |
|