CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2165 |
1.2230 |
0.0065 |
0.5% |
1.2037 |
| High |
1.2165 |
1.2230 |
0.0065 |
0.5% |
1.2230 |
| Low |
1.2165 |
1.2230 |
0.0065 |
0.5% |
1.2037 |
| Close |
1.2257 |
1.2263 |
0.0006 |
0.0% |
1.2263 |
| Range |
|
|
|
|
|
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
13 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2241 |
1.2252 |
1.2263 |
|
| R3 |
1.2241 |
1.2252 |
1.2263 |
|
| R2 |
1.2241 |
1.2241 |
1.2263 |
|
| R1 |
1.2252 |
1.2252 |
1.2263 |
1.2247 |
| PP |
1.2241 |
1.2241 |
1.2241 |
1.2238 |
| S1 |
1.2252 |
1.2252 |
1.2263 |
1.2247 |
| S2 |
1.2241 |
1.2241 |
1.2263 |
|
| S3 |
1.2241 |
1.2252 |
1.2263 |
|
| S4 |
1.2241 |
1.2252 |
1.2263 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2756 |
1.2702 |
1.2369 |
|
| R3 |
1.2563 |
1.2509 |
1.2316 |
|
| R2 |
1.2370 |
1.2370 |
1.2298 |
|
| R1 |
1.2316 |
1.2316 |
1.2281 |
1.2343 |
| PP |
1.2177 |
1.2177 |
1.2177 |
1.2190 |
| S1 |
1.2123 |
1.2123 |
1.2245 |
1.2150 |
| S2 |
1.1984 |
1.1984 |
1.2228 |
|
| S3 |
1.1791 |
1.1930 |
1.2210 |
|
| S4 |
1.1598 |
1.1737 |
1.2157 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2230 |
|
2.618 |
1.2230 |
|
1.618 |
1.2230 |
|
1.000 |
1.2230 |
|
0.618 |
1.2230 |
|
HIGH |
1.2230 |
|
0.618 |
1.2230 |
|
0.500 |
1.2230 |
|
0.382 |
1.2230 |
|
LOW |
1.2230 |
|
0.618 |
1.2230 |
|
1.000 |
1.2230 |
|
1.618 |
1.2230 |
|
2.618 |
1.2230 |
|
4.250 |
1.2230 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2252 |
1.2238 |
| PP |
1.2241 |
1.2213 |
| S1 |
1.2230 |
1.2188 |
|