CME Japanese Yen Future September 2011
Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.2236 |
1.2162 |
-0.0074 |
-0.6% |
1.2037 |
High |
1.2236 |
1.2162 |
-0.0074 |
-0.6% |
1.2230 |
Low |
1.2236 |
1.2162 |
-0.0074 |
-0.6% |
1.2037 |
Close |
1.2236 |
1.2162 |
-0.0074 |
-0.6% |
1.2263 |
Range |
|
|
|
|
|
ATR |
0.0035 |
0.0038 |
0.0003 |
8.1% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
13 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2162 |
1.2162 |
1.2162 |
|
R3 |
1.2162 |
1.2162 |
1.2162 |
|
R2 |
1.2162 |
1.2162 |
1.2162 |
|
R1 |
1.2162 |
1.2162 |
1.2162 |
1.2162 |
PP |
1.2162 |
1.2162 |
1.2162 |
1.2162 |
S1 |
1.2162 |
1.2162 |
1.2162 |
1.2162 |
S2 |
1.2162 |
1.2162 |
1.2162 |
|
S3 |
1.2162 |
1.2162 |
1.2162 |
|
S4 |
1.2162 |
1.2162 |
1.2162 |
|
|
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 |
1.2162 |
2.618 |
1.2162 |
1.618 |
1.2162 |
1.000 |
1.2162 |
0.618 |
1.2162 |
HIGH |
1.2162 |
0.618 |
1.2162 |
0.500 |
1.2162 |
0.382 |
1.2162 |
LOW |
1.2162 |
0.618 |
1.2162 |
1.000 |
1.2162 |
1.618 |
1.2162 |
2.618 |
1.2162 |
4.250 |
1.2162 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2162 |
1.2199 |
PP |
1.2162 |
1.2187 |
S1 |
1.2162 |
1.2174 |
|