CME Japanese Yen Future September 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 |
1.2172 |
1.2170 |
-0.0002 |
0.0% |
1.2256 |
| High |
1.2172 |
1.2170 |
-0.0002 |
0.0% |
1.2256 |
| Low |
1.2172 |
1.2066 |
-0.0106 |
-0.9% |
1.2162 |
| Close |
1.2172 |
1.2117 |
-0.0055 |
-0.5% |
1.2166 |
| Range |
0.0000 |
0.0104 |
0.0104 |
|
0.0094 |
| ATR |
0.0033 |
0.0038 |
0.0005 |
15.7% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2430 |
1.2377 |
1.2174 |
|
| R3 |
1.2326 |
1.2273 |
1.2146 |
|
| R2 |
1.2222 |
1.2222 |
1.2136 |
|
| R1 |
1.2169 |
1.2169 |
1.2127 |
1.2144 |
| PP |
1.2118 |
1.2118 |
1.2118 |
1.2105 |
| S1 |
1.2065 |
1.2065 |
1.2107 |
1.2040 |
| S2 |
1.2014 |
1.2014 |
1.2098 |
|
| S3 |
1.1910 |
1.1961 |
1.2088 |
|
| S4 |
1.1806 |
1.1857 |
1.2060 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2477 |
1.2415 |
1.2218 |
|
| R3 |
1.2383 |
1.2321 |
1.2192 |
|
| R2 |
1.2289 |
1.2289 |
1.2183 |
|
| R1 |
1.2227 |
1.2227 |
1.2175 |
1.2211 |
| PP |
1.2195 |
1.2195 |
1.2195 |
1.2187 |
| S1 |
1.2133 |
1.2133 |
1.2157 |
1.2117 |
| S2 |
1.2101 |
1.2101 |
1.2149 |
|
| S3 |
1.2007 |
1.2039 |
1.2140 |
|
| S4 |
1.1913 |
1.1945 |
1.2114 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2612 |
|
2.618 |
1.2442 |
|
1.618 |
1.2338 |
|
1.000 |
1.2274 |
|
0.618 |
1.2234 |
|
HIGH |
1.2170 |
|
0.618 |
1.2130 |
|
0.500 |
1.2118 |
|
0.382 |
1.2106 |
|
LOW |
1.2066 |
|
0.618 |
1.2002 |
|
1.000 |
1.1962 |
|
1.618 |
1.1898 |
|
2.618 |
1.1794 |
|
4.250 |
1.1624 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2118 |
1.2119 |
| PP |
1.2118 |
1.2118 |
| S1 |
1.2117 |
1.2118 |
|