CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2114 |
1.2074 |
-0.0040 |
-0.3% |
1.2256 |
| High |
1.2114 |
1.2074 |
-0.0040 |
-0.3% |
1.2256 |
| Low |
1.2114 |
1.2050 |
-0.0064 |
-0.5% |
1.2162 |
| Close |
1.2114 |
1.2067 |
-0.0047 |
-0.4% |
1.2166 |
| Range |
0.0000 |
0.0024 |
0.0024 |
|
0.0094 |
| ATR |
0.0036 |
0.0038 |
0.0002 |
5.6% |
0.0000 |
| Volume |
8 |
8 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2136 |
1.2125 |
1.2080 |
|
| R3 |
1.2112 |
1.2101 |
1.2074 |
|
| R2 |
1.2088 |
1.2088 |
1.2071 |
|
| R1 |
1.2077 |
1.2077 |
1.2069 |
1.2071 |
| PP |
1.2064 |
1.2064 |
1.2064 |
1.2060 |
| S1 |
1.2053 |
1.2053 |
1.2065 |
1.2047 |
| S2 |
1.2040 |
1.2040 |
1.2063 |
|
| S3 |
1.2016 |
1.2029 |
1.2060 |
|
| S4 |
1.1992 |
1.2005 |
1.2054 |
|
|
| 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 |
1.2176 |
|
2.618 |
1.2137 |
|
1.618 |
1.2113 |
|
1.000 |
1.2098 |
|
0.618 |
1.2089 |
|
HIGH |
1.2074 |
|
0.618 |
1.2065 |
|
0.500 |
1.2062 |
|
0.382 |
1.2059 |
|
LOW |
1.2050 |
|
0.618 |
1.2035 |
|
1.000 |
1.2026 |
|
1.618 |
1.2011 |
|
2.618 |
1.1987 |
|
4.250 |
1.1948 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2065 |
1.2110 |
| PP |
1.2064 |
1.2096 |
| S1 |
1.2062 |
1.2081 |
|