CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2074 |
1.2196 |
0.0122 |
1.0% |
1.2172 |
| High |
1.2074 |
1.2225 |
0.0151 |
1.3% |
1.2225 |
| Low |
1.2050 |
1.2156 |
0.0106 |
0.9% |
1.2050 |
| Close |
1.2067 |
1.2235 |
0.0168 |
1.4% |
1.2235 |
| Range |
0.0024 |
0.0069 |
0.0045 |
187.5% |
0.0175 |
| ATR |
0.0038 |
0.0046 |
0.0009 |
22.7% |
0.0000 |
| Volume |
8 |
53 |
45 |
562.5% |
75 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2412 |
1.2393 |
1.2273 |
|
| R3 |
1.2343 |
1.2324 |
1.2254 |
|
| R2 |
1.2274 |
1.2274 |
1.2248 |
|
| R1 |
1.2255 |
1.2255 |
1.2241 |
1.2265 |
| PP |
1.2205 |
1.2205 |
1.2205 |
1.2210 |
| S1 |
1.2186 |
1.2186 |
1.2229 |
1.2196 |
| S2 |
1.2136 |
1.2136 |
1.2222 |
|
| S3 |
1.2067 |
1.2117 |
1.2216 |
|
| S4 |
1.1998 |
1.2048 |
1.2197 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2695 |
1.2640 |
1.2331 |
|
| R3 |
1.2520 |
1.2465 |
1.2283 |
|
| R2 |
1.2345 |
1.2345 |
1.2267 |
|
| R1 |
1.2290 |
1.2290 |
1.2251 |
1.2318 |
| PP |
1.2170 |
1.2170 |
1.2170 |
1.2184 |
| S1 |
1.2115 |
1.2115 |
1.2219 |
1.2143 |
| S2 |
1.1995 |
1.1995 |
1.2203 |
|
| S3 |
1.1820 |
1.1940 |
1.2187 |
|
| S4 |
1.1645 |
1.1765 |
1.2139 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2518 |
|
2.618 |
1.2406 |
|
1.618 |
1.2337 |
|
1.000 |
1.2294 |
|
0.618 |
1.2268 |
|
HIGH |
1.2225 |
|
0.618 |
1.2199 |
|
0.500 |
1.2191 |
|
0.382 |
1.2182 |
|
LOW |
1.2156 |
|
0.618 |
1.2113 |
|
1.000 |
1.2087 |
|
1.618 |
1.2044 |
|
2.618 |
1.1975 |
|
4.250 |
1.1863 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2220 |
1.2203 |
| PP |
1.2205 |
1.2170 |
| S1 |
1.2191 |
1.2138 |
|