CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2196 |
1.2434 |
0.0238 |
2.0% |
1.2172 |
| High |
1.2225 |
1.2434 |
0.0209 |
1.7% |
1.2225 |
| Low |
1.2156 |
1.2160 |
0.0004 |
0.0% |
1.2050 |
| Close |
1.2235 |
1.2273 |
0.0038 |
0.3% |
1.2235 |
| Range |
0.0069 |
0.0274 |
0.0205 |
297.1% |
0.0175 |
| ATR |
0.0046 |
0.0063 |
0.0016 |
35.1% |
0.0000 |
| Volume |
53 |
42 |
-11 |
-20.8% |
75 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3111 |
1.2966 |
1.2424 |
|
| R3 |
1.2837 |
1.2692 |
1.2348 |
|
| R2 |
1.2563 |
1.2563 |
1.2323 |
|
| R1 |
1.2418 |
1.2418 |
1.2298 |
1.2354 |
| PP |
1.2289 |
1.2289 |
1.2289 |
1.2257 |
| S1 |
1.2144 |
1.2144 |
1.2248 |
1.2080 |
| S2 |
1.2015 |
1.2015 |
1.2223 |
|
| S3 |
1.1741 |
1.1870 |
1.2198 |
|
| S4 |
1.1467 |
1.1596 |
1.2122 |
|
|
| 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 |
1.3599 |
|
2.618 |
1.3151 |
|
1.618 |
1.2877 |
|
1.000 |
1.2708 |
|
0.618 |
1.2603 |
|
HIGH |
1.2434 |
|
0.618 |
1.2329 |
|
0.500 |
1.2297 |
|
0.382 |
1.2265 |
|
LOW |
1.2160 |
|
0.618 |
1.1991 |
|
1.000 |
1.1886 |
|
1.618 |
1.1717 |
|
2.618 |
1.1443 |
|
4.250 |
1.0996 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2297 |
1.2263 |
| PP |
1.2289 |
1.2252 |
| S1 |
1.2281 |
1.2242 |
|