CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2434 |
1.2254 |
-0.0180 |
-1.4% |
1.2172 |
| High |
1.2434 |
1.2417 |
-0.0017 |
-0.1% |
1.2225 |
| Low |
1.2160 |
1.2214 |
0.0054 |
0.4% |
1.2050 |
| Close |
1.2273 |
1.2393 |
0.0120 |
1.0% |
1.2235 |
| Range |
0.0274 |
0.0203 |
-0.0071 |
-25.9% |
0.0175 |
| ATR |
0.0063 |
0.0073 |
0.0010 |
16.0% |
0.0000 |
| Volume |
42 |
57 |
15 |
35.7% |
75 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2950 |
1.2875 |
1.2505 |
|
| R3 |
1.2747 |
1.2672 |
1.2449 |
|
| R2 |
1.2544 |
1.2544 |
1.2430 |
|
| R1 |
1.2469 |
1.2469 |
1.2412 |
1.2507 |
| PP |
1.2341 |
1.2341 |
1.2341 |
1.2360 |
| S1 |
1.2266 |
1.2266 |
1.2374 |
1.2304 |
| S2 |
1.2138 |
1.2138 |
1.2356 |
|
| S3 |
1.1935 |
1.2063 |
1.2337 |
|
| S4 |
1.1732 |
1.1860 |
1.2281 |
|
|
| 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 |
1.3280 |
|
2.618 |
1.2948 |
|
1.618 |
1.2745 |
|
1.000 |
1.2620 |
|
0.618 |
1.2542 |
|
HIGH |
1.2417 |
|
0.618 |
1.2339 |
|
0.500 |
1.2316 |
|
0.382 |
1.2292 |
|
LOW |
1.2214 |
|
0.618 |
1.2089 |
|
1.000 |
1.2011 |
|
1.618 |
1.1886 |
|
2.618 |
1.1683 |
|
4.250 |
1.1351 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2367 |
1.2360 |
| PP |
1.2341 |
1.2328 |
| S1 |
1.2316 |
1.2295 |
|