CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2254 |
1.2365 |
0.0111 |
0.9% |
1.2172 |
| High |
1.2417 |
1.2584 |
0.0167 |
1.3% |
1.2225 |
| Low |
1.2214 |
1.2348 |
0.0134 |
1.1% |
1.2050 |
| Close |
1.2393 |
1.2502 |
0.0109 |
0.9% |
1.2235 |
| Range |
0.0203 |
0.0236 |
0.0033 |
16.3% |
0.0175 |
| ATR |
0.0073 |
0.0084 |
0.0012 |
16.1% |
0.0000 |
| Volume |
57 |
292 |
235 |
412.3% |
75 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3186 |
1.3080 |
1.2632 |
|
| R3 |
1.2950 |
1.2844 |
1.2567 |
|
| R2 |
1.2714 |
1.2714 |
1.2545 |
|
| R1 |
1.2608 |
1.2608 |
1.2524 |
1.2661 |
| PP |
1.2478 |
1.2478 |
1.2478 |
1.2505 |
| S1 |
1.2372 |
1.2372 |
1.2480 |
1.2425 |
| S2 |
1.2242 |
1.2242 |
1.2459 |
|
| S3 |
1.2006 |
1.2136 |
1.2437 |
|
| S4 |
1.1770 |
1.1900 |
1.2372 |
|
|
| 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 |
1.3587 |
|
2.618 |
1.3202 |
|
1.618 |
1.2966 |
|
1.000 |
1.2820 |
|
0.618 |
1.2730 |
|
HIGH |
1.2584 |
|
0.618 |
1.2494 |
|
0.500 |
1.2466 |
|
0.382 |
1.2438 |
|
LOW |
1.2348 |
|
0.618 |
1.2202 |
|
1.000 |
1.2112 |
|
1.618 |
1.1966 |
|
2.618 |
1.1730 |
|
4.250 |
1.1345 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2490 |
1.2459 |
| PP |
1.2478 |
1.2415 |
| S1 |
1.2466 |
1.2372 |
|