CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2903 |
1.2627 |
-0.0276 |
-2.1% |
1.2434 |
| High |
1.2944 |
1.2664 |
-0.0280 |
-2.2% |
1.2944 |
| Low |
1.2567 |
1.2228 |
-0.0339 |
-2.7% |
1.2160 |
| Close |
1.2669 |
1.2370 |
-0.0299 |
-2.4% |
1.2370 |
| Range |
0.0377 |
0.0436 |
0.0059 |
15.6% |
0.0784 |
| ATR |
0.0110 |
0.0134 |
0.0024 |
21.5% |
0.0000 |
| Volume |
213 |
386 |
173 |
81.2% |
990 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3729 |
1.3485 |
1.2610 |
|
| R3 |
1.3293 |
1.3049 |
1.2490 |
|
| R2 |
1.2857 |
1.2857 |
1.2450 |
|
| R1 |
1.2613 |
1.2613 |
1.2410 |
1.2517 |
| PP |
1.2421 |
1.2421 |
1.2421 |
1.2373 |
| S1 |
1.2177 |
1.2177 |
1.2330 |
1.2081 |
| S2 |
1.1985 |
1.1985 |
1.2290 |
|
| S3 |
1.1549 |
1.1741 |
1.2250 |
|
| S4 |
1.1113 |
1.1305 |
1.2130 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4843 |
1.4391 |
1.2801 |
|
| R3 |
1.4059 |
1.3607 |
1.2586 |
|
| R2 |
1.3275 |
1.3275 |
1.2514 |
|
| R1 |
1.2823 |
1.2823 |
1.2442 |
1.2657 |
| PP |
1.2491 |
1.2491 |
1.2491 |
1.2409 |
| S1 |
1.2039 |
1.2039 |
1.2298 |
1.1873 |
| S2 |
1.1707 |
1.1707 |
1.2226 |
|
| S3 |
1.0923 |
1.1255 |
1.2154 |
|
| S4 |
1.0139 |
1.0471 |
1.1939 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4517 |
|
2.618 |
1.3805 |
|
1.618 |
1.3369 |
|
1.000 |
1.3100 |
|
0.618 |
1.2933 |
|
HIGH |
1.2664 |
|
0.618 |
1.2497 |
|
0.500 |
1.2446 |
|
0.382 |
1.2395 |
|
LOW |
1.2228 |
|
0.618 |
1.1959 |
|
1.000 |
1.1792 |
|
1.618 |
1.1523 |
|
2.618 |
1.1087 |
|
4.250 |
1.0375 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2446 |
1.2586 |
| PP |
1.2421 |
1.2514 |
| S1 |
1.2395 |
1.2442 |
|