CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2627 |
1.2393 |
-0.0234 |
-1.9% |
1.2434 |
| High |
1.2664 |
1.2393 |
-0.0271 |
-2.1% |
1.2944 |
| Low |
1.2228 |
1.2327 |
0.0099 |
0.8% |
1.2160 |
| Close |
1.2370 |
1.2356 |
-0.0014 |
-0.1% |
1.2370 |
| Range |
0.0436 |
0.0066 |
-0.0370 |
-84.9% |
0.0784 |
| ATR |
0.0134 |
0.0129 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
386 |
596 |
210 |
54.4% |
990 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2557 |
1.2522 |
1.2392 |
|
| R3 |
1.2491 |
1.2456 |
1.2374 |
|
| R2 |
1.2425 |
1.2425 |
1.2368 |
|
| R1 |
1.2390 |
1.2390 |
1.2362 |
1.2375 |
| PP |
1.2359 |
1.2359 |
1.2359 |
1.2351 |
| S1 |
1.2324 |
1.2324 |
1.2350 |
1.2309 |
| S2 |
1.2293 |
1.2293 |
1.2344 |
|
| S3 |
1.2227 |
1.2258 |
1.2338 |
|
| S4 |
1.2161 |
1.2192 |
1.2320 |
|
|
| 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 |
1.2674 |
|
2.618 |
1.2566 |
|
1.618 |
1.2500 |
|
1.000 |
1.2459 |
|
0.618 |
1.2434 |
|
HIGH |
1.2393 |
|
0.618 |
1.2368 |
|
0.500 |
1.2360 |
|
0.382 |
1.2352 |
|
LOW |
1.2327 |
|
0.618 |
1.2286 |
|
1.000 |
1.2261 |
|
1.618 |
1.2220 |
|
2.618 |
1.2154 |
|
4.250 |
1.2047 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2360 |
1.2586 |
| PP |
1.2359 |
1.2509 |
| S1 |
1.2357 |
1.2433 |
|