CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2393 |
1.2334 |
-0.0059 |
-0.5% |
1.2434 |
| High |
1.2393 |
1.2384 |
-0.0009 |
-0.1% |
1.2944 |
| Low |
1.2327 |
1.2331 |
0.0004 |
0.0% |
1.2160 |
| Close |
1.2356 |
1.2377 |
0.0021 |
0.2% |
1.2370 |
| Range |
0.0066 |
0.0053 |
-0.0013 |
-19.7% |
0.0784 |
| ATR |
0.0129 |
0.0123 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
596 |
103 |
-493 |
-82.7% |
990 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2523 |
1.2503 |
1.2406 |
|
| R3 |
1.2470 |
1.2450 |
1.2392 |
|
| R2 |
1.2417 |
1.2417 |
1.2387 |
|
| R1 |
1.2397 |
1.2397 |
1.2382 |
1.2407 |
| PP |
1.2364 |
1.2364 |
1.2364 |
1.2369 |
| S1 |
1.2344 |
1.2344 |
1.2372 |
1.2354 |
| S2 |
1.2311 |
1.2311 |
1.2367 |
|
| S3 |
1.2258 |
1.2291 |
1.2362 |
|
| S4 |
1.2205 |
1.2238 |
1.2348 |
|
|
| 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 |
1.2609 |
|
2.618 |
1.2523 |
|
1.618 |
1.2470 |
|
1.000 |
1.2437 |
|
0.618 |
1.2417 |
|
HIGH |
1.2384 |
|
0.618 |
1.2364 |
|
0.500 |
1.2358 |
|
0.382 |
1.2351 |
|
LOW |
1.2331 |
|
0.618 |
1.2298 |
|
1.000 |
1.2278 |
|
1.618 |
1.2245 |
|
2.618 |
1.2192 |
|
4.250 |
1.2106 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2371 |
1.2446 |
| PP |
1.2364 |
1.2423 |
| S1 |
1.2358 |
1.2400 |
|