CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2379 |
1.2370 |
-0.0009 |
-0.1% |
1.2434 |
| High |
1.2392 |
1.2391 |
-0.0001 |
0.0% |
1.2944 |
| Low |
1.2362 |
1.2358 |
-0.0004 |
0.0% |
1.2160 |
| Close |
1.2390 |
1.2373 |
-0.0017 |
-0.1% |
1.2370 |
| Range |
0.0030 |
0.0033 |
0.0003 |
10.0% |
0.0784 |
| ATR |
0.0117 |
0.0111 |
-0.0006 |
-5.1% |
0.0000 |
| Volume |
26 |
20 |
-6 |
-23.1% |
990 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2473 |
1.2456 |
1.2391 |
|
| R3 |
1.2440 |
1.2423 |
1.2382 |
|
| R2 |
1.2407 |
1.2407 |
1.2379 |
|
| R1 |
1.2390 |
1.2390 |
1.2376 |
1.2399 |
| PP |
1.2374 |
1.2374 |
1.2374 |
1.2378 |
| S1 |
1.2357 |
1.2357 |
1.2370 |
1.2366 |
| S2 |
1.2341 |
1.2341 |
1.2367 |
|
| S3 |
1.2308 |
1.2324 |
1.2364 |
|
| S4 |
1.2275 |
1.2291 |
1.2355 |
|
|
| 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 |
1.2531 |
|
2.618 |
1.2477 |
|
1.618 |
1.2444 |
|
1.000 |
1.2424 |
|
0.618 |
1.2411 |
|
HIGH |
1.2391 |
|
0.618 |
1.2378 |
|
0.500 |
1.2375 |
|
0.382 |
1.2371 |
|
LOW |
1.2358 |
|
0.618 |
1.2338 |
|
1.000 |
1.2325 |
|
1.618 |
1.2305 |
|
2.618 |
1.2272 |
|
4.250 |
1.2218 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2375 |
1.2369 |
| PP |
1.2374 |
1.2365 |
| S1 |
1.2374 |
1.2362 |
|