CME Japanese Yen Future September 2011
Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.2370 |
1.2323 |
-0.0047 |
-0.4% |
1.2393 |
High |
1.2391 |
1.2323 |
-0.0068 |
-0.5% |
1.2393 |
Low |
1.2358 |
1.2298 |
-0.0060 |
-0.5% |
1.2298 |
Close |
1.2373 |
1.2303 |
-0.0070 |
-0.6% |
1.2303 |
Range |
0.0033 |
0.0025 |
-0.0008 |
-24.2% |
0.0095 |
ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.3% |
0.0000 |
Volume |
20 |
12 |
-8 |
-40.0% |
757 |
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2383 |
1.2368 |
1.2317 |
|
R3 |
1.2358 |
1.2343 |
1.2310 |
|
R2 |
1.2333 |
1.2333 |
1.2308 |
|
R1 |
1.2318 |
1.2318 |
1.2305 |
1.2313 |
PP |
1.2308 |
1.2308 |
1.2308 |
1.2306 |
S1 |
1.2293 |
1.2293 |
1.2301 |
1.2288 |
S2 |
1.2283 |
1.2283 |
1.2298 |
|
S3 |
1.2258 |
1.2268 |
1.2296 |
|
S4 |
1.2233 |
1.2243 |
1.2289 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2616 |
1.2555 |
1.2355 |
|
R3 |
1.2521 |
1.2460 |
1.2329 |
|
R2 |
1.2426 |
1.2426 |
1.2320 |
|
R1 |
1.2365 |
1.2365 |
1.2312 |
1.2348 |
PP |
1.2331 |
1.2331 |
1.2331 |
1.2323 |
S1 |
1.2270 |
1.2270 |
1.2294 |
1.2253 |
S2 |
1.2236 |
1.2236 |
1.2286 |
|
S3 |
1.2141 |
1.2175 |
1.2277 |
|
S4 |
1.2046 |
1.2080 |
1.2251 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2429 |
2.618 |
1.2388 |
1.618 |
1.2363 |
1.000 |
1.2348 |
0.618 |
1.2338 |
HIGH |
1.2323 |
0.618 |
1.2313 |
0.500 |
1.2311 |
0.382 |
1.2308 |
LOW |
1.2298 |
0.618 |
1.2283 |
1.000 |
1.2273 |
1.618 |
1.2258 |
2.618 |
1.2233 |
4.250 |
1.2192 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2311 |
1.2345 |
PP |
1.2308 |
1.2331 |
S1 |
1.2306 |
1.2317 |
|