CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2323 |
1.2280 |
-0.0043 |
-0.3% |
1.2393 |
| High |
1.2323 |
1.2280 |
-0.0043 |
-0.3% |
1.2393 |
| Low |
1.2298 |
1.2229 |
-0.0069 |
-0.6% |
1.2298 |
| Close |
1.2303 |
1.2264 |
-0.0039 |
-0.3% |
1.2303 |
| Range |
0.0025 |
0.0051 |
0.0026 |
104.0% |
0.0095 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
12 |
15 |
3 |
25.0% |
757 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2411 |
1.2388 |
1.2292 |
|
| R3 |
1.2360 |
1.2337 |
1.2278 |
|
| R2 |
1.2309 |
1.2309 |
1.2273 |
|
| R1 |
1.2286 |
1.2286 |
1.2269 |
1.2272 |
| PP |
1.2258 |
1.2258 |
1.2258 |
1.2251 |
| S1 |
1.2235 |
1.2235 |
1.2259 |
1.2221 |
| S2 |
1.2207 |
1.2207 |
1.2255 |
|
| S3 |
1.2156 |
1.2184 |
1.2250 |
|
| S4 |
1.2105 |
1.2133 |
1.2236 |
|
|
| 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 |
1.2497 |
|
2.618 |
1.2414 |
|
1.618 |
1.2363 |
|
1.000 |
1.2331 |
|
0.618 |
1.2312 |
|
HIGH |
1.2280 |
|
0.618 |
1.2261 |
|
0.500 |
1.2255 |
|
0.382 |
1.2248 |
|
LOW |
1.2229 |
|
0.618 |
1.2197 |
|
1.000 |
1.2178 |
|
1.618 |
1.2146 |
|
2.618 |
1.2095 |
|
4.250 |
1.2012 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2261 |
1.2310 |
| PP |
1.2258 |
1.2295 |
| S1 |
1.2255 |
1.2279 |
|