CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2280 |
1.2266 |
-0.0014 |
-0.1% |
1.2393 |
| High |
1.2280 |
1.2271 |
-0.0009 |
-0.1% |
1.2393 |
| Low |
1.2229 |
1.2144 |
-0.0085 |
-0.7% |
1.2298 |
| Close |
1.2264 |
1.2148 |
-0.0116 |
-0.9% |
1.2303 |
| Range |
0.0051 |
0.0127 |
0.0076 |
149.0% |
0.0095 |
| ATR |
0.0106 |
0.0107 |
0.0002 |
1.4% |
0.0000 |
| Volume |
15 |
497 |
482 |
3,213.3% |
757 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2569 |
1.2485 |
1.2218 |
|
| R3 |
1.2442 |
1.2358 |
1.2183 |
|
| R2 |
1.2315 |
1.2315 |
1.2171 |
|
| R1 |
1.2231 |
1.2231 |
1.2160 |
1.2210 |
| PP |
1.2188 |
1.2188 |
1.2188 |
1.2177 |
| S1 |
1.2104 |
1.2104 |
1.2136 |
1.2083 |
| S2 |
1.2061 |
1.2061 |
1.2125 |
|
| S3 |
1.1934 |
1.1977 |
1.2113 |
|
| S4 |
1.1807 |
1.1850 |
1.2078 |
|
|
| 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 |
1.2811 |
|
2.618 |
1.2603 |
|
1.618 |
1.2476 |
|
1.000 |
1.2398 |
|
0.618 |
1.2349 |
|
HIGH |
1.2271 |
|
0.618 |
1.2222 |
|
0.500 |
1.2208 |
|
0.382 |
1.2193 |
|
LOW |
1.2144 |
|
0.618 |
1.2066 |
|
1.000 |
1.2017 |
|
1.618 |
1.1939 |
|
2.618 |
1.1812 |
|
4.250 |
1.1604 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2208 |
1.2234 |
| PP |
1.2188 |
1.2205 |
| S1 |
1.2168 |
1.2177 |
|