CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2266 |
1.2128 |
-0.0138 |
-1.1% |
1.2393 |
| High |
1.2271 |
1.2128 |
-0.0143 |
-1.2% |
1.2393 |
| Low |
1.2144 |
1.2042 |
-0.0102 |
-0.8% |
1.2298 |
| Close |
1.2148 |
1.2084 |
-0.0064 |
-0.5% |
1.2303 |
| Range |
0.0127 |
0.0086 |
-0.0041 |
-32.3% |
0.0095 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
497 |
78 |
-419 |
-84.3% |
757 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2343 |
1.2299 |
1.2131 |
|
| R3 |
1.2257 |
1.2213 |
1.2108 |
|
| R2 |
1.2171 |
1.2171 |
1.2100 |
|
| R1 |
1.2127 |
1.2127 |
1.2092 |
1.2106 |
| PP |
1.2085 |
1.2085 |
1.2085 |
1.2074 |
| S1 |
1.2041 |
1.2041 |
1.2076 |
1.2020 |
| S2 |
1.1999 |
1.1999 |
1.2068 |
|
| S3 |
1.1913 |
1.1955 |
1.2060 |
|
| S4 |
1.1827 |
1.1869 |
1.2037 |
|
|
| 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 |
1.2494 |
|
2.618 |
1.2353 |
|
1.618 |
1.2267 |
|
1.000 |
1.2214 |
|
0.618 |
1.2181 |
|
HIGH |
1.2128 |
|
0.618 |
1.2095 |
|
0.500 |
1.2085 |
|
0.382 |
1.2075 |
|
LOW |
1.2042 |
|
0.618 |
1.1989 |
|
1.000 |
1.1956 |
|
1.618 |
1.1903 |
|
2.618 |
1.1817 |
|
4.250 |
1.1677 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2085 |
1.2161 |
| PP |
1.2085 |
1.2135 |
| S1 |
1.2084 |
1.2110 |
|