CME Japanese Yen Future September 2011
Trading Metrics calculated at close of trading on 31-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.2128 |
1.2050 |
-0.0078 |
-0.6% |
1.2393 |
High |
1.2128 |
1.2108 |
-0.0020 |
-0.2% |
1.2393 |
Low |
1.2042 |
1.2050 |
0.0008 |
0.1% |
1.2298 |
Close |
1.2084 |
1.2051 |
-0.0033 |
-0.3% |
1.2303 |
Range |
0.0086 |
0.0058 |
-0.0028 |
-32.6% |
0.0095 |
ATR |
0.0107 |
0.0104 |
-0.0004 |
-3.3% |
0.0000 |
Volume |
78 |
88 |
10 |
12.8% |
757 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2244 |
1.2205 |
1.2083 |
|
R3 |
1.2186 |
1.2147 |
1.2067 |
|
R2 |
1.2128 |
1.2128 |
1.2062 |
|
R1 |
1.2089 |
1.2089 |
1.2056 |
1.2109 |
PP |
1.2070 |
1.2070 |
1.2070 |
1.2079 |
S1 |
1.2031 |
1.2031 |
1.2046 |
1.2051 |
S2 |
1.2012 |
1.2012 |
1.2040 |
|
S3 |
1.1954 |
1.1973 |
1.2035 |
|
S4 |
1.1896 |
1.1915 |
1.2019 |
|
|
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 |
1.2355 |
2.618 |
1.2260 |
1.618 |
1.2202 |
1.000 |
1.2166 |
0.618 |
1.2144 |
HIGH |
1.2108 |
0.618 |
1.2086 |
0.500 |
1.2079 |
0.382 |
1.2072 |
LOW |
1.2050 |
0.618 |
1.2014 |
1.000 |
1.1992 |
1.618 |
1.1956 |
2.618 |
1.1898 |
4.250 |
1.1804 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2079 |
1.2157 |
PP |
1.2070 |
1.2121 |
S1 |
1.2060 |
1.2086 |
|