CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 16-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.1979 |
1.1930 |
-0.0049 |
-0.4% |
1.2202 |
High |
1.1979 |
1.1979 |
0.0000 |
0.0% |
1.2202 |
Low |
1.1979 |
1.1930 |
-0.0049 |
-0.4% |
1.2027 |
Close |
1.1979 |
1.2015 |
0.0036 |
0.3% |
1.2027 |
Range |
0.0000 |
0.0049 |
0.0049 |
|
0.0175 |
ATR |
0.0049 |
0.0049 |
0.0000 |
0.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2122 |
1.2117 |
1.2042 |
|
R3 |
1.2073 |
1.2068 |
1.2028 |
|
R2 |
1.2024 |
1.2024 |
1.2024 |
|
R1 |
1.2019 |
1.2019 |
1.2019 |
1.2022 |
PP |
1.1975 |
1.1975 |
1.1975 |
1.1976 |
S1 |
1.1970 |
1.1970 |
1.2011 |
1.1973 |
S2 |
1.1926 |
1.1926 |
1.2006 |
|
S3 |
1.1877 |
1.1921 |
1.2002 |
|
S4 |
1.1828 |
1.1872 |
1.1988 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2610 |
1.2494 |
1.2123 |
|
R3 |
1.2435 |
1.2319 |
1.2075 |
|
R2 |
1.2260 |
1.2260 |
1.2059 |
|
R1 |
1.2144 |
1.2144 |
1.2043 |
1.2115 |
PP |
1.2085 |
1.2085 |
1.2085 |
1.2071 |
S1 |
1.1969 |
1.1969 |
1.2011 |
1.1940 |
S2 |
1.1910 |
1.1910 |
1.1995 |
|
S3 |
1.1735 |
1.1794 |
1.1979 |
|
S4 |
1.1560 |
1.1619 |
1.1931 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2187 |
2.618 |
1.2107 |
1.618 |
1.2058 |
1.000 |
1.2028 |
0.618 |
1.2009 |
HIGH |
1.1979 |
0.618 |
1.1960 |
0.500 |
1.1955 |
0.382 |
1.1949 |
LOW |
1.1930 |
0.618 |
1.1900 |
1.000 |
1.1881 |
1.618 |
1.1851 |
2.618 |
1.1802 |
4.250 |
1.1722 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1995 |
1.2007 |
PP |
1.1975 |
1.1999 |
S1 |
1.1955 |
1.1991 |
|