CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2074 |
1.2074 |
0.0000 |
0.0% |
1.2052 |
| High |
1.2074 |
1.2100 |
0.0026 |
0.2% |
1.2074 |
| Low |
1.2074 |
1.2074 |
0.0000 |
0.0% |
1.1930 |
| Close |
1.2074 |
1.2136 |
0.0062 |
0.5% |
1.2074 |
| Range |
0.0000 |
0.0026 |
0.0026 |
|
0.0144 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
15 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2181 |
1.2185 |
1.2150 |
|
| R3 |
1.2155 |
1.2159 |
1.2143 |
|
| R2 |
1.2129 |
1.2129 |
1.2141 |
|
| R1 |
1.2133 |
1.2133 |
1.2138 |
1.2131 |
| PP |
1.2103 |
1.2103 |
1.2103 |
1.2103 |
| S1 |
1.2107 |
1.2107 |
1.2134 |
1.2105 |
| S2 |
1.2077 |
1.2077 |
1.2131 |
|
| S3 |
1.2051 |
1.2081 |
1.2129 |
|
| S4 |
1.2025 |
1.2055 |
1.2122 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2458 |
1.2410 |
1.2153 |
|
| R3 |
1.2314 |
1.2266 |
1.2114 |
|
| R2 |
1.2170 |
1.2170 |
1.2100 |
|
| R1 |
1.2122 |
1.2122 |
1.2087 |
1.2146 |
| PP |
1.2026 |
1.2026 |
1.2026 |
1.2038 |
| S1 |
1.1978 |
1.1978 |
1.2061 |
1.2002 |
| S2 |
1.1882 |
1.1882 |
1.2048 |
|
| S3 |
1.1738 |
1.1834 |
1.2034 |
|
| S4 |
1.1594 |
1.1690 |
1.1995 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2211 |
|
2.618 |
1.2168 |
|
1.618 |
1.2142 |
|
1.000 |
1.2126 |
|
0.618 |
1.2116 |
|
HIGH |
1.2100 |
|
0.618 |
1.2090 |
|
0.500 |
1.2087 |
|
0.382 |
1.2084 |
|
LOW |
1.2074 |
|
0.618 |
1.2058 |
|
1.000 |
1.2048 |
|
1.618 |
1.2032 |
|
2.618 |
1.2006 |
|
4.250 |
1.1964 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2120 |
1.2110 |
| PP |
1.2103 |
1.2084 |
| S1 |
1.2087 |
1.2058 |
|