CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2217 |
1.2448 |
0.0231 |
1.9% |
1.2188 |
| High |
1.2217 |
1.2448 |
0.0231 |
1.9% |
1.2217 |
| Low |
1.2217 |
1.2197 |
-0.0020 |
-0.2% |
1.2083 |
| Close |
1.2252 |
1.2292 |
0.0040 |
0.3% |
1.2252 |
| Range |
0.0000 |
0.0251 |
0.0251 |
|
0.0134 |
| ATR |
0.0042 |
0.0057 |
0.0015 |
35.1% |
0.0000 |
| Volume |
7 |
1 |
-6 |
-85.7% |
35 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3065 |
1.2930 |
1.2430 |
|
| R3 |
1.2814 |
1.2679 |
1.2361 |
|
| R2 |
1.2563 |
1.2563 |
1.2338 |
|
| R1 |
1.2428 |
1.2428 |
1.2315 |
1.2370 |
| PP |
1.2312 |
1.2312 |
1.2312 |
1.2284 |
| S1 |
1.2177 |
1.2177 |
1.2269 |
1.2119 |
| S2 |
1.2061 |
1.2061 |
1.2246 |
|
| S3 |
1.1810 |
1.1926 |
1.2223 |
|
| S4 |
1.1559 |
1.1675 |
1.2154 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2586 |
1.2553 |
1.2326 |
|
| R3 |
1.2452 |
1.2419 |
1.2289 |
|
| R2 |
1.2318 |
1.2318 |
1.2277 |
|
| R1 |
1.2285 |
1.2285 |
1.2264 |
1.2302 |
| PP |
1.2184 |
1.2184 |
1.2184 |
1.2192 |
| S1 |
1.2151 |
1.2151 |
1.2240 |
1.2168 |
| S2 |
1.2050 |
1.2050 |
1.2227 |
|
| S3 |
1.1916 |
1.2017 |
1.2215 |
|
| S4 |
1.1782 |
1.1883 |
1.2178 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3515 |
|
2.618 |
1.3105 |
|
1.618 |
1.2854 |
|
1.000 |
1.2699 |
|
0.618 |
1.2603 |
|
HIGH |
1.2448 |
|
0.618 |
1.2352 |
|
0.500 |
1.2323 |
|
0.382 |
1.2293 |
|
LOW |
1.2197 |
|
0.618 |
1.2042 |
|
1.000 |
1.1946 |
|
1.618 |
1.1791 |
|
2.618 |
1.1540 |
|
4.250 |
1.1130 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2323 |
1.2283 |
| PP |
1.2312 |
1.2274 |
| S1 |
1.2302 |
1.2266 |
|