CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2448 |
1.2253 |
-0.0195 |
-1.6% |
1.2188 |
| High |
1.2448 |
1.2420 |
-0.0028 |
-0.2% |
1.2217 |
| Low |
1.2197 |
1.2253 |
0.0056 |
0.5% |
1.2083 |
| Close |
1.2292 |
1.2410 |
0.0118 |
1.0% |
1.2252 |
| Range |
0.0251 |
0.0167 |
-0.0084 |
-33.5% |
0.0134 |
| ATR |
0.0057 |
0.0065 |
0.0008 |
13.7% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
35 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2862 |
1.2803 |
1.2502 |
|
| R3 |
1.2695 |
1.2636 |
1.2456 |
|
| R2 |
1.2528 |
1.2528 |
1.2441 |
|
| R1 |
1.2469 |
1.2469 |
1.2425 |
1.2499 |
| PP |
1.2361 |
1.2361 |
1.2361 |
1.2376 |
| S1 |
1.2302 |
1.2302 |
1.2395 |
1.2332 |
| S2 |
1.2194 |
1.2194 |
1.2379 |
|
| S3 |
1.2027 |
1.2135 |
1.2364 |
|
| S4 |
1.1860 |
1.1968 |
1.2318 |
|
|
| 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 |
1.3130 |
|
2.618 |
1.2857 |
|
1.618 |
1.2690 |
|
1.000 |
1.2587 |
|
0.618 |
1.2523 |
|
HIGH |
1.2420 |
|
0.618 |
1.2356 |
|
0.500 |
1.2337 |
|
0.382 |
1.2317 |
|
LOW |
1.2253 |
|
0.618 |
1.2150 |
|
1.000 |
1.2086 |
|
1.618 |
1.1983 |
|
2.618 |
1.1816 |
|
4.250 |
1.1543 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2386 |
1.2381 |
| PP |
1.2361 |
1.2352 |
| S1 |
1.2337 |
1.2323 |
|