CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2253 |
1.2407 |
0.0154 |
1.3% |
1.2188 |
| High |
1.2420 |
1.2499 |
0.0079 |
0.6% |
1.2217 |
| Low |
1.2253 |
1.2407 |
0.0154 |
1.3% |
1.2083 |
| Close |
1.2410 |
1.2519 |
0.0109 |
0.9% |
1.2252 |
| Range |
0.0167 |
0.0092 |
-0.0075 |
-44.9% |
0.0134 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.9% |
0.0000 |
| Volume |
4 |
24 |
20 |
500.0% |
35 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2751 |
1.2727 |
1.2570 |
|
| R3 |
1.2659 |
1.2635 |
1.2544 |
|
| R2 |
1.2567 |
1.2567 |
1.2536 |
|
| R1 |
1.2543 |
1.2543 |
1.2527 |
1.2555 |
| PP |
1.2475 |
1.2475 |
1.2475 |
1.2481 |
| S1 |
1.2451 |
1.2451 |
1.2511 |
1.2463 |
| S2 |
1.2383 |
1.2383 |
1.2502 |
|
| S3 |
1.2291 |
1.2359 |
1.2494 |
|
| S4 |
1.2199 |
1.2267 |
1.2468 |
|
|
| 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 |
1.2890 |
|
2.618 |
1.2740 |
|
1.618 |
1.2648 |
|
1.000 |
1.2591 |
|
0.618 |
1.2556 |
|
HIGH |
1.2499 |
|
0.618 |
1.2464 |
|
0.500 |
1.2453 |
|
0.382 |
1.2442 |
|
LOW |
1.2407 |
|
0.618 |
1.2350 |
|
1.000 |
1.2315 |
|
1.618 |
1.2258 |
|
2.618 |
1.2166 |
|
4.250 |
1.2016 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2497 |
1.2462 |
| PP |
1.2475 |
1.2405 |
| S1 |
1.2453 |
1.2348 |
|