CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2407 |
1.2650 |
0.0243 |
2.0% |
1.2188 |
| High |
1.2499 |
1.2708 |
0.0209 |
1.7% |
1.2217 |
| Low |
1.2407 |
1.2639 |
0.0232 |
1.9% |
1.2083 |
| Close |
1.2519 |
1.2685 |
0.0166 |
1.3% |
1.2252 |
| Range |
0.0092 |
0.0069 |
-0.0023 |
-25.0% |
0.0134 |
| ATR |
0.0067 |
0.0076 |
0.0009 |
13.0% |
0.0000 |
| Volume |
24 |
4 |
-20 |
-83.3% |
35 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2884 |
1.2854 |
1.2723 |
|
| R3 |
1.2815 |
1.2785 |
1.2704 |
|
| R2 |
1.2746 |
1.2746 |
1.2698 |
|
| R1 |
1.2716 |
1.2716 |
1.2691 |
1.2731 |
| PP |
1.2677 |
1.2677 |
1.2677 |
1.2685 |
| S1 |
1.2647 |
1.2647 |
1.2679 |
1.2662 |
| S2 |
1.2608 |
1.2608 |
1.2672 |
|
| S3 |
1.2539 |
1.2578 |
1.2666 |
|
| S4 |
1.2470 |
1.2509 |
1.2647 |
|
|
| 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 |
1.3001 |
|
2.618 |
1.2889 |
|
1.618 |
1.2820 |
|
1.000 |
1.2777 |
|
0.618 |
1.2751 |
|
HIGH |
1.2708 |
|
0.618 |
1.2682 |
|
0.500 |
1.2674 |
|
0.382 |
1.2665 |
|
LOW |
1.2639 |
|
0.618 |
1.2596 |
|
1.000 |
1.2570 |
|
1.618 |
1.2527 |
|
2.618 |
1.2458 |
|
4.250 |
1.2346 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2681 |
1.2617 |
| PP |
1.2677 |
1.2549 |
| S1 |
1.2674 |
1.2481 |
|