CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2650 |
1.2617 |
-0.0033 |
-0.3% |
1.2448 |
| High |
1.2708 |
1.2617 |
-0.0091 |
-0.7% |
1.2708 |
| Low |
1.2639 |
1.2270 |
-0.0369 |
-2.9% |
1.2197 |
| Close |
1.2685 |
1.2388 |
-0.0297 |
-2.3% |
1.2388 |
| Range |
0.0069 |
0.0347 |
0.0278 |
402.9% |
0.0511 |
| ATR |
0.0076 |
0.0100 |
0.0024 |
32.0% |
0.0000 |
| Volume |
4 |
58 |
54 |
1,350.0% |
91 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3466 |
1.3274 |
1.2579 |
|
| R3 |
1.3119 |
1.2927 |
1.2483 |
|
| R2 |
1.2772 |
1.2772 |
1.2452 |
|
| R1 |
1.2580 |
1.2580 |
1.2420 |
1.2503 |
| PP |
1.2425 |
1.2425 |
1.2425 |
1.2386 |
| S1 |
1.2233 |
1.2233 |
1.2356 |
1.2156 |
| S2 |
1.2078 |
1.2078 |
1.2324 |
|
| S3 |
1.1731 |
1.1886 |
1.2293 |
|
| S4 |
1.1384 |
1.1539 |
1.2197 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3964 |
1.3687 |
1.2669 |
|
| R3 |
1.3453 |
1.3176 |
1.2529 |
|
| R2 |
1.2942 |
1.2942 |
1.2482 |
|
| R1 |
1.2665 |
1.2665 |
1.2435 |
1.2548 |
| PP |
1.2431 |
1.2431 |
1.2431 |
1.2373 |
| S1 |
1.2154 |
1.2154 |
1.2341 |
1.2037 |
| S2 |
1.1920 |
1.1920 |
1.2294 |
|
| S3 |
1.1409 |
1.1643 |
1.2247 |
|
| S4 |
1.0898 |
1.1132 |
1.2107 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4092 |
|
2.618 |
1.3525 |
|
1.618 |
1.3178 |
|
1.000 |
1.2964 |
|
0.618 |
1.2831 |
|
HIGH |
1.2617 |
|
0.618 |
1.2484 |
|
0.500 |
1.2444 |
|
0.382 |
1.2403 |
|
LOW |
1.2270 |
|
0.618 |
1.2056 |
|
1.000 |
1.1923 |
|
1.618 |
1.1709 |
|
2.618 |
1.1362 |
|
4.250 |
1.0795 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2444 |
1.2489 |
| PP |
1.2425 |
1.2455 |
| S1 |
1.2407 |
1.2422 |
|