CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 21-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.2617 |
1.2355 |
-0.0262 |
-2.1% |
1.2448 |
High |
1.2617 |
1.2370 |
-0.0247 |
-2.0% |
1.2708 |
Low |
1.2270 |
1.2355 |
0.0085 |
0.7% |
1.2197 |
Close |
1.2388 |
1.2374 |
-0.0014 |
-0.1% |
1.2388 |
Range |
0.0347 |
0.0015 |
-0.0332 |
-95.7% |
0.0511 |
ATR |
0.0100 |
0.0095 |
-0.0005 |
-4.8% |
0.0000 |
Volume |
58 |
74 |
16 |
27.6% |
91 |
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2411 |
1.2408 |
1.2382 |
|
R3 |
1.2396 |
1.2393 |
1.2378 |
|
R2 |
1.2381 |
1.2381 |
1.2377 |
|
R1 |
1.2378 |
1.2378 |
1.2375 |
1.2380 |
PP |
1.2366 |
1.2366 |
1.2366 |
1.2367 |
S1 |
1.2363 |
1.2363 |
1.2373 |
1.2365 |
S2 |
1.2351 |
1.2351 |
1.2371 |
|
S3 |
1.2336 |
1.2348 |
1.2370 |
|
S4 |
1.2321 |
1.2333 |
1.2366 |
|
|
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 |
1.2434 |
2.618 |
1.2409 |
1.618 |
1.2394 |
1.000 |
1.2385 |
0.618 |
1.2379 |
HIGH |
1.2370 |
0.618 |
1.2364 |
0.500 |
1.2363 |
0.382 |
1.2361 |
LOW |
1.2355 |
0.618 |
1.2346 |
1.000 |
1.2340 |
1.618 |
1.2331 |
2.618 |
1.2316 |
4.250 |
1.2291 |
|
|
Fisher Pivots for day following 21-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2370 |
1.2489 |
PP |
1.2366 |
1.2451 |
S1 |
1.2363 |
1.2412 |
|