CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.2375 |
1.2408 |
0.0033 |
0.3% |
1.2448 |
High |
1.2395 |
1.2408 |
0.0013 |
0.1% |
1.2708 |
Low |
1.2375 |
1.2408 |
0.0033 |
0.3% |
1.2197 |
Close |
1.2395 |
1.2408 |
0.0013 |
0.1% |
1.2388 |
Range |
0.0020 |
0.0000 |
-0.0020 |
-100.0% |
0.0511 |
ATR |
0.0090 |
0.0084 |
-0.0005 |
-6.1% |
0.0000 |
Volume |
2 |
20 |
18 |
900.0% |
91 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2408 |
1.2408 |
1.2408 |
|
R3 |
1.2408 |
1.2408 |
1.2408 |
|
R2 |
1.2408 |
1.2408 |
1.2408 |
|
R1 |
1.2408 |
1.2408 |
1.2408 |
1.2408 |
PP |
1.2408 |
1.2408 |
1.2408 |
1.2408 |
S1 |
1.2408 |
1.2408 |
1.2408 |
1.2408 |
S2 |
1.2408 |
1.2408 |
1.2408 |
|
S3 |
1.2408 |
1.2408 |
1.2408 |
|
S4 |
1.2408 |
1.2408 |
1.2408 |
|
|
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 |
1.2408 |
2.618 |
1.2408 |
1.618 |
1.2408 |
1.000 |
1.2408 |
0.618 |
1.2408 |
HIGH |
1.2408 |
0.618 |
1.2408 |
0.500 |
1.2408 |
0.382 |
1.2408 |
LOW |
1.2408 |
0.618 |
1.2408 |
1.000 |
1.2408 |
1.618 |
1.2408 |
2.618 |
1.2408 |
4.250 |
1.2408 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2408 |
1.2399 |
PP |
1.2408 |
1.2390 |
S1 |
1.2408 |
1.2382 |
|