CME Japanese Yen Future March 2012
Trading Metrics calculated at close of trading on 27-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.2201 |
1.2360 |
0.0159 |
1.3% |
1.2239 |
High |
1.2201 |
1.2360 |
0.0159 |
1.3% |
1.2360 |
Low |
1.2201 |
1.2360 |
0.0159 |
1.3% |
1.2201 |
Close |
1.2330 |
1.2407 |
0.0077 |
0.6% |
1.2407 |
Range |
|
|
|
|
|
ATR |
0.0030 |
0.0030 |
0.0000 |
-0.1% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2376 |
1.2391 |
1.2407 |
|
R3 |
1.2376 |
1.2391 |
1.2407 |
|
R2 |
1.2376 |
1.2376 |
1.2407 |
|
R1 |
1.2391 |
1.2391 |
1.2407 |
1.2384 |
PP |
1.2376 |
1.2376 |
1.2376 |
1.2372 |
S1 |
1.2391 |
1.2391 |
1.2407 |
1.2384 |
S2 |
1.2376 |
1.2376 |
1.2407 |
|
S3 |
1.2376 |
1.2391 |
1.2407 |
|
S4 |
1.2376 |
1.2391 |
1.2407 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2800 |
1.2762 |
1.2494 |
|
R3 |
1.2641 |
1.2603 |
1.2451 |
|
R2 |
1.2482 |
1.2482 |
1.2436 |
|
R1 |
1.2444 |
1.2444 |
1.2422 |
1.2463 |
PP |
1.2323 |
1.2323 |
1.2323 |
1.2332 |
S1 |
1.2285 |
1.2285 |
1.2392 |
1.2304 |
S2 |
1.2164 |
1.2164 |
1.2378 |
|
S3 |
1.2005 |
1.2126 |
1.2363 |
|
S4 |
1.1846 |
1.1967 |
1.2320 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2360 |
2.618 |
1.2360 |
1.618 |
1.2360 |
1.000 |
1.2360 |
0.618 |
1.2360 |
HIGH |
1.2360 |
0.618 |
1.2360 |
0.500 |
1.2360 |
0.382 |
1.2360 |
LOW |
1.2360 |
0.618 |
1.2360 |
1.000 |
1.2360 |
1.618 |
1.2360 |
2.618 |
1.2360 |
4.250 |
1.2360 |
|
|
Fisher Pivots for day following 27-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2391 |
1.2365 |
PP |
1.2376 |
1.2323 |
S1 |
1.2360 |
1.2281 |
|