CME Japanese Yen Future March 2012
Trading Metrics calculated at close of trading on 06-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.2491 |
1.2520 |
0.0029 |
0.2% |
1.2304 |
High |
1.2491 |
1.2520 |
0.0029 |
0.2% |
1.2491 |
Low |
1.2491 |
1.2520 |
0.0029 |
0.2% |
1.2304 |
Close |
1.2491 |
1.2520 |
0.0029 |
0.2% |
1.2491 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2520 |
1.2520 |
1.2520 |
|
R3 |
1.2520 |
1.2520 |
1.2520 |
|
R2 |
1.2520 |
1.2520 |
1.2520 |
|
R1 |
1.2520 |
1.2520 |
1.2520 |
1.2520 |
PP |
1.2520 |
1.2520 |
1.2520 |
1.2520 |
S1 |
1.2520 |
1.2520 |
1.2520 |
1.2520 |
S2 |
1.2520 |
1.2520 |
1.2520 |
|
S3 |
1.2520 |
1.2520 |
1.2520 |
|
S4 |
1.2520 |
1.2520 |
1.2520 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2990 |
1.2927 |
1.2594 |
|
R3 |
1.2803 |
1.2740 |
1.2542 |
|
R2 |
1.2616 |
1.2616 |
1.2525 |
|
R1 |
1.2553 |
1.2553 |
1.2508 |
1.2585 |
PP |
1.2429 |
1.2429 |
1.2429 |
1.2444 |
S1 |
1.2366 |
1.2366 |
1.2474 |
1.2398 |
S2 |
1.2242 |
1.2242 |
1.2457 |
|
S3 |
1.2055 |
1.2179 |
1.2440 |
|
S4 |
1.1868 |
1.1992 |
1.2388 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2520 |
2.618 |
1.2520 |
1.618 |
1.2520 |
1.000 |
1.2520 |
0.618 |
1.2520 |
HIGH |
1.2520 |
0.618 |
1.2520 |
0.500 |
1.2520 |
0.382 |
1.2520 |
LOW |
1.2520 |
0.618 |
1.2520 |
1.000 |
1.2520 |
1.618 |
1.2520 |
2.618 |
1.2520 |
4.250 |
1.2520 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2520 |
1.2500 |
PP |
1.2520 |
1.2479 |
S1 |
1.2520 |
1.2459 |
|