CME Japanese Yen Future March 2012
Trading Metrics calculated at close of trading on 15-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.2453 |
1.2387 |
-0.0066 |
-0.5% |
1.2520 |
High |
1.2453 |
1.2387 |
-0.0066 |
-0.5% |
1.2539 |
Low |
1.2453 |
1.2387 |
-0.0066 |
-0.5% |
1.2477 |
Close |
1.2453 |
1.2387 |
-0.0066 |
-0.5% |
1.2477 |
Range |
|
|
|
|
|
ATR |
0.0035 |
0.0038 |
0.0002 |
6.1% |
0.0000 |
Volume |
37 |
37 |
0 |
0.0% |
41 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2387 |
1.2387 |
1.2387 |
|
R3 |
1.2387 |
1.2387 |
1.2387 |
|
R2 |
1.2387 |
1.2387 |
1.2387 |
|
R1 |
1.2387 |
1.2387 |
1.2387 |
1.2387 |
PP |
1.2387 |
1.2387 |
1.2387 |
1.2387 |
S1 |
1.2387 |
1.2387 |
1.2387 |
1.2387 |
S2 |
1.2387 |
1.2387 |
1.2387 |
|
S3 |
1.2387 |
1.2387 |
1.2387 |
|
S4 |
1.2387 |
1.2387 |
1.2387 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2684 |
1.2642 |
1.2511 |
|
R3 |
1.2622 |
1.2580 |
1.2494 |
|
R2 |
1.2560 |
1.2560 |
1.2488 |
|
R1 |
1.2518 |
1.2518 |
1.2483 |
1.2508 |
PP |
1.2498 |
1.2498 |
1.2498 |
1.2493 |
S1 |
1.2456 |
1.2456 |
1.2471 |
1.2446 |
S2 |
1.2436 |
1.2436 |
1.2466 |
|
S3 |
1.2374 |
1.2394 |
1.2460 |
|
S4 |
1.2312 |
1.2332 |
1.2443 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2387 |
2.618 |
1.2387 |
1.618 |
1.2387 |
1.000 |
1.2387 |
0.618 |
1.2387 |
HIGH |
1.2387 |
0.618 |
1.2387 |
0.500 |
1.2387 |
0.382 |
1.2387 |
LOW |
1.2387 |
0.618 |
1.2387 |
1.000 |
1.2387 |
1.618 |
1.2387 |
2.618 |
1.2387 |
4.250 |
1.2387 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2387 |
1.2442 |
PP |
1.2387 |
1.2423 |
S1 |
1.2387 |
1.2405 |
|