CME Japanese Yen Future March 2012
Trading Metrics calculated at close of trading on 20-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.2527 |
1.2490 |
-0.0037 |
-0.3% |
1.2496 |
High |
1.2527 |
1.2490 |
-0.0037 |
-0.3% |
1.2527 |
Low |
1.2527 |
1.2490 |
-0.0037 |
-0.3% |
1.2387 |
Close |
1.2527 |
1.2490 |
-0.0037 |
-0.3% |
1.2527 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0042 |
0.0000 |
-0.9% |
0.0000 |
Volume |
37 |
37 |
0 |
0.0% |
185 |
|
Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2490 |
1.2490 |
1.2490 |
|
R3 |
1.2490 |
1.2490 |
1.2490 |
|
R2 |
1.2490 |
1.2490 |
1.2490 |
|
R1 |
1.2490 |
1.2490 |
1.2490 |
1.2490 |
PP |
1.2490 |
1.2490 |
1.2490 |
1.2490 |
S1 |
1.2490 |
1.2490 |
1.2490 |
1.2490 |
S2 |
1.2490 |
1.2490 |
1.2490 |
|
S3 |
1.2490 |
1.2490 |
1.2490 |
|
S4 |
1.2490 |
1.2490 |
1.2490 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2900 |
1.2854 |
1.2604 |
|
R3 |
1.2760 |
1.2714 |
1.2566 |
|
R2 |
1.2620 |
1.2620 |
1.2553 |
|
R1 |
1.2574 |
1.2574 |
1.2540 |
1.2597 |
PP |
1.2480 |
1.2480 |
1.2480 |
1.2492 |
S1 |
1.2434 |
1.2434 |
1.2514 |
1.2457 |
S2 |
1.2340 |
1.2340 |
1.2501 |
|
S3 |
1.2200 |
1.2294 |
1.2489 |
|
S4 |
1.2060 |
1.2154 |
1.2450 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2490 |
2.618 |
1.2490 |
1.618 |
1.2490 |
1.000 |
1.2490 |
0.618 |
1.2490 |
HIGH |
1.2490 |
0.618 |
1.2490 |
0.500 |
1.2490 |
0.382 |
1.2490 |
LOW |
1.2490 |
0.618 |
1.2490 |
1.000 |
1.2490 |
1.618 |
1.2490 |
2.618 |
1.2490 |
4.250 |
1.2490 |
|
|
Fisher Pivots for day following 20-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2490 |
1.2487 |
PP |
1.2490 |
1.2483 |
S1 |
1.2490 |
1.2480 |
|