CME Japanese Yen Future March 2012
Trading Metrics calculated at close of trading on 27-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.2466 |
1.2398 |
-0.0068 |
-0.5% |
1.2490 |
High |
1.2466 |
1.2398 |
-0.0068 |
-0.5% |
1.2515 |
Low |
1.2466 |
1.2398 |
-0.0068 |
-0.5% |
1.2447 |
Close |
1.2466 |
1.2398 |
-0.0068 |
-0.5% |
1.2466 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0040 |
0.0002 |
5.5% |
0.0000 |
Volume |
37 |
37 |
0 |
0.0% |
185 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2398 |
1.2398 |
1.2398 |
|
R3 |
1.2398 |
1.2398 |
1.2398 |
|
R2 |
1.2398 |
1.2398 |
1.2398 |
|
R1 |
1.2398 |
1.2398 |
1.2398 |
1.2398 |
PP |
1.2398 |
1.2398 |
1.2398 |
1.2398 |
S1 |
1.2398 |
1.2398 |
1.2398 |
1.2398 |
S2 |
1.2398 |
1.2398 |
1.2398 |
|
S3 |
1.2398 |
1.2398 |
1.2398 |
|
S4 |
1.2398 |
1.2398 |
1.2398 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2680 |
1.2641 |
1.2503 |
|
R3 |
1.2612 |
1.2573 |
1.2485 |
|
R2 |
1.2544 |
1.2544 |
1.2478 |
|
R1 |
1.2505 |
1.2505 |
1.2472 |
1.2491 |
PP |
1.2476 |
1.2476 |
1.2476 |
1.2469 |
S1 |
1.2437 |
1.2437 |
1.2460 |
1.2423 |
S2 |
1.2408 |
1.2408 |
1.2454 |
|
S3 |
1.2340 |
1.2369 |
1.2447 |
|
S4 |
1.2272 |
1.2301 |
1.2429 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2398 |
2.618 |
1.2398 |
1.618 |
1.2398 |
1.000 |
1.2398 |
0.618 |
1.2398 |
HIGH |
1.2398 |
0.618 |
1.2398 |
0.500 |
1.2398 |
0.382 |
1.2398 |
LOW |
1.2398 |
0.618 |
1.2398 |
1.000 |
1.2398 |
1.618 |
1.2398 |
2.618 |
1.2398 |
4.250 |
1.2398 |
|
|
Fisher Pivots for day following 27-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2398 |
1.2432 |
PP |
1.2398 |
1.2421 |
S1 |
1.2398 |
1.2409 |
|