CME Japanese Yen Future March 2012
Trading Metrics calculated at close of trading on 11-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.2391 |
1.2514 |
0.0123 |
1.0% |
1.2366 |
High |
1.2391 |
1.2514 |
0.0123 |
1.0% |
1.2391 |
Low |
1.2391 |
1.2514 |
0.0123 |
1.0% |
1.2338 |
Close |
1.2433 |
1.2514 |
0.0081 |
0.7% |
1.2433 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0045 |
0.0003 |
6.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2514 |
1.2514 |
1.2514 |
|
R3 |
1.2514 |
1.2514 |
1.2514 |
|
R2 |
1.2514 |
1.2514 |
1.2514 |
|
R1 |
1.2514 |
1.2514 |
1.2514 |
1.2514 |
PP |
1.2514 |
1.2514 |
1.2514 |
1.2514 |
S1 |
1.2514 |
1.2514 |
1.2514 |
1.2514 |
S2 |
1.2514 |
1.2514 |
1.2514 |
|
S3 |
1.2514 |
1.2514 |
1.2514 |
|
S4 |
1.2514 |
1.2514 |
1.2514 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2546 |
1.2543 |
1.2462 |
|
R3 |
1.2493 |
1.2490 |
1.2448 |
|
R2 |
1.2440 |
1.2440 |
1.2443 |
|
R1 |
1.2437 |
1.2437 |
1.2438 |
1.2439 |
PP |
1.2387 |
1.2387 |
1.2387 |
1.2388 |
S1 |
1.2384 |
1.2384 |
1.2428 |
1.2386 |
S2 |
1.2334 |
1.2334 |
1.2423 |
|
S3 |
1.2281 |
1.2331 |
1.2418 |
|
S4 |
1.2228 |
1.2278 |
1.2404 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2514 |
2.618 |
1.2514 |
1.618 |
1.2514 |
1.000 |
1.2514 |
0.618 |
1.2514 |
HIGH |
1.2514 |
0.618 |
1.2514 |
0.500 |
1.2514 |
0.382 |
1.2514 |
LOW |
1.2514 |
0.618 |
1.2514 |
1.000 |
1.2514 |
1.618 |
1.2514 |
2.618 |
1.2514 |
4.250 |
1.2514 |
|
|
Fisher Pivots for day following 11-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2514 |
1.2485 |
PP |
1.2514 |
1.2455 |
S1 |
1.2514 |
1.2426 |
|