CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2557 |
1.2675 |
0.0118 |
0.9% |
1.2366 |
| High |
1.2557 |
1.2675 |
0.0118 |
0.9% |
1.2391 |
| Low |
1.2557 |
1.2642 |
0.0085 |
0.7% |
1.2338 |
| Close |
1.2634 |
1.2697 |
0.0063 |
0.5% |
1.2433 |
| Range |
0.0000 |
0.0033 |
0.0033 |
|
0.0053 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2770 |
1.2767 |
1.2715 |
|
| R3 |
1.2737 |
1.2734 |
1.2706 |
|
| R2 |
1.2704 |
1.2704 |
1.2703 |
|
| R1 |
1.2701 |
1.2701 |
1.2700 |
1.2703 |
| PP |
1.2671 |
1.2671 |
1.2671 |
1.2672 |
| S1 |
1.2668 |
1.2668 |
1.2694 |
1.2670 |
| S2 |
1.2638 |
1.2638 |
1.2691 |
|
| S3 |
1.2605 |
1.2635 |
1.2688 |
|
| S4 |
1.2572 |
1.2602 |
1.2679 |
|
|
| 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 |
1.2815 |
|
2.618 |
1.2761 |
|
1.618 |
1.2728 |
|
1.000 |
1.2708 |
|
0.618 |
1.2695 |
|
HIGH |
1.2675 |
|
0.618 |
1.2662 |
|
0.500 |
1.2659 |
|
0.382 |
1.2655 |
|
LOW |
1.2642 |
|
0.618 |
1.2622 |
|
1.000 |
1.2609 |
|
1.618 |
1.2589 |
|
2.618 |
1.2556 |
|
4.250 |
1.2502 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2684 |
1.2663 |
| PP |
1.2671 |
1.2629 |
| S1 |
1.2659 |
1.2595 |
|