CME Japanese Yen Future March 2012
Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.2673 |
1.2687 |
0.0014 |
0.1% |
1.2514 |
High |
1.2673 |
1.2687 |
0.0014 |
0.1% |
1.2687 |
Low |
1.2673 |
1.2687 |
0.0014 |
0.1% |
1.2514 |
Close |
1.2673 |
1.2687 |
0.0014 |
0.1% |
1.2687 |
Range |
|
|
|
|
|
ATR |
0.0043 |
0.0041 |
-0.0002 |
-4.8% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
7 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2687 |
1.2687 |
1.2687 |
|
R3 |
1.2687 |
1.2687 |
1.2687 |
|
R2 |
1.2687 |
1.2687 |
1.2687 |
|
R1 |
1.2687 |
1.2687 |
1.2687 |
1.2687 |
PP |
1.2687 |
1.2687 |
1.2687 |
1.2687 |
S1 |
1.2687 |
1.2687 |
1.2687 |
1.2687 |
S2 |
1.2687 |
1.2687 |
1.2687 |
|
S3 |
1.2687 |
1.2687 |
1.2687 |
|
S4 |
1.2687 |
1.2687 |
1.2687 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3148 |
1.3091 |
1.2782 |
|
R3 |
1.2975 |
1.2918 |
1.2735 |
|
R2 |
1.2802 |
1.2802 |
1.2719 |
|
R1 |
1.2745 |
1.2745 |
1.2703 |
1.2774 |
PP |
1.2629 |
1.2629 |
1.2629 |
1.2644 |
S1 |
1.2572 |
1.2572 |
1.2671 |
1.2601 |
S2 |
1.2456 |
1.2456 |
1.2655 |
|
S3 |
1.2283 |
1.2399 |
1.2639 |
|
S4 |
1.2110 |
1.2226 |
1.2592 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2687 |
2.618 |
1.2687 |
1.618 |
1.2687 |
1.000 |
1.2687 |
0.618 |
1.2687 |
HIGH |
1.2687 |
0.618 |
1.2687 |
0.500 |
1.2687 |
0.382 |
1.2687 |
LOW |
1.2687 |
0.618 |
1.2687 |
1.000 |
1.2687 |
1.618 |
1.2687 |
2.618 |
1.2687 |
4.250 |
1.2687 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2687 |
1.2680 |
PP |
1.2687 |
1.2672 |
S1 |
1.2687 |
1.2665 |
|