CME Japanese Yen Future March 2012
Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.2873 |
1.2848 |
-0.0025 |
-0.2% |
1.2687 |
High |
1.2873 |
1.2848 |
-0.0025 |
-0.2% |
1.2779 |
Low |
1.2873 |
1.2848 |
-0.0025 |
-0.2% |
1.2665 |
Close |
1.2873 |
1.2848 |
-0.0025 |
-0.2% |
1.2779 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2848 |
1.2848 |
1.2848 |
|
R3 |
1.2848 |
1.2848 |
1.2848 |
|
R2 |
1.2848 |
1.2848 |
1.2848 |
|
R1 |
1.2848 |
1.2848 |
1.2848 |
1.2848 |
PP |
1.2848 |
1.2848 |
1.2848 |
1.2848 |
S1 |
1.2848 |
1.2848 |
1.2848 |
1.2848 |
S2 |
1.2848 |
1.2848 |
1.2848 |
|
S3 |
1.2848 |
1.2848 |
1.2848 |
|
S4 |
1.2848 |
1.2848 |
1.2848 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3083 |
1.3045 |
1.2842 |
|
R3 |
1.2969 |
1.2931 |
1.2810 |
|
R2 |
1.2855 |
1.2855 |
1.2800 |
|
R1 |
1.2817 |
1.2817 |
1.2789 |
1.2836 |
PP |
1.2741 |
1.2741 |
1.2741 |
1.2751 |
S1 |
1.2703 |
1.2703 |
1.2769 |
1.2722 |
S2 |
1.2627 |
1.2627 |
1.2758 |
|
S3 |
1.2513 |
1.2589 |
1.2748 |
|
S4 |
1.2399 |
1.2475 |
1.2716 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2848 |
2.618 |
1.2848 |
1.618 |
1.2848 |
1.000 |
1.2848 |
0.618 |
1.2848 |
HIGH |
1.2848 |
0.618 |
1.2848 |
0.500 |
1.2848 |
0.382 |
1.2848 |
LOW |
1.2848 |
0.618 |
1.2848 |
1.000 |
1.2848 |
1.618 |
1.2848 |
2.618 |
1.2848 |
4.250 |
1.2848 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2848 |
1.2846 |
PP |
1.2848 |
1.2844 |
S1 |
1.2848 |
1.2842 |
|