CME Japanese Yen Future June 2012
Trading Metrics calculated at close of trading on 21-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.3148 |
1.3106 |
-0.0042 |
-0.3% |
1.2992 |
High |
1.3148 |
1.3106 |
-0.0042 |
-0.3% |
1.3086 |
Low |
1.3148 |
1.3106 |
-0.0042 |
-0.3% |
1.2992 |
Close |
1.3148 |
1.3106 |
-0.0042 |
-0.3% |
1.3063 |
Range |
|
|
|
|
|
ATR |
0.0048 |
0.0047 |
0.0000 |
-0.9% |
0.0000 |
Volume |
9 |
9 |
0 |
0.0% |
13 |
|
Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3106 |
1.3106 |
1.3106 |
|
R3 |
1.3106 |
1.3106 |
1.3106 |
|
R2 |
1.3106 |
1.3106 |
1.3106 |
|
R1 |
1.3106 |
1.3106 |
1.3106 |
1.3106 |
PP |
1.3106 |
1.3106 |
1.3106 |
1.3106 |
S1 |
1.3106 |
1.3106 |
1.3106 |
1.3106 |
S2 |
1.3106 |
1.3106 |
1.3106 |
|
S3 |
1.3106 |
1.3106 |
1.3106 |
|
S4 |
1.3106 |
1.3106 |
1.3106 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3329 |
1.3290 |
1.3115 |
|
R3 |
1.3235 |
1.3196 |
1.3089 |
|
R2 |
1.3141 |
1.3141 |
1.3080 |
|
R1 |
1.3102 |
1.3102 |
1.3072 |
1.3122 |
PP |
1.3047 |
1.3047 |
1.3047 |
1.3057 |
S1 |
1.3008 |
1.3008 |
1.3054 |
1.3028 |
S2 |
1.2953 |
1.2953 |
1.3046 |
|
S3 |
1.2859 |
1.2914 |
1.3037 |
|
S4 |
1.2765 |
1.2820 |
1.3011 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3106 |
2.618 |
1.3106 |
1.618 |
1.3106 |
1.000 |
1.3106 |
0.618 |
1.3106 |
HIGH |
1.3106 |
0.618 |
1.3106 |
0.500 |
1.3106 |
0.382 |
1.3106 |
LOW |
1.3106 |
0.618 |
1.3106 |
1.000 |
1.3106 |
1.618 |
1.3106 |
2.618 |
1.3106 |
4.250 |
1.3106 |
|
|
Fisher Pivots for day following 21-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3106 |
1.3127 |
PP |
1.3106 |
1.3120 |
S1 |
1.3106 |
1.3113 |
|