CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.2256 |
1.2248 |
-0.0008 |
-0.1% |
1.2050 |
High |
1.2262 |
1.2248 |
-0.0014 |
-0.1% |
1.2260 |
Low |
1.2212 |
1.2171 |
-0.0041 |
-0.3% |
1.2000 |
Close |
1.2243 |
1.2217 |
-0.0026 |
-0.2% |
1.2250 |
Range |
0.0050 |
0.0077 |
0.0027 |
54.0% |
0.0260 |
ATR |
0.0085 |
0.0085 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
2,636 |
2,245 |
-391 |
-14.8% |
3,582 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2443 |
1.2407 |
1.2259 |
|
R3 |
1.2366 |
1.2330 |
1.2238 |
|
R2 |
1.2289 |
1.2289 |
1.2231 |
|
R1 |
1.2253 |
1.2253 |
1.2224 |
1.2233 |
PP |
1.2212 |
1.2212 |
1.2212 |
1.2202 |
S1 |
1.2176 |
1.2176 |
1.2210 |
1.2156 |
S2 |
1.2135 |
1.2135 |
1.2203 |
|
S3 |
1.2058 |
1.2099 |
1.2196 |
|
S4 |
1.1981 |
1.2022 |
1.2175 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2950 |
1.2860 |
1.2393 |
|
R3 |
1.2690 |
1.2600 |
1.2322 |
|
R2 |
1.2430 |
1.2430 |
1.2298 |
|
R1 |
1.2340 |
1.2340 |
1.2274 |
1.2385 |
PP |
1.2170 |
1.2170 |
1.2170 |
1.2193 |
S1 |
1.2080 |
1.2080 |
1.2226 |
1.2125 |
S2 |
1.1910 |
1.1910 |
1.2202 |
|
S3 |
1.1650 |
1.1820 |
1.2179 |
|
S4 |
1.1390 |
1.1560 |
1.2107 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2575 |
2.618 |
1.2450 |
1.618 |
1.2373 |
1.000 |
1.2325 |
0.618 |
1.2296 |
HIGH |
1.2248 |
0.618 |
1.2219 |
0.500 |
1.2210 |
0.382 |
1.2200 |
LOW |
1.2171 |
0.618 |
1.2123 |
1.000 |
1.2094 |
1.618 |
1.2046 |
2.618 |
1.1969 |
4.250 |
1.1844 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2215 |
1.2217 |
PP |
1.2212 |
1.2217 |
S1 |
1.2210 |
1.2217 |
|