CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.2222 |
1.2232 |
0.0010 |
0.1% |
1.2050 |
High |
1.2270 |
1.2244 |
-0.0026 |
-0.2% |
1.2260 |
Low |
1.2191 |
1.2128 |
-0.0063 |
-0.5% |
1.2000 |
Close |
1.2222 |
1.2149 |
-0.0073 |
-0.6% |
1.2250 |
Range |
0.0079 |
0.0116 |
0.0037 |
46.8% |
0.0260 |
ATR |
0.0084 |
0.0086 |
0.0002 |
2.7% |
0.0000 |
Volume |
2,290 |
5,908 |
3,618 |
158.0% |
3,582 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2522 |
1.2451 |
1.2213 |
|
R3 |
1.2406 |
1.2335 |
1.2181 |
|
R2 |
1.2290 |
1.2290 |
1.2170 |
|
R1 |
1.2219 |
1.2219 |
1.2160 |
1.2197 |
PP |
1.2174 |
1.2174 |
1.2174 |
1.2162 |
S1 |
1.2103 |
1.2103 |
1.2138 |
1.2081 |
S2 |
1.2058 |
1.2058 |
1.2128 |
|
S3 |
1.1942 |
1.1987 |
1.2117 |
|
S4 |
1.1826 |
1.1871 |
1.2085 |
|
|
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 |
1.2737 |
2.618 |
1.2548 |
1.618 |
1.2432 |
1.000 |
1.2360 |
0.618 |
1.2316 |
HIGH |
1.2244 |
0.618 |
1.2200 |
0.500 |
1.2186 |
0.382 |
1.2172 |
LOW |
1.2128 |
0.618 |
1.2056 |
1.000 |
1.2012 |
1.618 |
1.1940 |
2.618 |
1.1824 |
4.250 |
1.1635 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2186 |
1.2199 |
PP |
1.2174 |
1.2182 |
S1 |
1.2161 |
1.2166 |
|