CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2158 |
1.2100 |
-0.0058 |
-0.5% |
1.2256 |
| High |
1.2171 |
1.2117 |
-0.0054 |
-0.4% |
1.2270 |
| Low |
1.2076 |
1.2065 |
-0.0011 |
-0.1% |
1.2045 |
| Close |
1.2104 |
1.2102 |
-0.0002 |
0.0% |
1.2153 |
| Range |
0.0095 |
0.0052 |
-0.0043 |
-45.3% |
0.0225 |
| ATR |
0.0088 |
0.0086 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
24,520 |
66,317 |
41,797 |
170.5% |
16,366 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2251 |
1.2228 |
1.2131 |
|
| R3 |
1.2199 |
1.2176 |
1.2116 |
|
| R2 |
1.2147 |
1.2147 |
1.2112 |
|
| R1 |
1.2124 |
1.2124 |
1.2107 |
1.2136 |
| PP |
1.2095 |
1.2095 |
1.2095 |
1.2100 |
| S1 |
1.2072 |
1.2072 |
1.2097 |
1.2084 |
| S2 |
1.2043 |
1.2043 |
1.2092 |
|
| S3 |
1.1991 |
1.2020 |
1.2088 |
|
| S4 |
1.1939 |
1.1968 |
1.2073 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2831 |
1.2717 |
1.2277 |
|
| R3 |
1.2606 |
1.2492 |
1.2215 |
|
| R2 |
1.2381 |
1.2381 |
1.2194 |
|
| R1 |
1.2267 |
1.2267 |
1.2174 |
1.2212 |
| PP |
1.2156 |
1.2156 |
1.2156 |
1.2128 |
| S1 |
1.2042 |
1.2042 |
1.2132 |
1.1987 |
| S2 |
1.1931 |
1.1931 |
1.2112 |
|
| S3 |
1.1706 |
1.1817 |
1.2091 |
|
| S4 |
1.1481 |
1.1592 |
1.2029 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2338 |
|
2.618 |
1.2253 |
|
1.618 |
1.2201 |
|
1.000 |
1.2169 |
|
0.618 |
1.2149 |
|
HIGH |
1.2117 |
|
0.618 |
1.2097 |
|
0.500 |
1.2091 |
|
0.382 |
1.2085 |
|
LOW |
1.2065 |
|
0.618 |
1.2033 |
|
1.000 |
1.2013 |
|
1.618 |
1.1981 |
|
2.618 |
1.1929 |
|
4.250 |
1.1844 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2098 |
1.2138 |
| PP |
1.2095 |
1.2126 |
| S1 |
1.2091 |
1.2114 |
|