CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.2100 |
1.2089 |
-0.0011 |
-0.1% |
1.2256 |
High |
1.2117 |
1.2102 |
-0.0015 |
-0.1% |
1.2270 |
Low |
1.2065 |
1.2029 |
-0.0036 |
-0.3% |
1.2045 |
Close |
1.2102 |
1.2055 |
-0.0047 |
-0.4% |
1.2153 |
Range |
0.0052 |
0.0073 |
0.0021 |
40.4% |
0.0225 |
ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
66,317 |
93,830 |
27,513 |
41.5% |
16,366 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2281 |
1.2241 |
1.2095 |
|
R3 |
1.2208 |
1.2168 |
1.2075 |
|
R2 |
1.2135 |
1.2135 |
1.2068 |
|
R1 |
1.2095 |
1.2095 |
1.2062 |
1.2079 |
PP |
1.2062 |
1.2062 |
1.2062 |
1.2054 |
S1 |
1.2022 |
1.2022 |
1.2048 |
1.2006 |
S2 |
1.1989 |
1.1989 |
1.2042 |
|
S3 |
1.1916 |
1.1949 |
1.2035 |
|
S4 |
1.1843 |
1.1876 |
1.2015 |
|
|
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 |
1.2412 |
2.618 |
1.2293 |
1.618 |
1.2220 |
1.000 |
1.2175 |
0.618 |
1.2147 |
HIGH |
1.2102 |
0.618 |
1.2074 |
0.500 |
1.2066 |
0.382 |
1.2057 |
LOW |
1.2029 |
0.618 |
1.1984 |
1.000 |
1.1956 |
1.618 |
1.1911 |
2.618 |
1.1838 |
4.250 |
1.1719 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2066 |
1.2100 |
PP |
1.2062 |
1.2085 |
S1 |
1.2059 |
1.2070 |
|