CME Japanese Yen Future September 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 |
1.2173 |
-0.0083 |
-0.7% |
1.2037 |
| High |
1.2256 |
1.2233 |
-0.0023 |
-0.2% |
1.2230 |
| Low |
1.2256 |
1.2173 |
-0.0083 |
-0.7% |
1.2037 |
| Close |
1.2256 |
1.2230 |
-0.0026 |
-0.2% |
1.2263 |
| Range |
0.0000 |
0.0060 |
0.0060 |
|
0.0193 |
| ATR |
0.0033 |
0.0037 |
0.0004 |
10.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2392 |
1.2371 |
1.2263 |
|
| R3 |
1.2332 |
1.2311 |
1.2247 |
|
| R2 |
1.2272 |
1.2272 |
1.2241 |
|
| R1 |
1.2251 |
1.2251 |
1.2236 |
1.2262 |
| PP |
1.2212 |
1.2212 |
1.2212 |
1.2217 |
| S1 |
1.2191 |
1.2191 |
1.2225 |
1.2202 |
| S2 |
1.2152 |
1.2152 |
1.2219 |
|
| S3 |
1.2092 |
1.2131 |
1.2214 |
|
| S4 |
1.2032 |
1.2071 |
1.2197 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2756 |
1.2702 |
1.2369 |
|
| R3 |
1.2563 |
1.2509 |
1.2316 |
|
| R2 |
1.2370 |
1.2370 |
1.2298 |
|
| R1 |
1.2316 |
1.2316 |
1.2281 |
1.2343 |
| PP |
1.2177 |
1.2177 |
1.2177 |
1.2190 |
| S1 |
1.2123 |
1.2123 |
1.2245 |
1.2150 |
| S2 |
1.1984 |
1.1984 |
1.2228 |
|
| S3 |
1.1791 |
1.1930 |
1.2210 |
|
| S4 |
1.1598 |
1.1737 |
1.2157 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2488 |
|
2.618 |
1.2390 |
|
1.618 |
1.2330 |
|
1.000 |
1.2293 |
|
0.618 |
1.2270 |
|
HIGH |
1.2233 |
|
0.618 |
1.2210 |
|
0.500 |
1.2203 |
|
0.382 |
1.2196 |
|
LOW |
1.2173 |
|
0.618 |
1.2136 |
|
1.000 |
1.2113 |
|
1.618 |
1.2076 |
|
2.618 |
1.2016 |
|
4.250 |
1.1918 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2221 |
1.2225 |
| PP |
1.2212 |
1.2220 |
| S1 |
1.2203 |
1.2215 |
|