CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2365 |
1.2903 |
0.0538 |
4.4% |
1.2172 |
| High |
1.2584 |
1.2944 |
0.0360 |
2.9% |
1.2225 |
| Low |
1.2348 |
1.2567 |
0.0219 |
1.8% |
1.2050 |
| Close |
1.2502 |
1.2669 |
0.0167 |
1.3% |
1.2235 |
| Range |
0.0236 |
0.0377 |
0.0141 |
59.7% |
0.0175 |
| ATR |
0.0084 |
0.0110 |
0.0026 |
30.3% |
0.0000 |
| Volume |
292 |
213 |
-79 |
-27.1% |
75 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3858 |
1.3640 |
1.2876 |
|
| R3 |
1.3481 |
1.3263 |
1.2773 |
|
| R2 |
1.3104 |
1.3104 |
1.2738 |
|
| R1 |
1.2886 |
1.2886 |
1.2704 |
1.2807 |
| PP |
1.2727 |
1.2727 |
1.2727 |
1.2687 |
| S1 |
1.2509 |
1.2509 |
1.2634 |
1.2430 |
| S2 |
1.2350 |
1.2350 |
1.2600 |
|
| S3 |
1.1973 |
1.2132 |
1.2565 |
|
| S4 |
1.1596 |
1.1755 |
1.2462 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2695 |
1.2640 |
1.2331 |
|
| R3 |
1.2520 |
1.2465 |
1.2283 |
|
| R2 |
1.2345 |
1.2345 |
1.2267 |
|
| R1 |
1.2290 |
1.2290 |
1.2251 |
1.2318 |
| PP |
1.2170 |
1.2170 |
1.2170 |
1.2184 |
| S1 |
1.2115 |
1.2115 |
1.2219 |
1.2143 |
| S2 |
1.1995 |
1.1995 |
1.2203 |
|
| S3 |
1.1820 |
1.1940 |
1.2187 |
|
| S4 |
1.1645 |
1.1765 |
1.2139 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4546 |
|
2.618 |
1.3931 |
|
1.618 |
1.3554 |
|
1.000 |
1.3321 |
|
0.618 |
1.3177 |
|
HIGH |
1.2944 |
|
0.618 |
1.2800 |
|
0.500 |
1.2756 |
|
0.382 |
1.2711 |
|
LOW |
1.2567 |
|
0.618 |
1.2334 |
|
1.000 |
1.2190 |
|
1.618 |
1.1957 |
|
2.618 |
1.1580 |
|
4.250 |
1.0965 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2756 |
1.2639 |
| PP |
1.2727 |
1.2609 |
| S1 |
1.2698 |
1.2579 |
|