CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2334 |
1.2379 |
0.0045 |
0.4% |
1.2434 |
| High |
1.2384 |
1.2392 |
0.0008 |
0.1% |
1.2944 |
| Low |
1.2331 |
1.2362 |
0.0031 |
0.3% |
1.2160 |
| Close |
1.2377 |
1.2390 |
0.0013 |
0.1% |
1.2370 |
| Range |
0.0053 |
0.0030 |
-0.0023 |
-43.4% |
0.0784 |
| ATR |
0.0123 |
0.0117 |
-0.0007 |
-5.4% |
0.0000 |
| Volume |
103 |
26 |
-77 |
-74.8% |
990 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2471 |
1.2461 |
1.2407 |
|
| R3 |
1.2441 |
1.2431 |
1.2398 |
|
| R2 |
1.2411 |
1.2411 |
1.2396 |
|
| R1 |
1.2401 |
1.2401 |
1.2393 |
1.2406 |
| PP |
1.2381 |
1.2381 |
1.2381 |
1.2384 |
| S1 |
1.2371 |
1.2371 |
1.2387 |
1.2376 |
| S2 |
1.2351 |
1.2351 |
1.2385 |
|
| S3 |
1.2321 |
1.2341 |
1.2382 |
|
| S4 |
1.2291 |
1.2311 |
1.2374 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4843 |
1.4391 |
1.2801 |
|
| R3 |
1.4059 |
1.3607 |
1.2586 |
|
| R2 |
1.3275 |
1.3275 |
1.2514 |
|
| R1 |
1.2823 |
1.2823 |
1.2442 |
1.2657 |
| PP |
1.2491 |
1.2491 |
1.2491 |
1.2409 |
| S1 |
1.2039 |
1.2039 |
1.2298 |
1.1873 |
| S2 |
1.1707 |
1.1707 |
1.2226 |
|
| S3 |
1.0923 |
1.1255 |
1.2154 |
|
| S4 |
1.0139 |
1.0471 |
1.1939 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2520 |
|
2.618 |
1.2471 |
|
1.618 |
1.2441 |
|
1.000 |
1.2422 |
|
0.618 |
1.2411 |
|
HIGH |
1.2392 |
|
0.618 |
1.2381 |
|
0.500 |
1.2377 |
|
0.382 |
1.2373 |
|
LOW |
1.2362 |
|
0.618 |
1.2343 |
|
1.000 |
1.2332 |
|
1.618 |
1.2313 |
|
2.618 |
1.2283 |
|
4.250 |
1.2235 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2386 |
1.2380 |
| PP |
1.2381 |
1.2370 |
| S1 |
1.2377 |
1.2360 |
|