CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2304 |
1.2393 |
0.0089 |
0.7% |
1.2239 |
| High |
1.2304 |
1.2393 |
0.0089 |
0.7% |
1.2360 |
| Low |
1.2304 |
1.2393 |
0.0089 |
0.7% |
1.2201 |
| Close |
1.2304 |
1.2393 |
0.0089 |
0.7% |
1.2407 |
| Range |
|
|
|
|
|
| ATR |
0.0035 |
0.0039 |
0.0004 |
10.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2393 |
1.2393 |
1.2393 |
|
| R3 |
1.2393 |
1.2393 |
1.2393 |
|
| R2 |
1.2393 |
1.2393 |
1.2393 |
|
| R1 |
1.2393 |
1.2393 |
1.2393 |
1.2393 |
| PP |
1.2393 |
1.2393 |
1.2393 |
1.2393 |
| S1 |
1.2393 |
1.2393 |
1.2393 |
1.2393 |
| S2 |
1.2393 |
1.2393 |
1.2393 |
|
| S3 |
1.2393 |
1.2393 |
1.2393 |
|
| S4 |
1.2393 |
1.2393 |
1.2393 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2800 |
1.2762 |
1.2494 |
|
| R3 |
1.2641 |
1.2603 |
1.2451 |
|
| R2 |
1.2482 |
1.2482 |
1.2436 |
|
| R1 |
1.2444 |
1.2444 |
1.2422 |
1.2463 |
| PP |
1.2323 |
1.2323 |
1.2323 |
1.2332 |
| S1 |
1.2285 |
1.2285 |
1.2392 |
1.2304 |
| S2 |
1.2164 |
1.2164 |
1.2378 |
|
| S3 |
1.2005 |
1.2126 |
1.2363 |
|
| S4 |
1.1846 |
1.1967 |
1.2320 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2393 |
|
2.618 |
1.2393 |
|
1.618 |
1.2393 |
|
1.000 |
1.2393 |
|
0.618 |
1.2393 |
|
HIGH |
1.2393 |
|
0.618 |
1.2393 |
|
0.500 |
1.2393 |
|
0.382 |
1.2393 |
|
LOW |
1.2393 |
|
0.618 |
1.2393 |
|
1.000 |
1.2393 |
|
1.618 |
1.2393 |
|
2.618 |
1.2393 |
|
4.250 |
1.2393 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2393 |
1.2378 |
| PP |
1.2393 |
1.2363 |
| S1 |
1.2393 |
1.2349 |
|