CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2387 |
1.2433 |
0.0046 |
0.4% |
1.2520 |
| High |
1.2387 |
1.2433 |
0.0046 |
0.4% |
1.2539 |
| Low |
1.2387 |
1.2433 |
0.0046 |
0.4% |
1.2477 |
| Close |
1.2387 |
1.2433 |
0.0046 |
0.4% |
1.2477 |
| Range |
|
|
|
|
|
| ATR |
0.0038 |
0.0038 |
0.0001 |
1.6% |
0.0000 |
| Volume |
37 |
37 |
0 |
0.0% |
41 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2433 |
1.2433 |
1.2433 |
|
| R3 |
1.2433 |
1.2433 |
1.2433 |
|
| R2 |
1.2433 |
1.2433 |
1.2433 |
|
| R1 |
1.2433 |
1.2433 |
1.2433 |
1.2433 |
| PP |
1.2433 |
1.2433 |
1.2433 |
1.2433 |
| S1 |
1.2433 |
1.2433 |
1.2433 |
1.2433 |
| S2 |
1.2433 |
1.2433 |
1.2433 |
|
| S3 |
1.2433 |
1.2433 |
1.2433 |
|
| S4 |
1.2433 |
1.2433 |
1.2433 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2684 |
1.2642 |
1.2511 |
|
| R3 |
1.2622 |
1.2580 |
1.2494 |
|
| R2 |
1.2560 |
1.2560 |
1.2488 |
|
| R1 |
1.2518 |
1.2518 |
1.2483 |
1.2508 |
| PP |
1.2498 |
1.2498 |
1.2498 |
1.2493 |
| S1 |
1.2456 |
1.2456 |
1.2471 |
1.2446 |
| S2 |
1.2436 |
1.2436 |
1.2466 |
|
| S3 |
1.2374 |
1.2394 |
1.2460 |
|
| S4 |
1.2312 |
1.2332 |
1.2443 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2433 |
|
2.618 |
1.2433 |
|
1.618 |
1.2433 |
|
1.000 |
1.2433 |
|
0.618 |
1.2433 |
|
HIGH |
1.2433 |
|
0.618 |
1.2433 |
|
0.500 |
1.2433 |
|
0.382 |
1.2433 |
|
LOW |
1.2433 |
|
0.618 |
1.2433 |
|
1.000 |
1.2433 |
|
1.618 |
1.2433 |
|
2.618 |
1.2433 |
|
4.250 |
1.2433 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2433 |
1.2429 |
| PP |
1.2433 |
1.2424 |
| S1 |
1.2433 |
1.2420 |
|