CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2484 |
1.2447 |
-0.0037 |
-0.3% |
1.2496 |
| High |
1.2484 |
1.2447 |
-0.0037 |
-0.3% |
1.2527 |
| Low |
1.2484 |
1.2447 |
-0.0037 |
-0.3% |
1.2387 |
| Close |
1.2484 |
1.2447 |
-0.0037 |
-0.3% |
1.2527 |
| Range |
|
|
|
|
|
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
37 |
37 |
0 |
0.0% |
185 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2447 |
1.2447 |
1.2447 |
|
| R3 |
1.2447 |
1.2447 |
1.2447 |
|
| R2 |
1.2447 |
1.2447 |
1.2447 |
|
| R1 |
1.2447 |
1.2447 |
1.2447 |
1.2447 |
| PP |
1.2447 |
1.2447 |
1.2447 |
1.2447 |
| S1 |
1.2447 |
1.2447 |
1.2447 |
1.2447 |
| S2 |
1.2447 |
1.2447 |
1.2447 |
|
| S3 |
1.2447 |
1.2447 |
1.2447 |
|
| S4 |
1.2447 |
1.2447 |
1.2447 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2900 |
1.2854 |
1.2604 |
|
| R3 |
1.2760 |
1.2714 |
1.2566 |
|
| R2 |
1.2620 |
1.2620 |
1.2553 |
|
| R1 |
1.2574 |
1.2574 |
1.2540 |
1.2597 |
| PP |
1.2480 |
1.2480 |
1.2480 |
1.2492 |
| S1 |
1.2434 |
1.2434 |
1.2514 |
1.2457 |
| S2 |
1.2340 |
1.2340 |
1.2501 |
|
| S3 |
1.2200 |
1.2294 |
1.2489 |
|
| S4 |
1.2060 |
1.2154 |
1.2450 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2447 |
|
2.618 |
1.2447 |
|
1.618 |
1.2447 |
|
1.000 |
1.2447 |
|
0.618 |
1.2447 |
|
HIGH |
1.2447 |
|
0.618 |
1.2447 |
|
0.500 |
1.2447 |
|
0.382 |
1.2447 |
|
LOW |
1.2447 |
|
0.618 |
1.2447 |
|
1.000 |
1.2447 |
|
1.618 |
1.2447 |
|
2.618 |
1.2447 |
|
4.250 |
1.2447 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2447 |
1.2481 |
| PP |
1.2447 |
1.2470 |
| S1 |
1.2447 |
1.2458 |
|