CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2449 |
1.2397 |
-0.0052 |
-0.4% |
1.2398 |
| High |
1.2449 |
1.2397 |
-0.0052 |
-0.4% |
1.2449 |
| Low |
1.2449 |
1.2397 |
-0.0052 |
-0.4% |
1.2362 |
| Close |
1.2458 |
1.2397 |
-0.0061 |
-0.5% |
1.2397 |
| Range |
|
|
|
|
|
| ATR |
0.0041 |
0.0042 |
0.0001 |
3.6% |
0.0000 |
| Volume |
37 |
1 |
-36 |
-97.3% |
149 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2397 |
1.2397 |
1.2397 |
|
| R3 |
1.2397 |
1.2397 |
1.2397 |
|
| R2 |
1.2397 |
1.2397 |
1.2397 |
|
| R1 |
1.2397 |
1.2397 |
1.2397 |
1.2397 |
| PP |
1.2397 |
1.2397 |
1.2397 |
1.2397 |
| S1 |
1.2397 |
1.2397 |
1.2397 |
1.2397 |
| S2 |
1.2397 |
1.2397 |
1.2397 |
|
| S3 |
1.2397 |
1.2397 |
1.2397 |
|
| S4 |
1.2397 |
1.2397 |
1.2397 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2664 |
1.2617 |
1.2445 |
|
| R3 |
1.2577 |
1.2530 |
1.2421 |
|
| R2 |
1.2490 |
1.2490 |
1.2413 |
|
| R1 |
1.2443 |
1.2443 |
1.2405 |
1.2423 |
| PP |
1.2403 |
1.2403 |
1.2403 |
1.2393 |
| S1 |
1.2356 |
1.2356 |
1.2389 |
1.2336 |
| S2 |
1.2316 |
1.2316 |
1.2381 |
|
| S3 |
1.2229 |
1.2269 |
1.2373 |
|
| S4 |
1.2142 |
1.2182 |
1.2349 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2397 |
|
2.618 |
1.2397 |
|
1.618 |
1.2397 |
|
1.000 |
1.2397 |
|
0.618 |
1.2397 |
|
HIGH |
1.2397 |
|
0.618 |
1.2397 |
|
0.500 |
1.2397 |
|
0.382 |
1.2397 |
|
LOW |
1.2397 |
|
0.618 |
1.2397 |
|
1.000 |
1.2397 |
|
1.618 |
1.2397 |
|
2.618 |
1.2397 |
|
4.250 |
1.2397 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2397 |
1.2422 |
| PP |
1.2397 |
1.2414 |
| S1 |
1.2397 |
1.2405 |
|