CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2338 |
1.2391 |
0.0053 |
0.4% |
1.2366 |
| High |
1.2338 |
1.2391 |
0.0053 |
0.4% |
1.2391 |
| Low |
1.2338 |
1.2391 |
0.0053 |
0.4% |
1.2338 |
| Close |
1.2338 |
1.2433 |
0.0095 |
0.8% |
1.2433 |
| Range |
|
|
|
|
|
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.1% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2405 |
1.2419 |
1.2433 |
|
| R3 |
1.2405 |
1.2419 |
1.2433 |
|
| R2 |
1.2405 |
1.2405 |
1.2433 |
|
| R1 |
1.2419 |
1.2419 |
1.2433 |
1.2412 |
| PP |
1.2405 |
1.2405 |
1.2405 |
1.2402 |
| S1 |
1.2419 |
1.2419 |
1.2433 |
1.2412 |
| S2 |
1.2405 |
1.2405 |
1.2433 |
|
| S3 |
1.2405 |
1.2419 |
1.2433 |
|
| S4 |
1.2405 |
1.2419 |
1.2433 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2546 |
1.2543 |
1.2462 |
|
| R3 |
1.2493 |
1.2490 |
1.2448 |
|
| R2 |
1.2440 |
1.2440 |
1.2443 |
|
| R1 |
1.2437 |
1.2437 |
1.2438 |
1.2439 |
| PP |
1.2387 |
1.2387 |
1.2387 |
1.2388 |
| S1 |
1.2384 |
1.2384 |
1.2428 |
1.2386 |
| S2 |
1.2334 |
1.2334 |
1.2423 |
|
| S3 |
1.2281 |
1.2331 |
1.2418 |
|
| S4 |
1.2228 |
1.2278 |
1.2404 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2391 |
|
2.618 |
1.2391 |
|
1.618 |
1.2391 |
|
1.000 |
1.2391 |
|
0.618 |
1.2391 |
|
HIGH |
1.2391 |
|
0.618 |
1.2391 |
|
0.500 |
1.2391 |
|
0.382 |
1.2391 |
|
LOW |
1.2391 |
|
0.618 |
1.2391 |
|
1.000 |
1.2391 |
|
1.618 |
1.2391 |
|
2.618 |
1.2391 |
|
4.250 |
1.2391 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2419 |
1.2410 |
| PP |
1.2405 |
1.2387 |
| S1 |
1.2391 |
1.2365 |
|