CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2779 |
1.2810 |
0.0031 |
0.2% |
1.2687 |
| High |
1.2779 |
1.2810 |
0.0031 |
0.2% |
1.2779 |
| Low |
1.2779 |
1.2810 |
0.0031 |
0.2% |
1.2665 |
| Close |
1.2779 |
1.2810 |
0.0031 |
0.2% |
1.2779 |
| Range |
|
|
|
|
|
| ATR |
0.0037 |
0.0036 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2810 |
1.2810 |
1.2810 |
|
| R3 |
1.2810 |
1.2810 |
1.2810 |
|
| R2 |
1.2810 |
1.2810 |
1.2810 |
|
| R1 |
1.2810 |
1.2810 |
1.2810 |
1.2810 |
| PP |
1.2810 |
1.2810 |
1.2810 |
1.2810 |
| S1 |
1.2810 |
1.2810 |
1.2810 |
1.2810 |
| S2 |
1.2810 |
1.2810 |
1.2810 |
|
| S3 |
1.2810 |
1.2810 |
1.2810 |
|
| S4 |
1.2810 |
1.2810 |
1.2810 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3083 |
1.3045 |
1.2842 |
|
| R3 |
1.2969 |
1.2931 |
1.2810 |
|
| R2 |
1.2855 |
1.2855 |
1.2800 |
|
| R1 |
1.2817 |
1.2817 |
1.2789 |
1.2836 |
| PP |
1.2741 |
1.2741 |
1.2741 |
1.2751 |
| S1 |
1.2703 |
1.2703 |
1.2769 |
1.2722 |
| S2 |
1.2627 |
1.2627 |
1.2758 |
|
| S3 |
1.2513 |
1.2589 |
1.2748 |
|
| S4 |
1.2399 |
1.2475 |
1.2716 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2810 |
|
2.618 |
1.2810 |
|
1.618 |
1.2810 |
|
1.000 |
1.2810 |
|
0.618 |
1.2810 |
|
HIGH |
1.2810 |
|
0.618 |
1.2810 |
|
0.500 |
1.2810 |
|
0.382 |
1.2810 |
|
LOW |
1.2810 |
|
0.618 |
1.2810 |
|
1.000 |
1.2810 |
|
1.618 |
1.2810 |
|
2.618 |
1.2810 |
|
4.250 |
1.2810 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2810 |
1.2804 |
| PP |
1.2810 |
1.2799 |
| S1 |
1.2810 |
1.2793 |
|