CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2068 |
1.2026 |
-0.0042 |
-0.3% |
1.2293 |
| High |
1.2115 |
1.2040 |
-0.0075 |
-0.6% |
1.2294 |
| Low |
1.2020 |
1.1806 |
-0.0214 |
-1.8% |
1.1806 |
| Close |
1.2040 |
1.1897 |
-0.0143 |
-1.2% |
1.1897 |
| Range |
0.0095 |
0.0234 |
0.0139 |
146.3% |
0.0488 |
| ATR |
0.0134 |
0.0141 |
0.0007 |
5.4% |
0.0000 |
| Volume |
128,914 |
203,538 |
74,624 |
57.9% |
672,246 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2616 |
1.2491 |
1.2026 |
|
| R3 |
1.2382 |
1.2257 |
1.1961 |
|
| R2 |
1.2148 |
1.2148 |
1.1940 |
|
| R1 |
1.2023 |
1.2023 |
1.1918 |
1.1969 |
| PP |
1.1914 |
1.1914 |
1.1914 |
1.1887 |
| S1 |
1.1789 |
1.1789 |
1.1876 |
1.1735 |
| S2 |
1.1680 |
1.1680 |
1.1854 |
|
| S3 |
1.1446 |
1.1555 |
1.1833 |
|
| S4 |
1.1212 |
1.1321 |
1.1768 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3463 |
1.3168 |
1.2165 |
|
| R3 |
1.2975 |
1.2680 |
1.2031 |
|
| R2 |
1.2487 |
1.2487 |
1.1986 |
|
| R1 |
1.2192 |
1.2192 |
1.1942 |
1.2096 |
| PP |
1.1999 |
1.1999 |
1.1999 |
1.1951 |
| S1 |
1.1704 |
1.1704 |
1.1852 |
1.1608 |
| S2 |
1.1511 |
1.1511 |
1.1808 |
|
| S3 |
1.1023 |
1.1216 |
1.1763 |
|
| S4 |
1.0535 |
1.0728 |
1.1629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2294 |
1.1806 |
0.0488 |
4.1% |
0.0132 |
1.1% |
19% |
False |
True |
134,449 |
| 10 |
1.2398 |
1.1806 |
0.0592 |
5.0% |
0.0102 |
0.9% |
15% |
False |
True |
110,967 |
| 20 |
1.2957 |
1.1806 |
0.1151 |
9.7% |
0.0163 |
1.4% |
8% |
False |
True |
130,763 |
| 40 |
1.2957 |
1.1806 |
0.1151 |
9.7% |
0.0127 |
1.1% |
8% |
False |
True |
65,962 |
| 60 |
1.2957 |
1.1806 |
0.1151 |
9.7% |
0.0111 |
0.9% |
8% |
False |
True |
44,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3035 |
|
2.618 |
1.2653 |
|
1.618 |
1.2419 |
|
1.000 |
1.2274 |
|
0.618 |
1.2185 |
|
HIGH |
1.2040 |
|
0.618 |
1.1951 |
|
0.500 |
1.1923 |
|
0.382 |
1.1895 |
|
LOW |
1.1806 |
|
0.618 |
1.1661 |
|
1.000 |
1.1572 |
|
1.618 |
1.1427 |
|
2.618 |
1.1193 |
|
4.250 |
1.0812 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1923 |
1.1976 |
| PP |
1.1914 |
1.1950 |
| S1 |
1.1906 |
1.1923 |
|