CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1766 |
1.1781 |
0.0015 |
0.1% |
1.1887 |
| High |
1.1814 |
1.1838 |
0.0024 |
0.2% |
1.1931 |
| Low |
1.1714 |
1.1746 |
0.0032 |
0.3% |
1.1697 |
| Close |
1.1793 |
1.1816 |
0.0023 |
0.2% |
1.1793 |
| Range |
0.0100 |
0.0092 |
-0.0008 |
-8.0% |
0.0234 |
| ATR |
0.0129 |
0.0127 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
127,130 |
97,582 |
-29,548 |
-23.2% |
626,116 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2076 |
1.2038 |
1.1867 |
|
| R3 |
1.1984 |
1.1946 |
1.1841 |
|
| R2 |
1.1892 |
1.1892 |
1.1833 |
|
| R1 |
1.1854 |
1.1854 |
1.1824 |
1.1873 |
| PP |
1.1800 |
1.1800 |
1.1800 |
1.1810 |
| S1 |
1.1762 |
1.1762 |
1.1808 |
1.1781 |
| S2 |
1.1708 |
1.1708 |
1.1799 |
|
| S3 |
1.1616 |
1.1670 |
1.1791 |
|
| S4 |
1.1524 |
1.1578 |
1.1765 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2509 |
1.2385 |
1.1922 |
|
| R3 |
1.2275 |
1.2151 |
1.1857 |
|
| R2 |
1.2041 |
1.2041 |
1.1836 |
|
| R1 |
1.1917 |
1.1917 |
1.1814 |
1.1862 |
| PP |
1.1807 |
1.1807 |
1.1807 |
1.1780 |
| S1 |
1.1683 |
1.1683 |
1.1772 |
1.1628 |
| S2 |
1.1573 |
1.1573 |
1.1750 |
|
| S3 |
1.1339 |
1.1449 |
1.1729 |
|
| S4 |
1.1105 |
1.1215 |
1.1664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1901 |
1.1697 |
0.0204 |
1.7% |
0.0106 |
0.9% |
58% |
False |
False |
127,735 |
| 10 |
1.2270 |
1.1697 |
0.0573 |
4.8% |
0.0120 |
1.0% |
21% |
False |
False |
131,735 |
| 20 |
1.2957 |
1.1697 |
0.1260 |
10.7% |
0.0151 |
1.3% |
9% |
False |
False |
138,434 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.7% |
0.0126 |
1.1% |
9% |
False |
False |
84,016 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.7% |
0.0115 |
1.0% |
9% |
False |
False |
56,065 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.7% |
0.0101 |
0.9% |
9% |
False |
False |
42,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2229 |
|
2.618 |
1.2079 |
|
1.618 |
1.1987 |
|
1.000 |
1.1930 |
|
0.618 |
1.1895 |
|
HIGH |
1.1838 |
|
0.618 |
1.1803 |
|
0.500 |
1.1792 |
|
0.382 |
1.1781 |
|
LOW |
1.1746 |
|
0.618 |
1.1689 |
|
1.000 |
1.1654 |
|
1.618 |
1.1597 |
|
2.618 |
1.1505 |
|
4.250 |
1.1355 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1808 |
1.1800 |
| PP |
1.1800 |
1.1784 |
| S1 |
1.1792 |
1.1769 |
|