CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1967 |
1.1922 |
-0.0045 |
-0.4% |
1.1887 |
| High |
1.1980 |
1.2059 |
0.0079 |
0.7% |
1.1931 |
| Low |
1.1871 |
1.1918 |
0.0047 |
0.4% |
1.1697 |
| Close |
1.1932 |
1.1990 |
0.0058 |
0.5% |
1.1793 |
| Range |
0.0109 |
0.0141 |
0.0032 |
29.4% |
0.0234 |
| ATR |
0.0129 |
0.0130 |
0.0001 |
0.6% |
0.0000 |
| Volume |
116,805 |
142,633 |
25,828 |
22.1% |
626,116 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2412 |
1.2342 |
1.2068 |
|
| R3 |
1.2271 |
1.2201 |
1.2029 |
|
| R2 |
1.2130 |
1.2130 |
1.2016 |
|
| R1 |
1.2060 |
1.2060 |
1.2003 |
1.2095 |
| PP |
1.1989 |
1.1989 |
1.1989 |
1.2007 |
| S1 |
1.1919 |
1.1919 |
1.1977 |
1.1954 |
| S2 |
1.1848 |
1.1848 |
1.1964 |
|
| S3 |
1.1707 |
1.1778 |
1.1951 |
|
| S4 |
1.1566 |
1.1637 |
1.1912 |
|
|
| 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 |
1.2059 |
1.1714 |
0.0345 |
2.9% |
0.0126 |
1.1% |
80% |
True |
False |
130,893 |
| 10 |
1.2059 |
1.1697 |
0.0362 |
3.0% |
0.0128 |
1.1% |
81% |
True |
False |
135,698 |
| 20 |
1.2658 |
1.1697 |
0.0961 |
8.0% |
0.0126 |
1.1% |
30% |
False |
False |
125,980 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.5% |
0.0132 |
1.1% |
23% |
False |
False |
94,740 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.5% |
0.0118 |
1.0% |
23% |
False |
False |
63,223 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.5% |
0.0105 |
0.9% |
23% |
False |
False |
47,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2658 |
|
2.618 |
1.2428 |
|
1.618 |
1.2287 |
|
1.000 |
1.2200 |
|
0.618 |
1.2146 |
|
HIGH |
1.2059 |
|
0.618 |
1.2005 |
|
0.500 |
1.1989 |
|
0.382 |
1.1972 |
|
LOW |
1.1918 |
|
0.618 |
1.1831 |
|
1.000 |
1.1777 |
|
1.618 |
1.1690 |
|
2.618 |
1.1549 |
|
4.250 |
1.1319 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1990 |
1.1970 |
| PP |
1.1989 |
1.1949 |
| S1 |
1.1989 |
1.1929 |
|