CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1922 |
1.1977 |
0.0055 |
0.5% |
1.1781 |
| High |
1.2059 |
1.2058 |
-0.0001 |
0.0% |
1.2059 |
| Low |
1.1918 |
1.1937 |
0.0019 |
0.2% |
1.1746 |
| Close |
1.1990 |
1.2033 |
0.0043 |
0.4% |
1.2033 |
| Range |
0.0141 |
0.0121 |
-0.0020 |
-14.2% |
0.0313 |
| ATR |
0.0130 |
0.0130 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
142,633 |
93,120 |
-49,513 |
-34.7% |
620,455 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2372 |
1.2324 |
1.2100 |
|
| R3 |
1.2251 |
1.2203 |
1.2066 |
|
| R2 |
1.2130 |
1.2130 |
1.2055 |
|
| R1 |
1.2082 |
1.2082 |
1.2044 |
1.2106 |
| PP |
1.2009 |
1.2009 |
1.2009 |
1.2022 |
| S1 |
1.1961 |
1.1961 |
1.2022 |
1.1985 |
| S2 |
1.1888 |
1.1888 |
1.2011 |
|
| S3 |
1.1767 |
1.1840 |
1.2000 |
|
| S4 |
1.1646 |
1.1719 |
1.1966 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2885 |
1.2772 |
1.2205 |
|
| R3 |
1.2572 |
1.2459 |
1.2119 |
|
| R2 |
1.2259 |
1.2259 |
1.2090 |
|
| R1 |
1.2146 |
1.2146 |
1.2062 |
1.2203 |
| PP |
1.1946 |
1.1946 |
1.1946 |
1.1974 |
| S1 |
1.1833 |
1.1833 |
1.2004 |
1.1890 |
| S2 |
1.1633 |
1.1633 |
1.1976 |
|
| S3 |
1.1320 |
1.1520 |
1.1947 |
|
| S4 |
1.1007 |
1.1207 |
1.1861 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2059 |
1.1746 |
0.0313 |
2.6% |
0.0130 |
1.1% |
92% |
False |
False |
124,091 |
| 10 |
1.2059 |
1.1697 |
0.0362 |
3.0% |
0.0117 |
1.0% |
93% |
False |
False |
124,657 |
| 20 |
1.2398 |
1.1697 |
0.0701 |
5.8% |
0.0109 |
0.9% |
48% |
False |
False |
117,812 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.5% |
0.0133 |
1.1% |
27% |
False |
False |
97,054 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.5% |
0.0118 |
1.0% |
27% |
False |
False |
64,773 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.5% |
0.0106 |
0.9% |
27% |
False |
False |
48,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2572 |
|
2.618 |
1.2375 |
|
1.618 |
1.2254 |
|
1.000 |
1.2179 |
|
0.618 |
1.2133 |
|
HIGH |
1.2058 |
|
0.618 |
1.2012 |
|
0.500 |
1.1998 |
|
0.382 |
1.1983 |
|
LOW |
1.1937 |
|
0.618 |
1.1862 |
|
1.000 |
1.1816 |
|
1.618 |
1.1741 |
|
2.618 |
1.1620 |
|
4.250 |
1.1423 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2021 |
1.2010 |
| PP |
1.2009 |
1.1988 |
| S1 |
1.1998 |
1.1965 |
|