CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1977 |
1.2030 |
0.0053 |
0.4% |
1.1781 |
| High |
1.2058 |
1.2171 |
0.0113 |
0.9% |
1.2059 |
| Low |
1.1937 |
1.2013 |
0.0076 |
0.6% |
1.1746 |
| Close |
1.2033 |
1.2104 |
0.0071 |
0.6% |
1.2033 |
| Range |
0.0121 |
0.0158 |
0.0037 |
30.6% |
0.0313 |
| ATR |
0.0130 |
0.0132 |
0.0002 |
1.6% |
0.0000 |
| Volume |
93,120 |
150,715 |
57,595 |
61.9% |
620,455 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2570 |
1.2495 |
1.2191 |
|
| R3 |
1.2412 |
1.2337 |
1.2147 |
|
| R2 |
1.2254 |
1.2254 |
1.2133 |
|
| R1 |
1.2179 |
1.2179 |
1.2118 |
1.2217 |
| PP |
1.2096 |
1.2096 |
1.2096 |
1.2115 |
| S1 |
1.2021 |
1.2021 |
1.2090 |
1.2059 |
| S2 |
1.1938 |
1.1938 |
1.2075 |
|
| S3 |
1.1780 |
1.1863 |
1.2061 |
|
| S4 |
1.1622 |
1.1705 |
1.2017 |
|
|
| 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 |
1.2171 |
1.1798 |
0.0373 |
3.1% |
0.0143 |
1.2% |
82% |
True |
False |
134,717 |
| 10 |
1.2171 |
1.1697 |
0.0474 |
3.9% |
0.0125 |
1.0% |
86% |
True |
False |
131,226 |
| 20 |
1.2398 |
1.1697 |
0.0701 |
5.8% |
0.0113 |
0.9% |
58% |
False |
False |
121,100 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.4% |
0.0135 |
1.1% |
32% |
False |
False |
100,812 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.4% |
0.0120 |
1.0% |
32% |
False |
False |
67,284 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.4% |
0.0108 |
0.9% |
32% |
False |
False |
50,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2843 |
|
2.618 |
1.2585 |
|
1.618 |
1.2427 |
|
1.000 |
1.2329 |
|
0.618 |
1.2269 |
|
HIGH |
1.2171 |
|
0.618 |
1.2111 |
|
0.500 |
1.2092 |
|
0.382 |
1.2073 |
|
LOW |
1.2013 |
|
0.618 |
1.1915 |
|
1.000 |
1.1855 |
|
1.618 |
1.1757 |
|
2.618 |
1.1599 |
|
4.250 |
1.1342 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2100 |
1.2084 |
| PP |
1.2096 |
1.2064 |
| S1 |
1.2092 |
1.2045 |
|