CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2226 |
1.2224 |
-0.0002 |
0.0% |
1.2030 |
| High |
1.2247 |
1.2275 |
0.0028 |
0.2% |
1.2256 |
| Low |
1.2134 |
1.2202 |
0.0068 |
0.6% |
1.2013 |
| Close |
1.2231 |
1.2256 |
0.0025 |
0.2% |
1.2232 |
| Range |
0.0113 |
0.0073 |
-0.0040 |
-35.4% |
0.0243 |
| ATR |
0.0127 |
0.0123 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
114,869 |
88,383 |
-26,486 |
-23.1% |
485,279 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2463 |
1.2433 |
1.2296 |
|
| R3 |
1.2390 |
1.2360 |
1.2276 |
|
| R2 |
1.2317 |
1.2317 |
1.2269 |
|
| R1 |
1.2287 |
1.2287 |
1.2263 |
1.2302 |
| PP |
1.2244 |
1.2244 |
1.2244 |
1.2252 |
| S1 |
1.2214 |
1.2214 |
1.2249 |
1.2229 |
| S2 |
1.2171 |
1.2171 |
1.2243 |
|
| S3 |
1.2098 |
1.2141 |
1.2236 |
|
| S4 |
1.2025 |
1.2068 |
1.2216 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2896 |
1.2807 |
1.2366 |
|
| R3 |
1.2653 |
1.2564 |
1.2299 |
|
| R2 |
1.2410 |
1.2410 |
1.2277 |
|
| R1 |
1.2321 |
1.2321 |
1.2254 |
1.2366 |
| PP |
1.2167 |
1.2167 |
1.2167 |
1.2189 |
| S1 |
1.2078 |
1.2078 |
1.2210 |
1.2123 |
| S2 |
1.1924 |
1.1924 |
1.2187 |
|
| S3 |
1.1681 |
1.1835 |
1.2165 |
|
| S4 |
1.1438 |
1.1592 |
1.2098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2275 |
1.2035 |
0.0240 |
2.0% |
0.0104 |
0.8% |
92% |
True |
False |
107,563 |
| 10 |
1.2275 |
1.1798 |
0.0477 |
3.9% |
0.0124 |
1.0% |
96% |
True |
False |
121,140 |
| 20 |
1.2275 |
1.1697 |
0.0578 |
4.7% |
0.0122 |
1.0% |
97% |
True |
False |
126,437 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0138 |
1.1% |
44% |
False |
False |
114,102 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0121 |
1.0% |
44% |
False |
False |
76,237 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0111 |
0.9% |
44% |
False |
False |
57,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2585 |
|
2.618 |
1.2466 |
|
1.618 |
1.2393 |
|
1.000 |
1.2348 |
|
0.618 |
1.2320 |
|
HIGH |
1.2275 |
|
0.618 |
1.2247 |
|
0.500 |
1.2239 |
|
0.382 |
1.2230 |
|
LOW |
1.2202 |
|
0.618 |
1.2157 |
|
1.000 |
1.2129 |
|
1.618 |
1.2084 |
|
2.618 |
1.2011 |
|
4.250 |
1.1892 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2250 |
1.2235 |
| PP |
1.2244 |
1.2214 |
| S1 |
1.2239 |
1.2193 |
|