CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2259 |
1.2164 |
-0.0095 |
-0.8% |
1.2030 |
| High |
1.2309 |
1.2288 |
-0.0021 |
-0.2% |
1.2256 |
| Low |
1.2075 |
1.2156 |
0.0081 |
0.7% |
1.2013 |
| Close |
1.2165 |
1.2272 |
0.0107 |
0.9% |
1.2232 |
| Range |
0.0234 |
0.0132 |
-0.0102 |
-43.6% |
0.0243 |
| ATR |
0.0131 |
0.0131 |
0.0000 |
0.1% |
0.0000 |
| Volume |
129,383 |
107,027 |
-22,356 |
-17.3% |
485,279 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2635 |
1.2585 |
1.2345 |
|
| R3 |
1.2503 |
1.2453 |
1.2308 |
|
| R2 |
1.2371 |
1.2371 |
1.2296 |
|
| R1 |
1.2321 |
1.2321 |
1.2284 |
1.2346 |
| PP |
1.2239 |
1.2239 |
1.2239 |
1.2251 |
| S1 |
1.2189 |
1.2189 |
1.2260 |
1.2214 |
| S2 |
1.2107 |
1.2107 |
1.2248 |
|
| S3 |
1.1975 |
1.2057 |
1.2236 |
|
| S4 |
1.1843 |
1.1925 |
1.2199 |
|
|
| 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 |
1.2309 |
1.2075 |
0.0234 |
1.9% |
0.0139 |
1.1% |
84% |
False |
False |
110,140 |
| 10 |
1.2309 |
1.1918 |
0.0391 |
3.2% |
0.0131 |
1.1% |
91% |
False |
False |
116,069 |
| 20 |
1.2309 |
1.1697 |
0.0612 |
5.0% |
0.0127 |
1.0% |
94% |
False |
False |
125,198 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0143 |
1.2% |
46% |
False |
False |
119,899 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0125 |
1.0% |
46% |
False |
False |
80,172 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0114 |
0.9% |
46% |
False |
False |
60,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2849 |
|
2.618 |
1.2634 |
|
1.618 |
1.2502 |
|
1.000 |
1.2420 |
|
0.618 |
1.2370 |
|
HIGH |
1.2288 |
|
0.618 |
1.2238 |
|
0.500 |
1.2222 |
|
0.382 |
1.2206 |
|
LOW |
1.2156 |
|
0.618 |
1.2074 |
|
1.000 |
1.2024 |
|
1.618 |
1.1942 |
|
2.618 |
1.1810 |
|
4.250 |
1.1595 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2255 |
1.2245 |
| PP |
1.2239 |
1.2219 |
| S1 |
1.2222 |
1.2192 |
|