CME Japanese Yen Future December 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 |
1.2320 |
1.2205 |
-0.0115 |
-0.9% |
1.2082 |
| High |
1.2320 |
1.2298 |
-0.0022 |
-0.2% |
1.2245 |
| Low |
1.2131 |
1.2205 |
0.0074 |
0.6% |
1.2082 |
| Close |
1.2186 |
1.2292 |
0.0106 |
0.9% |
1.2254 |
| Range |
0.0189 |
0.0093 |
-0.0096 |
-50.8% |
0.0163 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
3.4% |
0.0000 |
| Volume |
8 |
4 |
-4 |
-50.0% |
65 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2544 |
1.2511 |
1.2343 |
|
| R3 |
1.2451 |
1.2418 |
1.2318 |
|
| R2 |
1.2358 |
1.2358 |
1.2309 |
|
| R1 |
1.2325 |
1.2325 |
1.2301 |
1.2342 |
| PP |
1.2265 |
1.2265 |
1.2265 |
1.2273 |
| S1 |
1.2232 |
1.2232 |
1.2283 |
1.2249 |
| S2 |
1.2172 |
1.2172 |
1.2275 |
|
| S3 |
1.2079 |
1.2139 |
1.2266 |
|
| S4 |
1.1986 |
1.2046 |
1.2241 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2683 |
1.2631 |
1.2344 |
|
| R3 |
1.2520 |
1.2468 |
1.2299 |
|
| R2 |
1.2357 |
1.2357 |
1.2284 |
|
| R1 |
1.2305 |
1.2305 |
1.2269 |
1.2331 |
| PP |
1.2194 |
1.2194 |
1.2194 |
1.2207 |
| S1 |
1.2142 |
1.2142 |
1.2239 |
1.2168 |
| S2 |
1.2031 |
1.2031 |
1.2224 |
|
| S3 |
1.1868 |
1.1979 |
1.2209 |
|
| S4 |
1.1705 |
1.1816 |
1.2164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2320 |
1.2131 |
0.0189 |
1.5% |
0.0067 |
0.5% |
85% |
False |
False |
4 |
| 10 |
1.2320 |
1.2020 |
0.0300 |
2.4% |
0.0050 |
0.4% |
91% |
False |
False |
15 |
| 20 |
1.2320 |
1.1732 |
0.0588 |
4.8% |
0.0035 |
0.3% |
95% |
False |
False |
13 |
| 40 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0042 |
0.3% |
57% |
False |
False |
14 |
| 60 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0029 |
0.2% |
57% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2693 |
|
2.618 |
1.2541 |
|
1.618 |
1.2448 |
|
1.000 |
1.2391 |
|
0.618 |
1.2355 |
|
HIGH |
1.2298 |
|
0.618 |
1.2262 |
|
0.500 |
1.2252 |
|
0.382 |
1.2241 |
|
LOW |
1.2205 |
|
0.618 |
1.2148 |
|
1.000 |
1.2112 |
|
1.618 |
1.2055 |
|
2.618 |
1.1962 |
|
4.250 |
1.1810 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2279 |
1.2270 |
| PP |
1.2265 |
1.2248 |
| S1 |
1.2252 |
1.2226 |
|