CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2026 |
1.1887 |
-0.0139 |
-1.2% |
1.2293 |
| High |
1.2040 |
1.1931 |
-0.0109 |
-0.9% |
1.2294 |
| Low |
1.1806 |
1.1855 |
0.0049 |
0.4% |
1.1806 |
| Close |
1.1897 |
1.1898 |
0.0001 |
0.0% |
1.1897 |
| Range |
0.0234 |
0.0076 |
-0.0158 |
-67.5% |
0.0488 |
| ATR |
0.0141 |
0.0136 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
203,538 |
85,021 |
-118,517 |
-58.2% |
672,246 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2123 |
1.2086 |
1.1940 |
|
| R3 |
1.2047 |
1.2010 |
1.1919 |
|
| R2 |
1.1971 |
1.1971 |
1.1912 |
|
| R1 |
1.1934 |
1.1934 |
1.1905 |
1.1953 |
| PP |
1.1895 |
1.1895 |
1.1895 |
1.1904 |
| S1 |
1.1858 |
1.1858 |
1.1891 |
1.1877 |
| S2 |
1.1819 |
1.1819 |
1.1884 |
|
| S3 |
1.1743 |
1.1782 |
1.1877 |
|
| S4 |
1.1667 |
1.1706 |
1.1856 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3463 |
1.3168 |
1.2165 |
|
| R3 |
1.2975 |
1.2680 |
1.2031 |
|
| R2 |
1.2487 |
1.2487 |
1.1986 |
|
| R1 |
1.2192 |
1.2192 |
1.1942 |
1.2096 |
| PP |
1.1999 |
1.1999 |
1.1999 |
1.1951 |
| S1 |
1.1704 |
1.1704 |
1.1852 |
1.1608 |
| S2 |
1.1511 |
1.1511 |
1.1808 |
|
| S3 |
1.1023 |
1.1216 |
1.1763 |
|
| S4 |
1.0535 |
1.0728 |
1.1629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2270 |
1.1806 |
0.0464 |
3.9% |
0.0133 |
1.1% |
20% |
False |
False |
135,734 |
| 10 |
1.2398 |
1.1806 |
0.0592 |
5.0% |
0.0101 |
0.8% |
16% |
False |
False |
110,973 |
| 20 |
1.2957 |
1.1806 |
0.1151 |
9.7% |
0.0164 |
1.4% |
8% |
False |
False |
134,321 |
| 40 |
1.2957 |
1.1806 |
0.1151 |
9.7% |
0.0123 |
1.0% |
8% |
False |
False |
68,086 |
| 60 |
1.2957 |
1.1806 |
0.1151 |
9.7% |
0.0111 |
0.9% |
8% |
False |
False |
45,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2254 |
|
2.618 |
1.2130 |
|
1.618 |
1.2054 |
|
1.000 |
1.2007 |
|
0.618 |
1.1978 |
|
HIGH |
1.1931 |
|
0.618 |
1.1902 |
|
0.500 |
1.1893 |
|
0.382 |
1.1884 |
|
LOW |
1.1855 |
|
0.618 |
1.1808 |
|
1.000 |
1.1779 |
|
1.618 |
1.1732 |
|
2.618 |
1.1656 |
|
4.250 |
1.1532 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1896 |
1.1961 |
| PP |
1.1895 |
1.1940 |
| S1 |
1.1893 |
1.1919 |
|