CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1887 |
1.1891 |
0.0004 |
0.0% |
1.2293 |
| High |
1.1931 |
1.1901 |
-0.0030 |
-0.3% |
1.2294 |
| Low |
1.1855 |
1.1785 |
-0.0070 |
-0.6% |
1.1806 |
| Close |
1.1898 |
1.1793 |
-0.0105 |
-0.9% |
1.1897 |
| Range |
0.0076 |
0.0116 |
0.0040 |
52.6% |
0.0488 |
| ATR |
0.0136 |
0.0135 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
85,021 |
122,413 |
37,392 |
44.0% |
672,246 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2174 |
1.2100 |
1.1857 |
|
| R3 |
1.2058 |
1.1984 |
1.1825 |
|
| R2 |
1.1942 |
1.1942 |
1.1814 |
|
| R1 |
1.1868 |
1.1868 |
1.1804 |
1.1847 |
| PP |
1.1826 |
1.1826 |
1.1826 |
1.1816 |
| S1 |
1.1752 |
1.1752 |
1.1782 |
1.1731 |
| S2 |
1.1710 |
1.1710 |
1.1772 |
|
| S3 |
1.1594 |
1.1636 |
1.1761 |
|
| S4 |
1.1478 |
1.1520 |
1.1729 |
|
|
| 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 |
1.2146 |
1.1785 |
0.0361 |
3.1% |
0.0128 |
1.1% |
2% |
False |
True |
135,085 |
| 10 |
1.2398 |
1.1785 |
0.0613 |
5.2% |
0.0106 |
0.9% |
1% |
False |
True |
115,248 |
| 20 |
1.2957 |
1.1785 |
0.1172 |
9.9% |
0.0165 |
1.4% |
1% |
False |
True |
139,216 |
| 40 |
1.2957 |
1.1785 |
0.1172 |
9.9% |
0.0125 |
1.1% |
1% |
False |
True |
71,139 |
| 60 |
1.2957 |
1.1785 |
0.1172 |
9.9% |
0.0112 |
0.9% |
1% |
False |
True |
47,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2394 |
|
2.618 |
1.2205 |
|
1.618 |
1.2089 |
|
1.000 |
1.2017 |
|
0.618 |
1.1973 |
|
HIGH |
1.1901 |
|
0.618 |
1.1857 |
|
0.500 |
1.1843 |
|
0.382 |
1.1829 |
|
LOW |
1.1785 |
|
0.618 |
1.1713 |
|
1.000 |
1.1669 |
|
1.618 |
1.1597 |
|
2.618 |
1.1481 |
|
4.250 |
1.1292 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1843 |
1.1913 |
| PP |
1.1826 |
1.1873 |
| S1 |
1.1810 |
1.1833 |
|