CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1891 |
1.1754 |
-0.0137 |
-1.2% |
1.2293 |
| High |
1.1901 |
1.1793 |
-0.0108 |
-0.9% |
1.2294 |
| Low |
1.1785 |
1.1697 |
-0.0088 |
-0.7% |
1.1806 |
| Close |
1.1793 |
1.1713 |
-0.0080 |
-0.7% |
1.1897 |
| Range |
0.0116 |
0.0096 |
-0.0020 |
-17.2% |
0.0488 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
122,413 |
136,265 |
13,852 |
11.3% |
672,246 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2022 |
1.1964 |
1.1766 |
|
| R3 |
1.1926 |
1.1868 |
1.1739 |
|
| R2 |
1.1830 |
1.1830 |
1.1731 |
|
| R1 |
1.1772 |
1.1772 |
1.1722 |
1.1753 |
| PP |
1.1734 |
1.1734 |
1.1734 |
1.1725 |
| S1 |
1.1676 |
1.1676 |
1.1704 |
1.1657 |
| S2 |
1.1638 |
1.1638 |
1.1695 |
|
| S3 |
1.1542 |
1.1580 |
1.1687 |
|
| S4 |
1.1446 |
1.1484 |
1.1660 |
|
|
| 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 |
1.2115 |
1.1697 |
0.0418 |
3.6% |
0.0123 |
1.1% |
4% |
False |
True |
135,230 |
| 10 |
1.2390 |
1.1697 |
0.0693 |
5.9% |
0.0110 |
0.9% |
2% |
False |
True |
118,123 |
| 20 |
1.2957 |
1.1697 |
0.1260 |
10.8% |
0.0167 |
1.4% |
1% |
False |
True |
142,713 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.8% |
0.0125 |
1.1% |
1% |
False |
True |
74,541 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.8% |
0.0112 |
1.0% |
1% |
False |
True |
49,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2201 |
|
2.618 |
1.2044 |
|
1.618 |
1.1948 |
|
1.000 |
1.1889 |
|
0.618 |
1.1852 |
|
HIGH |
1.1793 |
|
0.618 |
1.1756 |
|
0.500 |
1.1745 |
|
0.382 |
1.1734 |
|
LOW |
1.1697 |
|
0.618 |
1.1638 |
|
1.000 |
1.1601 |
|
1.618 |
1.1542 |
|
2.618 |
1.1446 |
|
4.250 |
1.1289 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1745 |
1.1814 |
| PP |
1.1734 |
1.1780 |
| S1 |
1.1724 |
1.1747 |
|