CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1754 |
1.1711 |
-0.0043 |
-0.4% |
1.2293 |
| High |
1.1793 |
1.1825 |
0.0032 |
0.3% |
1.2294 |
| Low |
1.1697 |
1.1699 |
0.0002 |
0.0% |
1.1806 |
| Close |
1.1713 |
1.1779 |
0.0066 |
0.6% |
1.1897 |
| Range |
0.0096 |
0.0126 |
0.0030 |
31.3% |
0.0488 |
| ATR |
0.0132 |
0.0132 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
136,265 |
155,287 |
19,022 |
14.0% |
672,246 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2146 |
1.2088 |
1.1848 |
|
| R3 |
1.2020 |
1.1962 |
1.1814 |
|
| R2 |
1.1894 |
1.1894 |
1.1802 |
|
| R1 |
1.1836 |
1.1836 |
1.1791 |
1.1865 |
| PP |
1.1768 |
1.1768 |
1.1768 |
1.1782 |
| S1 |
1.1710 |
1.1710 |
1.1767 |
1.1739 |
| S2 |
1.1642 |
1.1642 |
1.1756 |
|
| S3 |
1.1516 |
1.1584 |
1.1744 |
|
| S4 |
1.1390 |
1.1458 |
1.1710 |
|
|
| 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 |
1.2040 |
1.1697 |
0.0343 |
2.9% |
0.0130 |
1.1% |
24% |
False |
False |
140,504 |
| 10 |
1.2374 |
1.1697 |
0.0677 |
5.7% |
0.0117 |
1.0% |
12% |
False |
False |
125,887 |
| 20 |
1.2957 |
1.1697 |
0.1260 |
10.7% |
0.0169 |
1.4% |
7% |
False |
False |
145,786 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.7% |
0.0127 |
1.1% |
7% |
False |
False |
78,418 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.7% |
0.0113 |
1.0% |
7% |
False |
False |
52,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2361 |
|
2.618 |
1.2155 |
|
1.618 |
1.2029 |
|
1.000 |
1.1951 |
|
0.618 |
1.1903 |
|
HIGH |
1.1825 |
|
0.618 |
1.1777 |
|
0.500 |
1.1762 |
|
0.382 |
1.1747 |
|
LOW |
1.1699 |
|
0.618 |
1.1621 |
|
1.000 |
1.1573 |
|
1.618 |
1.1495 |
|
2.618 |
1.1369 |
|
4.250 |
1.1164 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1773 |
1.1799 |
| PP |
1.1768 |
1.1792 |
| S1 |
1.1762 |
1.1786 |
|