CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1711 |
1.1766 |
0.0055 |
0.5% |
1.1887 |
| High |
1.1825 |
1.1814 |
-0.0011 |
-0.1% |
1.1931 |
| Low |
1.1699 |
1.1714 |
0.0015 |
0.1% |
1.1697 |
| Close |
1.1779 |
1.1793 |
0.0014 |
0.1% |
1.1793 |
| Range |
0.0126 |
0.0100 |
-0.0026 |
-20.6% |
0.0234 |
| ATR |
0.0132 |
0.0129 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
155,287 |
127,130 |
-28,157 |
-18.1% |
626,116 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2074 |
1.2033 |
1.1848 |
|
| R3 |
1.1974 |
1.1933 |
1.1821 |
|
| R2 |
1.1874 |
1.1874 |
1.1811 |
|
| R1 |
1.1833 |
1.1833 |
1.1802 |
1.1854 |
| PP |
1.1774 |
1.1774 |
1.1774 |
1.1784 |
| S1 |
1.1733 |
1.1733 |
1.1784 |
1.1754 |
| S2 |
1.1674 |
1.1674 |
1.1775 |
|
| S3 |
1.1574 |
1.1633 |
1.1766 |
|
| S4 |
1.1474 |
1.1533 |
1.1738 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2509 |
1.2385 |
1.1922 |
|
| R3 |
1.2275 |
1.2151 |
1.1857 |
|
| R2 |
1.2041 |
1.2041 |
1.1836 |
|
| R1 |
1.1917 |
1.1917 |
1.1814 |
1.1862 |
| PP |
1.1807 |
1.1807 |
1.1807 |
1.1780 |
| S1 |
1.1683 |
1.1683 |
1.1772 |
1.1628 |
| S2 |
1.1573 |
1.1573 |
1.1750 |
|
| S3 |
1.1339 |
1.1449 |
1.1729 |
|
| S4 |
1.1105 |
1.1215 |
1.1664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1931 |
1.1697 |
0.0234 |
2.0% |
0.0103 |
0.9% |
41% |
False |
False |
125,223 |
| 10 |
1.2294 |
1.1697 |
0.0597 |
5.1% |
0.0118 |
1.0% |
16% |
False |
False |
129,836 |
| 20 |
1.2957 |
1.1697 |
0.1260 |
10.7% |
0.0162 |
1.4% |
8% |
False |
False |
142,110 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.7% |
0.0125 |
1.1% |
8% |
False |
False |
81,584 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.7% |
0.0114 |
1.0% |
8% |
False |
False |
54,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2239 |
|
2.618 |
1.2076 |
|
1.618 |
1.1976 |
|
1.000 |
1.1914 |
|
0.618 |
1.1876 |
|
HIGH |
1.1814 |
|
0.618 |
1.1776 |
|
0.500 |
1.1764 |
|
0.382 |
1.1752 |
|
LOW |
1.1714 |
|
0.618 |
1.1652 |
|
1.000 |
1.1614 |
|
1.618 |
1.1552 |
|
2.618 |
1.1452 |
|
4.250 |
1.1289 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1783 |
1.1782 |
| PP |
1.1774 |
1.1772 |
| S1 |
1.1764 |
1.1761 |
|