CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1813 |
1.1967 |
0.0154 |
1.3% |
1.1887 |
| High |
1.1986 |
1.1980 |
-0.0006 |
-0.1% |
1.1931 |
| Low |
1.1798 |
1.1871 |
0.0073 |
0.6% |
1.1697 |
| Close |
1.1948 |
1.1932 |
-0.0016 |
-0.1% |
1.1793 |
| Range |
0.0188 |
0.0109 |
-0.0079 |
-42.0% |
0.0234 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
170,315 |
116,805 |
-53,510 |
-31.4% |
626,116 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2255 |
1.2202 |
1.1992 |
|
| R3 |
1.2146 |
1.2093 |
1.1962 |
|
| R2 |
1.2037 |
1.2037 |
1.1952 |
|
| R1 |
1.1984 |
1.1984 |
1.1942 |
1.1956 |
| PP |
1.1928 |
1.1928 |
1.1928 |
1.1914 |
| S1 |
1.1875 |
1.1875 |
1.1922 |
1.1847 |
| S2 |
1.1819 |
1.1819 |
1.1912 |
|
| S3 |
1.1710 |
1.1766 |
1.1902 |
|
| S4 |
1.1601 |
1.1657 |
1.1872 |
|
|
| 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 |
1.1986 |
1.1699 |
0.0287 |
2.4% |
0.0123 |
1.0% |
81% |
False |
False |
133,423 |
| 10 |
1.2115 |
1.1697 |
0.0418 |
3.5% |
0.0123 |
1.0% |
56% |
False |
False |
134,327 |
| 20 |
1.2957 |
1.1697 |
0.1260 |
10.6% |
0.0143 |
1.2% |
19% |
False |
False |
130,654 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.6% |
0.0130 |
1.1% |
19% |
False |
False |
91,184 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.6% |
0.0117 |
1.0% |
19% |
False |
False |
60,849 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.6% |
0.0104 |
0.9% |
19% |
False |
False |
45,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2443 |
|
2.618 |
1.2265 |
|
1.618 |
1.2156 |
|
1.000 |
1.2089 |
|
0.618 |
1.2047 |
|
HIGH |
1.1980 |
|
0.618 |
1.1938 |
|
0.500 |
1.1926 |
|
0.382 |
1.1913 |
|
LOW |
1.1871 |
|
0.618 |
1.1804 |
|
1.000 |
1.1762 |
|
1.618 |
1.1695 |
|
2.618 |
1.1586 |
|
4.250 |
1.1408 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1930 |
1.1910 |
| PP |
1.1928 |
1.1888 |
| S1 |
1.1926 |
1.1866 |
|