CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2030 |
1.2121 |
0.0091 |
0.8% |
1.1781 |
| High |
1.2171 |
1.2150 |
-0.0021 |
-0.2% |
1.2059 |
| Low |
1.2013 |
1.2086 |
0.0073 |
0.6% |
1.1746 |
| Close |
1.2104 |
1.2139 |
0.0035 |
0.3% |
1.2033 |
| Range |
0.0158 |
0.0064 |
-0.0094 |
-59.5% |
0.0313 |
| ATR |
0.0132 |
0.0127 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
150,715 |
107,505 |
-43,210 |
-28.7% |
620,455 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2317 |
1.2292 |
1.2174 |
|
| R3 |
1.2253 |
1.2228 |
1.2157 |
|
| R2 |
1.2189 |
1.2189 |
1.2151 |
|
| R1 |
1.2164 |
1.2164 |
1.2145 |
1.2177 |
| PP |
1.2125 |
1.2125 |
1.2125 |
1.2131 |
| S1 |
1.2100 |
1.2100 |
1.2133 |
1.2113 |
| S2 |
1.2061 |
1.2061 |
1.2127 |
|
| S3 |
1.1997 |
1.2036 |
1.2121 |
|
| S4 |
1.1933 |
1.1972 |
1.2104 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2885 |
1.2772 |
1.2205 |
|
| R3 |
1.2572 |
1.2459 |
1.2119 |
|
| R2 |
1.2259 |
1.2259 |
1.2090 |
|
| R1 |
1.2146 |
1.2146 |
1.2062 |
1.2203 |
| PP |
1.1946 |
1.1946 |
1.1946 |
1.1974 |
| S1 |
1.1833 |
1.1833 |
1.2004 |
1.1890 |
| S2 |
1.1633 |
1.1633 |
1.1976 |
|
| S3 |
1.1320 |
1.1520 |
1.1947 |
|
| S4 |
1.1007 |
1.1207 |
1.1861 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2171 |
1.1871 |
0.0300 |
2.5% |
0.0119 |
1.0% |
89% |
False |
False |
122,155 |
| 10 |
1.2171 |
1.1697 |
0.0474 |
3.9% |
0.0120 |
1.0% |
93% |
False |
False |
129,735 |
| 20 |
1.2398 |
1.1697 |
0.0701 |
5.8% |
0.0113 |
0.9% |
63% |
False |
False |
122,492 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.4% |
0.0134 |
1.1% |
35% |
False |
False |
103,490 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.4% |
0.0120 |
1.0% |
35% |
False |
False |
69,075 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.4% |
0.0108 |
0.9% |
35% |
False |
False |
51,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2422 |
|
2.618 |
1.2318 |
|
1.618 |
1.2254 |
|
1.000 |
1.2214 |
|
0.618 |
1.2190 |
|
HIGH |
1.2150 |
|
0.618 |
1.2126 |
|
0.500 |
1.2118 |
|
0.382 |
1.2110 |
|
LOW |
1.2086 |
|
0.618 |
1.2046 |
|
1.000 |
1.2022 |
|
1.618 |
1.1982 |
|
2.618 |
1.1918 |
|
4.250 |
1.1814 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2132 |
1.2111 |
| PP |
1.2125 |
1.2082 |
| S1 |
1.2118 |
1.2054 |
|