CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2121 |
1.2114 |
-0.0007 |
-0.1% |
1.1781 |
| High |
1.2150 |
1.2160 |
0.0010 |
0.1% |
1.2059 |
| Low |
1.2086 |
1.2035 |
-0.0051 |
-0.4% |
1.1746 |
| Close |
1.2139 |
1.2139 |
0.0000 |
0.0% |
1.2033 |
| Range |
0.0064 |
0.0125 |
0.0061 |
95.3% |
0.0313 |
| ATR |
0.0127 |
0.0127 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
107,505 |
116,017 |
8,512 |
7.9% |
620,455 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2486 |
1.2438 |
1.2208 |
|
| R3 |
1.2361 |
1.2313 |
1.2173 |
|
| R2 |
1.2236 |
1.2236 |
1.2162 |
|
| R1 |
1.2188 |
1.2188 |
1.2150 |
1.2212 |
| PP |
1.2111 |
1.2111 |
1.2111 |
1.2124 |
| S1 |
1.2063 |
1.2063 |
1.2128 |
1.2087 |
| S2 |
1.1986 |
1.1986 |
1.2116 |
|
| S3 |
1.1861 |
1.1938 |
1.2105 |
|
| S4 |
1.1736 |
1.1813 |
1.2070 |
|
|
| 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 |
1.1918 |
0.0253 |
2.1% |
0.0122 |
1.0% |
87% |
False |
False |
121,998 |
| 10 |
1.2171 |
1.1699 |
0.0472 |
3.9% |
0.0122 |
1.0% |
93% |
False |
False |
127,710 |
| 20 |
1.2390 |
1.1697 |
0.0693 |
5.7% |
0.0116 |
1.0% |
64% |
False |
False |
122,917 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.4% |
0.0135 |
1.1% |
35% |
False |
False |
106,363 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.4% |
0.0120 |
1.0% |
35% |
False |
False |
71,008 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.4% |
0.0110 |
0.9% |
35% |
False |
False |
53,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2691 |
|
2.618 |
1.2487 |
|
1.618 |
1.2362 |
|
1.000 |
1.2285 |
|
0.618 |
1.2237 |
|
HIGH |
1.2160 |
|
0.618 |
1.2112 |
|
0.500 |
1.2098 |
|
0.382 |
1.2083 |
|
LOW |
1.2035 |
|
0.618 |
1.1958 |
|
1.000 |
1.1910 |
|
1.618 |
1.1833 |
|
2.618 |
1.1708 |
|
4.250 |
1.1504 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2125 |
1.2123 |
| PP |
1.2111 |
1.2108 |
| S1 |
1.2098 |
1.2092 |
|