CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2114 |
1.2111 |
-0.0003 |
0.0% |
1.1781 |
| High |
1.2160 |
1.2256 |
0.0096 |
0.8% |
1.2059 |
| Low |
1.2035 |
1.2111 |
0.0076 |
0.6% |
1.1746 |
| Close |
1.2139 |
1.2232 |
0.0093 |
0.8% |
1.2033 |
| Range |
0.0125 |
0.0145 |
0.0020 |
16.0% |
0.0313 |
| ATR |
0.0127 |
0.0128 |
0.0001 |
1.0% |
0.0000 |
| Volume |
116,017 |
111,042 |
-4,975 |
-4.3% |
620,455 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2635 |
1.2578 |
1.2312 |
|
| R3 |
1.2490 |
1.2433 |
1.2272 |
|
| R2 |
1.2345 |
1.2345 |
1.2259 |
|
| R1 |
1.2288 |
1.2288 |
1.2245 |
1.2317 |
| PP |
1.2200 |
1.2200 |
1.2200 |
1.2214 |
| S1 |
1.2143 |
1.2143 |
1.2219 |
1.2172 |
| S2 |
1.2055 |
1.2055 |
1.2205 |
|
| S3 |
1.1910 |
1.1998 |
1.2192 |
|
| S4 |
1.1765 |
1.1853 |
1.2152 |
|
|
| 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 |
1.2256 |
1.1937 |
0.0319 |
2.6% |
0.0123 |
1.0% |
92% |
True |
False |
115,679 |
| 10 |
1.2256 |
1.1714 |
0.0542 |
4.4% |
0.0124 |
1.0% |
96% |
True |
False |
123,286 |
| 20 |
1.2374 |
1.1697 |
0.0677 |
5.5% |
0.0121 |
1.0% |
79% |
False |
False |
124,587 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0136 |
1.1% |
42% |
False |
False |
109,115 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0122 |
1.0% |
42% |
False |
False |
72,856 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0111 |
0.9% |
42% |
False |
False |
54,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2872 |
|
2.618 |
1.2636 |
|
1.618 |
1.2491 |
|
1.000 |
1.2401 |
|
0.618 |
1.2346 |
|
HIGH |
1.2256 |
|
0.618 |
1.2201 |
|
0.500 |
1.2184 |
|
0.382 |
1.2166 |
|
LOW |
1.2111 |
|
0.618 |
1.2021 |
|
1.000 |
1.1966 |
|
1.618 |
1.1876 |
|
2.618 |
1.1731 |
|
4.250 |
1.1495 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2216 |
1.2203 |
| PP |
1.2200 |
1.2174 |
| S1 |
1.2184 |
1.2146 |
|