CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2111 |
1.2226 |
0.0115 |
0.9% |
1.2030 |
| High |
1.2256 |
1.2247 |
-0.0009 |
-0.1% |
1.2256 |
| Low |
1.2111 |
1.2134 |
0.0023 |
0.2% |
1.2013 |
| Close |
1.2232 |
1.2231 |
-0.0001 |
0.0% |
1.2232 |
| Range |
0.0145 |
0.0113 |
-0.0032 |
-22.1% |
0.0243 |
| ATR |
0.0128 |
0.0127 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
111,042 |
114,869 |
3,827 |
3.4% |
485,279 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2543 |
1.2500 |
1.2293 |
|
| R3 |
1.2430 |
1.2387 |
1.2262 |
|
| R2 |
1.2317 |
1.2317 |
1.2252 |
|
| R1 |
1.2274 |
1.2274 |
1.2241 |
1.2296 |
| PP |
1.2204 |
1.2204 |
1.2204 |
1.2215 |
| S1 |
1.2161 |
1.2161 |
1.2221 |
1.2183 |
| S2 |
1.2091 |
1.2091 |
1.2210 |
|
| S3 |
1.1978 |
1.2048 |
1.2200 |
|
| S4 |
1.1865 |
1.1935 |
1.2169 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2896 |
1.2807 |
1.2366 |
|
| R3 |
1.2653 |
1.2564 |
1.2299 |
|
| R2 |
1.2410 |
1.2410 |
1.2277 |
|
| R1 |
1.2321 |
1.2321 |
1.2254 |
1.2366 |
| PP |
1.2167 |
1.2167 |
1.2167 |
1.2189 |
| S1 |
1.2078 |
1.2078 |
1.2210 |
1.2123 |
| S2 |
1.1924 |
1.1924 |
1.2187 |
|
| S3 |
1.1681 |
1.1835 |
1.2165 |
|
| S4 |
1.1438 |
1.1592 |
1.2098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2256 |
1.2013 |
0.0243 |
2.0% |
0.0121 |
1.0% |
90% |
False |
False |
120,029 |
| 10 |
1.2256 |
1.1746 |
0.0510 |
4.2% |
0.0126 |
1.0% |
95% |
False |
False |
122,060 |
| 20 |
1.2294 |
1.1697 |
0.0597 |
4.9% |
0.0122 |
1.0% |
89% |
False |
False |
125,948 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0137 |
1.1% |
42% |
False |
False |
111,958 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0121 |
1.0% |
42% |
False |
False |
74,766 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0111 |
0.9% |
42% |
False |
False |
56,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2727 |
|
2.618 |
1.2543 |
|
1.618 |
1.2430 |
|
1.000 |
1.2360 |
|
0.618 |
1.2317 |
|
HIGH |
1.2247 |
|
0.618 |
1.2204 |
|
0.500 |
1.2191 |
|
0.382 |
1.2177 |
|
LOW |
1.2134 |
|
0.618 |
1.2064 |
|
1.000 |
1.2021 |
|
1.618 |
1.1951 |
|
2.618 |
1.1838 |
|
4.250 |
1.1654 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2218 |
1.2203 |
| PP |
1.2204 |
1.2174 |
| S1 |
1.2191 |
1.2146 |
|