CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2224 |
1.2259 |
0.0035 |
0.3% |
1.2030 |
| High |
1.2275 |
1.2309 |
0.0034 |
0.3% |
1.2256 |
| Low |
1.2202 |
1.2075 |
-0.0127 |
-1.0% |
1.2013 |
| Close |
1.2256 |
1.2165 |
-0.0091 |
-0.7% |
1.2232 |
| Range |
0.0073 |
0.0234 |
0.0161 |
220.5% |
0.0243 |
| ATR |
0.0123 |
0.0131 |
0.0008 |
6.4% |
0.0000 |
| Volume |
88,383 |
129,383 |
41,000 |
46.4% |
485,279 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2885 |
1.2759 |
1.2294 |
|
| R3 |
1.2651 |
1.2525 |
1.2229 |
|
| R2 |
1.2417 |
1.2417 |
1.2208 |
|
| R1 |
1.2291 |
1.2291 |
1.2186 |
1.2237 |
| PP |
1.2183 |
1.2183 |
1.2183 |
1.2156 |
| S1 |
1.2057 |
1.2057 |
1.2144 |
1.2003 |
| S2 |
1.1949 |
1.1949 |
1.2122 |
|
| S3 |
1.1715 |
1.1823 |
1.2101 |
|
| S4 |
1.1481 |
1.1589 |
1.2036 |
|
|
| 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 |
1.2309 |
1.2035 |
0.0274 |
2.3% |
0.0138 |
1.1% |
47% |
True |
False |
111,938 |
| 10 |
1.2309 |
1.1871 |
0.0438 |
3.6% |
0.0128 |
1.1% |
67% |
True |
False |
117,047 |
| 20 |
1.2309 |
1.1697 |
0.0612 |
5.0% |
0.0126 |
1.0% |
76% |
True |
False |
126,623 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.4% |
0.0141 |
1.2% |
37% |
False |
False |
117,280 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.4% |
0.0124 |
1.0% |
37% |
False |
False |
78,391 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.4% |
0.0114 |
0.9% |
37% |
False |
False |
58,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3304 |
|
2.618 |
1.2922 |
|
1.618 |
1.2688 |
|
1.000 |
1.2543 |
|
0.618 |
1.2454 |
|
HIGH |
1.2309 |
|
0.618 |
1.2220 |
|
0.500 |
1.2192 |
|
0.382 |
1.2164 |
|
LOW |
1.2075 |
|
0.618 |
1.1930 |
|
1.000 |
1.1841 |
|
1.618 |
1.1696 |
|
2.618 |
1.1462 |
|
4.250 |
1.1081 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2192 |
1.2192 |
| PP |
1.2183 |
1.2183 |
| S1 |
1.2174 |
1.2174 |
|