CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2164 |
1.2266 |
0.0102 |
0.8% |
1.2226 |
| High |
1.2288 |
1.2342 |
0.0054 |
0.4% |
1.2342 |
| Low |
1.2156 |
1.2248 |
0.0092 |
0.8% |
1.2075 |
| Close |
1.2272 |
1.2330 |
0.0058 |
0.5% |
1.2330 |
| Range |
0.0132 |
0.0094 |
-0.0038 |
-28.8% |
0.0267 |
| ATR |
0.0131 |
0.0128 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
107,027 |
60,913 |
-46,114 |
-43.1% |
500,575 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2589 |
1.2553 |
1.2382 |
|
| R3 |
1.2495 |
1.2459 |
1.2356 |
|
| R2 |
1.2401 |
1.2401 |
1.2347 |
|
| R1 |
1.2365 |
1.2365 |
1.2339 |
1.2383 |
| PP |
1.2307 |
1.2307 |
1.2307 |
1.2316 |
| S1 |
1.2271 |
1.2271 |
1.2321 |
1.2289 |
| S2 |
1.2213 |
1.2213 |
1.2313 |
|
| S3 |
1.2119 |
1.2177 |
1.2304 |
|
| S4 |
1.2025 |
1.2083 |
1.2278 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3050 |
1.2957 |
1.2477 |
|
| R3 |
1.2783 |
1.2690 |
1.2403 |
|
| R2 |
1.2516 |
1.2516 |
1.2379 |
|
| R1 |
1.2423 |
1.2423 |
1.2354 |
1.2470 |
| PP |
1.2249 |
1.2249 |
1.2249 |
1.2272 |
| S1 |
1.2156 |
1.2156 |
1.2306 |
1.2203 |
| S2 |
1.1982 |
1.1982 |
1.2281 |
|
| S3 |
1.1715 |
1.1889 |
1.2257 |
|
| S4 |
1.1448 |
1.1622 |
1.2183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2342 |
1.2075 |
0.0267 |
2.2% |
0.0129 |
1.0% |
96% |
True |
False |
100,115 |
| 10 |
1.2342 |
1.1937 |
0.0405 |
3.3% |
0.0126 |
1.0% |
97% |
True |
False |
107,897 |
| 20 |
1.2342 |
1.1697 |
0.0645 |
5.2% |
0.0127 |
1.0% |
98% |
True |
False |
121,798 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0142 |
1.2% |
50% |
False |
False |
121,274 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0125 |
1.0% |
50% |
False |
False |
81,183 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0115 |
0.9% |
50% |
False |
False |
60,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2742 |
|
2.618 |
1.2588 |
|
1.618 |
1.2494 |
|
1.000 |
1.2436 |
|
0.618 |
1.2400 |
|
HIGH |
1.2342 |
|
0.618 |
1.2306 |
|
0.500 |
1.2295 |
|
0.382 |
1.2284 |
|
LOW |
1.2248 |
|
0.618 |
1.2190 |
|
1.000 |
1.2154 |
|
1.618 |
1.2096 |
|
2.618 |
1.2002 |
|
4.250 |
1.1849 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2318 |
1.2290 |
| PP |
1.2307 |
1.2249 |
| S1 |
1.2295 |
1.2209 |
|