CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2017 |
1.1901 |
-0.0116 |
-1.0% |
1.2280 |
| High |
1.2017 |
1.1939 |
-0.0078 |
-0.6% |
1.2280 |
| Low |
1.1823 |
1.1900 |
0.0077 |
0.7% |
1.1823 |
| Close |
1.1908 |
1.1909 |
0.0001 |
0.0% |
1.1908 |
| Range |
0.0194 |
0.0039 |
-0.0155 |
-79.9% |
0.0457 |
| ATR |
0.0112 |
0.0107 |
-0.0005 |
-4.7% |
0.0000 |
| Volume |
100 |
521 |
421 |
421.0% |
778 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.2010 |
1.1930 |
|
| R3 |
1.1994 |
1.1971 |
1.1920 |
|
| R2 |
1.1955 |
1.1955 |
1.1916 |
|
| R1 |
1.1932 |
1.1932 |
1.1913 |
1.1944 |
| PP |
1.1916 |
1.1916 |
1.1916 |
1.1922 |
| S1 |
1.1893 |
1.1893 |
1.1905 |
1.1905 |
| S2 |
1.1877 |
1.1877 |
1.1902 |
|
| S3 |
1.1838 |
1.1854 |
1.1898 |
|
| S4 |
1.1799 |
1.1815 |
1.1888 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3375 |
1.3098 |
1.2159 |
|
| R3 |
1.2918 |
1.2641 |
1.2034 |
|
| R2 |
1.2461 |
1.2461 |
1.1992 |
|
| R1 |
1.2184 |
1.2184 |
1.1950 |
1.2094 |
| PP |
1.2004 |
1.2004 |
1.2004 |
1.1959 |
| S1 |
1.1727 |
1.1727 |
1.1866 |
1.1637 |
| S2 |
1.1547 |
1.1547 |
1.1824 |
|
| S3 |
1.1090 |
1.1270 |
1.1782 |
|
| S4 |
1.0633 |
1.0813 |
1.1657 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2105 |
|
2.618 |
1.2041 |
|
1.618 |
1.2002 |
|
1.000 |
1.1978 |
|
0.618 |
1.1963 |
|
HIGH |
1.1939 |
|
0.618 |
1.1924 |
|
0.500 |
1.1920 |
|
0.382 |
1.1915 |
|
LOW |
1.1900 |
|
0.618 |
1.1876 |
|
1.000 |
1.1861 |
|
1.618 |
1.1837 |
|
2.618 |
1.1798 |
|
4.250 |
1.1734 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1920 |
1.1966 |
| PP |
1.1916 |
1.1947 |
| S1 |
1.1913 |
1.1928 |
|