CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1901 |
1.1883 |
-0.0018 |
-0.2% |
1.2280 |
| High |
1.1939 |
1.1890 |
-0.0049 |
-0.4% |
1.2280 |
| Low |
1.1900 |
1.1798 |
-0.0102 |
-0.9% |
1.1823 |
| Close |
1.1909 |
1.1803 |
-0.0106 |
-0.9% |
1.1908 |
| Range |
0.0039 |
0.0092 |
0.0053 |
135.9% |
0.0457 |
| ATR |
0.0107 |
0.0108 |
0.0000 |
0.3% |
0.0000 |
| Volume |
521 |
30 |
-491 |
-94.2% |
778 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2106 |
1.2047 |
1.1854 |
|
| R3 |
1.2014 |
1.1955 |
1.1828 |
|
| R2 |
1.1922 |
1.1922 |
1.1820 |
|
| R1 |
1.1863 |
1.1863 |
1.1811 |
1.1847 |
| PP |
1.1830 |
1.1830 |
1.1830 |
1.1822 |
| S1 |
1.1771 |
1.1771 |
1.1795 |
1.1755 |
| S2 |
1.1738 |
1.1738 |
1.1786 |
|
| S3 |
1.1646 |
1.1679 |
1.1778 |
|
| S4 |
1.1554 |
1.1587 |
1.1752 |
|
|
| 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 |
1.2281 |
|
2.618 |
1.2131 |
|
1.618 |
1.2039 |
|
1.000 |
1.1982 |
|
0.618 |
1.1947 |
|
HIGH |
1.1890 |
|
0.618 |
1.1855 |
|
0.500 |
1.1844 |
|
0.382 |
1.1833 |
|
LOW |
1.1798 |
|
0.618 |
1.1741 |
|
1.000 |
1.1706 |
|
1.618 |
1.1649 |
|
2.618 |
1.1557 |
|
4.250 |
1.1407 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1844 |
1.1908 |
| PP |
1.1830 |
1.1873 |
| S1 |
1.1817 |
1.1838 |
|