CME Japanese Yen Future September 2011
Trading Metrics calculated at close of trading on 06-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.1883 |
1.1760 |
-0.0123 |
-1.0% |
1.2280 |
High |
1.1890 |
1.1767 |
-0.0123 |
-1.0% |
1.2280 |
Low |
1.1798 |
1.1707 |
-0.0091 |
-0.8% |
1.1823 |
Close |
1.1803 |
1.1723 |
-0.0080 |
-0.7% |
1.1908 |
Range |
0.0092 |
0.0060 |
-0.0032 |
-34.8% |
0.0457 |
ATR |
0.0108 |
0.0107 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
30 |
135 |
105 |
350.0% |
778 |
|
Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1912 |
1.1878 |
1.1756 |
|
R3 |
1.1852 |
1.1818 |
1.1740 |
|
R2 |
1.1792 |
1.1792 |
1.1734 |
|
R1 |
1.1758 |
1.1758 |
1.1729 |
1.1745 |
PP |
1.1732 |
1.1732 |
1.1732 |
1.1726 |
S1 |
1.1698 |
1.1698 |
1.1718 |
1.1685 |
S2 |
1.1672 |
1.1672 |
1.1712 |
|
S3 |
1.1612 |
1.1638 |
1.1707 |
|
S4 |
1.1552 |
1.1578 |
1.1690 |
|
|
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 |
1.2022 |
2.618 |
1.1924 |
1.618 |
1.1864 |
1.000 |
1.1827 |
0.618 |
1.1804 |
HIGH |
1.1767 |
0.618 |
1.1744 |
0.500 |
1.1737 |
0.382 |
1.1730 |
LOW |
1.1707 |
0.618 |
1.1670 |
1.000 |
1.1647 |
1.618 |
1.1610 |
2.618 |
1.1550 |
4.250 |
1.1452 |
|
|
Fisher Pivots for day following 06-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1737 |
1.1823 |
PP |
1.1732 |
1.1790 |
S1 |
1.1728 |
1.1756 |
|