CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1760 |
1.1738 |
-0.0022 |
-0.2% |
1.2280 |
| High |
1.1767 |
1.1827 |
0.0060 |
0.5% |
1.2280 |
| Low |
1.1707 |
1.1712 |
0.0005 |
0.0% |
1.1823 |
| Close |
1.1723 |
1.1789 |
0.0066 |
0.6% |
1.1908 |
| Range |
0.0060 |
0.0115 |
0.0055 |
91.7% |
0.0457 |
| ATR |
0.0107 |
0.0107 |
0.0001 |
0.6% |
0.0000 |
| Volume |
135 |
464 |
329 |
243.7% |
778 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2121 |
1.2070 |
1.1852 |
|
| R3 |
1.2006 |
1.1955 |
1.1821 |
|
| R2 |
1.1891 |
1.1891 |
1.1810 |
|
| R1 |
1.1840 |
1.1840 |
1.1800 |
1.1866 |
| PP |
1.1776 |
1.1776 |
1.1776 |
1.1789 |
| S1 |
1.1725 |
1.1725 |
1.1778 |
1.1751 |
| S2 |
1.1661 |
1.1661 |
1.1768 |
|
| S3 |
1.1546 |
1.1610 |
1.1757 |
|
| S4 |
1.1431 |
1.1495 |
1.1726 |
|
|
| 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 |
1.2316 |
|
2.618 |
1.2128 |
|
1.618 |
1.2013 |
|
1.000 |
1.1942 |
|
0.618 |
1.1898 |
|
HIGH |
1.1827 |
|
0.618 |
1.1783 |
|
0.500 |
1.1770 |
|
0.382 |
1.1756 |
|
LOW |
1.1712 |
|
0.618 |
1.1641 |
|
1.000 |
1.1597 |
|
1.618 |
1.1526 |
|
2.618 |
1.1411 |
|
4.250 |
1.1223 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1783 |
1.1799 |
| PP |
1.1776 |
1.1795 |
| S1 |
1.1770 |
1.1792 |
|