CME Japanese Yen Future September 2011
Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.1790 |
1.1791 |
0.0001 |
0.0% |
1.1901 |
High |
1.1817 |
1.1845 |
0.0028 |
0.2% |
1.1939 |
Low |
1.1726 |
1.1770 |
0.0044 |
0.4% |
1.1707 |
Close |
1.1802 |
1.1825 |
0.0023 |
0.2% |
1.1802 |
Range |
0.0091 |
0.0075 |
-0.0016 |
-17.6% |
0.0232 |
ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
97 |
267 |
170 |
175.3% |
1,247 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2038 |
1.2007 |
1.1866 |
|
R3 |
1.1963 |
1.1932 |
1.1846 |
|
R2 |
1.1888 |
1.1888 |
1.1839 |
|
R1 |
1.1857 |
1.1857 |
1.1832 |
1.1873 |
PP |
1.1813 |
1.1813 |
1.1813 |
1.1821 |
S1 |
1.1782 |
1.1782 |
1.1818 |
1.1798 |
S2 |
1.1738 |
1.1738 |
1.1811 |
|
S3 |
1.1663 |
1.1707 |
1.1804 |
|
S4 |
1.1588 |
1.1632 |
1.1784 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2512 |
1.2389 |
1.1930 |
|
R3 |
1.2280 |
1.2157 |
1.1866 |
|
R2 |
1.2048 |
1.2048 |
1.1845 |
|
R1 |
1.1925 |
1.1925 |
1.1823 |
1.1871 |
PP |
1.1816 |
1.1816 |
1.1816 |
1.1789 |
S1 |
1.1693 |
1.1693 |
1.1781 |
1.1639 |
S2 |
1.1584 |
1.1584 |
1.1759 |
|
S3 |
1.1352 |
1.1461 |
1.1738 |
|
S4 |
1.1120 |
1.1229 |
1.1674 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2164 |
2.618 |
1.2041 |
1.618 |
1.1966 |
1.000 |
1.1920 |
0.618 |
1.1891 |
HIGH |
1.1845 |
0.618 |
1.1816 |
0.500 |
1.1808 |
0.382 |
1.1799 |
LOW |
1.1770 |
0.618 |
1.1724 |
1.000 |
1.1695 |
1.618 |
1.1649 |
2.618 |
1.1574 |
4.250 |
1.1451 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1819 |
1.1810 |
PP |
1.1813 |
1.1794 |
S1 |
1.1808 |
1.1779 |
|