CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1791 |
1.1822 |
0.0031 |
0.3% |
1.1901 |
| High |
1.1845 |
1.1990 |
0.0145 |
1.2% |
1.1939 |
| Low |
1.1770 |
1.1822 |
0.0052 |
0.4% |
1.1707 |
| Close |
1.1825 |
1.1957 |
0.0132 |
1.1% |
1.1802 |
| Range |
0.0075 |
0.0168 |
0.0093 |
124.0% |
0.0232 |
| ATR |
0.0104 |
0.0108 |
0.0005 |
4.4% |
0.0000 |
| Volume |
267 |
226 |
-41 |
-15.4% |
1,247 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2427 |
1.2360 |
1.2049 |
|
| R3 |
1.2259 |
1.2192 |
1.2003 |
|
| R2 |
1.2091 |
1.2091 |
1.1988 |
|
| R1 |
1.2024 |
1.2024 |
1.1972 |
1.2058 |
| PP |
1.1923 |
1.1923 |
1.1923 |
1.1940 |
| S1 |
1.1856 |
1.1856 |
1.1942 |
1.1890 |
| S2 |
1.1755 |
1.1755 |
1.1926 |
|
| S3 |
1.1587 |
1.1688 |
1.1911 |
|
| S4 |
1.1419 |
1.1520 |
1.1865 |
|
|
| 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 |
1.2704 |
|
2.618 |
1.2430 |
|
1.618 |
1.2262 |
|
1.000 |
1.2158 |
|
0.618 |
1.2094 |
|
HIGH |
1.1990 |
|
0.618 |
1.1926 |
|
0.500 |
1.1906 |
|
0.382 |
1.1886 |
|
LOW |
1.1822 |
|
0.618 |
1.1718 |
|
1.000 |
1.1654 |
|
1.618 |
1.1550 |
|
2.618 |
1.1382 |
|
4.250 |
1.1108 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1940 |
1.1924 |
| PP |
1.1923 |
1.1891 |
| S1 |
1.1906 |
1.1858 |
|