CME Japanese Yen Future September 2011
Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.1822 |
1.1941 |
0.0119 |
1.0% |
1.1901 |
High |
1.1990 |
1.1973 |
-0.0017 |
-0.1% |
1.1939 |
Low |
1.1822 |
1.1897 |
0.0075 |
0.6% |
1.1707 |
Close |
1.1957 |
1.1941 |
-0.0016 |
-0.1% |
1.1802 |
Range |
0.0168 |
0.0076 |
-0.0092 |
-54.8% |
0.0232 |
ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
226 |
222 |
-4 |
-1.8% |
1,247 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2165 |
1.2129 |
1.1983 |
|
R3 |
1.2089 |
1.2053 |
1.1962 |
|
R2 |
1.2013 |
1.2013 |
1.1955 |
|
R1 |
1.1977 |
1.1977 |
1.1948 |
1.1979 |
PP |
1.1937 |
1.1937 |
1.1937 |
1.1938 |
S1 |
1.1901 |
1.1901 |
1.1934 |
1.1903 |
S2 |
1.1861 |
1.1861 |
1.1927 |
|
S3 |
1.1785 |
1.1825 |
1.1920 |
|
S4 |
1.1709 |
1.1749 |
1.1899 |
|
|
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 |
1.2296 |
2.618 |
1.2172 |
1.618 |
1.2096 |
1.000 |
1.2049 |
0.618 |
1.2020 |
HIGH |
1.1973 |
0.618 |
1.1944 |
0.500 |
1.1935 |
0.382 |
1.1926 |
LOW |
1.1897 |
0.618 |
1.1850 |
1.000 |
1.1821 |
1.618 |
1.1774 |
2.618 |
1.1698 |
4.250 |
1.1574 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1939 |
1.1921 |
PP |
1.1937 |
1.1900 |
S1 |
1.1935 |
1.1880 |
|