CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1941 |
1.1956 |
0.0015 |
0.1% |
1.1901 |
| High |
1.1973 |
1.2053 |
0.0080 |
0.7% |
1.1939 |
| Low |
1.1897 |
1.1956 |
0.0059 |
0.5% |
1.1707 |
| Close |
1.1941 |
1.1999 |
0.0058 |
0.5% |
1.1802 |
| Range |
0.0076 |
0.0097 |
0.0021 |
27.6% |
0.0232 |
| ATR |
0.0106 |
0.0107 |
0.0000 |
0.4% |
0.0000 |
| Volume |
222 |
143 |
-79 |
-35.6% |
1,247 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2294 |
1.2243 |
1.2052 |
|
| R3 |
1.2197 |
1.2146 |
1.2026 |
|
| R2 |
1.2100 |
1.2100 |
1.2017 |
|
| R1 |
1.2049 |
1.2049 |
1.2008 |
1.2075 |
| PP |
1.2003 |
1.2003 |
1.2003 |
1.2015 |
| S1 |
1.1952 |
1.1952 |
1.1990 |
1.1978 |
| S2 |
1.1906 |
1.1906 |
1.1981 |
|
| S3 |
1.1809 |
1.1855 |
1.1972 |
|
| S4 |
1.1712 |
1.1758 |
1.1946 |
|
|
| 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 |
1.2465 |
|
2.618 |
1.2307 |
|
1.618 |
1.2210 |
|
1.000 |
1.2150 |
|
0.618 |
1.2113 |
|
HIGH |
1.2053 |
|
0.618 |
1.2016 |
|
0.500 |
1.2005 |
|
0.382 |
1.1993 |
|
LOW |
1.1956 |
|
0.618 |
1.1896 |
|
1.000 |
1.1859 |
|
1.618 |
1.1799 |
|
2.618 |
1.1702 |
|
4.250 |
1.1544 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2005 |
1.1979 |
| PP |
1.2003 |
1.1958 |
| S1 |
1.2001 |
1.1938 |
|