CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1956 |
1.1961 |
0.0005 |
0.0% |
1.1791 |
| High |
1.2053 |
1.2060 |
0.0007 |
0.1% |
1.2060 |
| Low |
1.1956 |
1.1952 |
-0.0004 |
0.0% |
1.1770 |
| Close |
1.1999 |
1.2042 |
0.0043 |
0.4% |
1.2042 |
| Range |
0.0097 |
0.0108 |
0.0011 |
11.3% |
0.0290 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.1% |
0.0000 |
| Volume |
143 |
374 |
231 |
161.5% |
1,232 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2342 |
1.2300 |
1.2101 |
|
| R3 |
1.2234 |
1.2192 |
1.2072 |
|
| R2 |
1.2126 |
1.2126 |
1.2062 |
|
| R1 |
1.2084 |
1.2084 |
1.2052 |
1.2105 |
| PP |
1.2018 |
1.2018 |
1.2018 |
1.2029 |
| S1 |
1.1976 |
1.1976 |
1.2032 |
1.1997 |
| S2 |
1.1910 |
1.1910 |
1.2022 |
|
| S3 |
1.1802 |
1.1868 |
1.2012 |
|
| S4 |
1.1694 |
1.1760 |
1.1983 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2827 |
1.2725 |
1.2202 |
|
| R3 |
1.2537 |
1.2435 |
1.2122 |
|
| R2 |
1.2247 |
1.2247 |
1.2095 |
|
| R1 |
1.2145 |
1.2145 |
1.2069 |
1.2196 |
| PP |
1.1957 |
1.1957 |
1.1957 |
1.1983 |
| S1 |
1.1855 |
1.1855 |
1.2015 |
1.1906 |
| S2 |
1.1667 |
1.1667 |
1.1989 |
|
| S3 |
1.1377 |
1.1565 |
1.1962 |
|
| S4 |
1.1087 |
1.1275 |
1.1883 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2519 |
|
2.618 |
1.2343 |
|
1.618 |
1.2235 |
|
1.000 |
1.2168 |
|
0.618 |
1.2127 |
|
HIGH |
1.2060 |
|
0.618 |
1.2019 |
|
0.500 |
1.2006 |
|
0.382 |
1.1993 |
|
LOW |
1.1952 |
|
0.618 |
1.1885 |
|
1.000 |
1.1844 |
|
1.618 |
1.1777 |
|
2.618 |
1.1669 |
|
4.250 |
1.1493 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2030 |
1.2021 |
| PP |
1.2018 |
1.2000 |
| S1 |
1.2006 |
1.1979 |
|