CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1961 |
1.2049 |
0.0088 |
0.7% |
1.1791 |
| High |
1.2060 |
1.2176 |
0.0116 |
1.0% |
1.2060 |
| Low |
1.1952 |
1.2031 |
0.0079 |
0.7% |
1.1770 |
| Close |
1.2042 |
1.2114 |
0.0072 |
0.6% |
1.2042 |
| Range |
0.0108 |
0.0145 |
0.0037 |
34.3% |
0.0290 |
| ATR |
0.0107 |
0.0109 |
0.0003 |
2.6% |
0.0000 |
| Volume |
374 |
197 |
-177 |
-47.3% |
1,232 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2542 |
1.2473 |
1.2194 |
|
| R3 |
1.2397 |
1.2328 |
1.2154 |
|
| R2 |
1.2252 |
1.2252 |
1.2141 |
|
| R1 |
1.2183 |
1.2183 |
1.2127 |
1.2218 |
| PP |
1.2107 |
1.2107 |
1.2107 |
1.2124 |
| S1 |
1.2038 |
1.2038 |
1.2101 |
1.2073 |
| S2 |
1.1962 |
1.1962 |
1.2087 |
|
| S3 |
1.1817 |
1.1893 |
1.2074 |
|
| S4 |
1.1672 |
1.1748 |
1.2034 |
|
|
| 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 |
1.2792 |
|
2.618 |
1.2556 |
|
1.618 |
1.2411 |
|
1.000 |
1.2321 |
|
0.618 |
1.2266 |
|
HIGH |
1.2176 |
|
0.618 |
1.2121 |
|
0.500 |
1.2104 |
|
0.382 |
1.2086 |
|
LOW |
1.2031 |
|
0.618 |
1.1941 |
|
1.000 |
1.1886 |
|
1.618 |
1.1796 |
|
2.618 |
1.1651 |
|
4.250 |
1.1415 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2111 |
1.2097 |
| PP |
1.2107 |
1.2081 |
| S1 |
1.2104 |
1.2064 |
|