CME Japanese Yen Future September 2011
Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.2049 |
1.2130 |
0.0081 |
0.7% |
1.1791 |
High |
1.2176 |
1.2146 |
-0.0030 |
-0.2% |
1.2060 |
Low |
1.2031 |
1.2103 |
0.0072 |
0.6% |
1.1770 |
Close |
1.2114 |
1.2149 |
0.0035 |
0.3% |
1.2042 |
Range |
0.0145 |
0.0043 |
-0.0102 |
-70.3% |
0.0290 |
ATR |
0.0109 |
0.0105 |
-0.0005 |
-4.3% |
0.0000 |
Volume |
197 |
434 |
237 |
120.3% |
1,232 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2262 |
1.2248 |
1.2173 |
|
R3 |
1.2219 |
1.2205 |
1.2161 |
|
R2 |
1.2176 |
1.2176 |
1.2157 |
|
R1 |
1.2162 |
1.2162 |
1.2153 |
1.2169 |
PP |
1.2133 |
1.2133 |
1.2133 |
1.2136 |
S1 |
1.2119 |
1.2119 |
1.2145 |
1.2126 |
S2 |
1.2090 |
1.2090 |
1.2141 |
|
S3 |
1.2047 |
1.2076 |
1.2137 |
|
S4 |
1.2004 |
1.2033 |
1.2125 |
|
|
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 |
1.2329 |
2.618 |
1.2259 |
1.618 |
1.2216 |
1.000 |
1.2189 |
0.618 |
1.2173 |
HIGH |
1.2146 |
0.618 |
1.2130 |
0.500 |
1.2125 |
0.382 |
1.2119 |
LOW |
1.2103 |
0.618 |
1.2076 |
1.000 |
1.2060 |
1.618 |
1.2033 |
2.618 |
1.1990 |
4.250 |
1.1920 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2141 |
1.2121 |
PP |
1.2133 |
1.2092 |
S1 |
1.2125 |
1.2064 |
|