CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2130 |
1.2101 |
-0.0029 |
-0.2% |
1.1791 |
| High |
1.2146 |
1.2163 |
0.0017 |
0.1% |
1.2060 |
| Low |
1.2103 |
1.2050 |
-0.0053 |
-0.4% |
1.1770 |
| Close |
1.2149 |
1.2148 |
-0.0001 |
0.0% |
1.2042 |
| Range |
0.0043 |
0.0113 |
0.0070 |
162.8% |
0.0290 |
| ATR |
0.0105 |
0.0105 |
0.0001 |
0.6% |
0.0000 |
| Volume |
434 |
49 |
-385 |
-88.7% |
1,232 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2459 |
1.2417 |
1.2210 |
|
| R3 |
1.2346 |
1.2304 |
1.2179 |
|
| R2 |
1.2233 |
1.2233 |
1.2169 |
|
| R1 |
1.2191 |
1.2191 |
1.2158 |
1.2212 |
| PP |
1.2120 |
1.2120 |
1.2120 |
1.2131 |
| S1 |
1.2078 |
1.2078 |
1.2138 |
1.2099 |
| S2 |
1.2007 |
1.2007 |
1.2127 |
|
| S3 |
1.1894 |
1.1965 |
1.2117 |
|
| S4 |
1.1781 |
1.1852 |
1.2086 |
|
|
| 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 |
1.2643 |
|
2.618 |
1.2459 |
|
1.618 |
1.2346 |
|
1.000 |
1.2276 |
|
0.618 |
1.2233 |
|
HIGH |
1.2163 |
|
0.618 |
1.2120 |
|
0.500 |
1.2107 |
|
0.382 |
1.2093 |
|
LOW |
1.2050 |
|
0.618 |
1.1980 |
|
1.000 |
1.1937 |
|
1.618 |
1.1867 |
|
2.618 |
1.1754 |
|
4.250 |
1.1570 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2134 |
1.2133 |
| PP |
1.2120 |
1.2118 |
| S1 |
1.2107 |
1.2104 |
|