CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2101 |
1.2136 |
0.0035 |
0.3% |
1.1791 |
| High |
1.2163 |
1.2260 |
0.0097 |
0.8% |
1.2060 |
| Low |
1.2050 |
1.2136 |
0.0086 |
0.7% |
1.1770 |
| Close |
1.2148 |
1.2241 |
0.0093 |
0.8% |
1.2042 |
| Range |
0.0113 |
0.0124 |
0.0011 |
9.7% |
0.0290 |
| ATR |
0.0105 |
0.0107 |
0.0001 |
1.3% |
0.0000 |
| Volume |
49 |
226 |
177 |
361.2% |
1,232 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2584 |
1.2537 |
1.2309 |
|
| R3 |
1.2460 |
1.2413 |
1.2275 |
|
| R2 |
1.2336 |
1.2336 |
1.2264 |
|
| R1 |
1.2289 |
1.2289 |
1.2252 |
1.2313 |
| PP |
1.2212 |
1.2212 |
1.2212 |
1.2224 |
| S1 |
1.2165 |
1.2165 |
1.2230 |
1.2189 |
| S2 |
1.2088 |
1.2088 |
1.2218 |
|
| S3 |
1.1964 |
1.2041 |
1.2207 |
|
| S4 |
1.1840 |
1.1917 |
1.2173 |
|
|
| 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 |
1.2787 |
|
2.618 |
1.2585 |
|
1.618 |
1.2461 |
|
1.000 |
1.2384 |
|
0.618 |
1.2337 |
|
HIGH |
1.2260 |
|
0.618 |
1.2213 |
|
0.500 |
1.2198 |
|
0.382 |
1.2183 |
|
LOW |
1.2136 |
|
0.618 |
1.2059 |
|
1.000 |
1.2012 |
|
1.618 |
1.1935 |
|
2.618 |
1.1811 |
|
4.250 |
1.1609 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2227 |
1.2212 |
| PP |
1.2212 |
1.2184 |
| S1 |
1.2198 |
1.2155 |
|