CME Japanese Yen Future September 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.2136 |
1.2221 |
0.0085 |
0.7% |
1.2049 |
High |
1.2260 |
1.2230 |
-0.0030 |
-0.2% |
1.2260 |
Low |
1.2136 |
1.2145 |
0.0009 |
0.1% |
1.2031 |
Close |
1.2241 |
1.2239 |
-0.0002 |
0.0% |
1.2241 |
Range |
0.0124 |
0.0085 |
-0.0039 |
-31.5% |
0.0229 |
ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
226 |
177 |
-49 |
-21.7% |
906 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2460 |
1.2434 |
1.2286 |
|
R3 |
1.2375 |
1.2349 |
1.2262 |
|
R2 |
1.2290 |
1.2290 |
1.2255 |
|
R1 |
1.2264 |
1.2264 |
1.2247 |
1.2277 |
PP |
1.2205 |
1.2205 |
1.2205 |
1.2211 |
S1 |
1.2179 |
1.2179 |
1.2231 |
1.2192 |
S2 |
1.2120 |
1.2120 |
1.2223 |
|
S3 |
1.2035 |
1.2094 |
1.2216 |
|
S4 |
1.1950 |
1.2009 |
1.2192 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2864 |
1.2782 |
1.2367 |
|
R3 |
1.2635 |
1.2553 |
1.2304 |
|
R2 |
1.2406 |
1.2406 |
1.2283 |
|
R1 |
1.2324 |
1.2324 |
1.2262 |
1.2365 |
PP |
1.2177 |
1.2177 |
1.2177 |
1.2198 |
S1 |
1.2095 |
1.2095 |
1.2220 |
1.2136 |
S2 |
1.1948 |
1.1948 |
1.2199 |
|
S3 |
1.1719 |
1.1866 |
1.2178 |
|
S4 |
1.1490 |
1.1637 |
1.2115 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2591 |
2.618 |
1.2453 |
1.618 |
1.2368 |
1.000 |
1.2315 |
0.618 |
1.2283 |
HIGH |
1.2230 |
0.618 |
1.2198 |
0.500 |
1.2188 |
0.382 |
1.2177 |
LOW |
1.2145 |
0.618 |
1.2092 |
1.000 |
1.2060 |
1.618 |
1.2007 |
2.618 |
1.1922 |
4.250 |
1.1784 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2222 |
1.2211 |
PP |
1.2205 |
1.2183 |
S1 |
1.2188 |
1.2155 |
|