CME Japanese Yen Future September 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.2221 |
1.2251 |
0.0030 |
0.2% |
1.2049 |
High |
1.2230 |
1.2279 |
0.0049 |
0.4% |
1.2260 |
Low |
1.2145 |
1.2212 |
0.0067 |
0.6% |
1.2031 |
Close |
1.2239 |
1.2265 |
0.0026 |
0.2% |
1.2241 |
Range |
0.0085 |
0.0067 |
-0.0018 |
-21.2% |
0.0229 |
ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.6% |
0.0000 |
Volume |
177 |
131 |
-46 |
-26.0% |
906 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2453 |
1.2426 |
1.2302 |
|
R3 |
1.2386 |
1.2359 |
1.2283 |
|
R2 |
1.2319 |
1.2319 |
1.2277 |
|
R1 |
1.2292 |
1.2292 |
1.2271 |
1.2306 |
PP |
1.2252 |
1.2252 |
1.2252 |
1.2259 |
S1 |
1.2225 |
1.2225 |
1.2259 |
1.2239 |
S2 |
1.2185 |
1.2185 |
1.2253 |
|
S3 |
1.2118 |
1.2158 |
1.2247 |
|
S4 |
1.2051 |
1.2091 |
1.2228 |
|
|
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 |
1.2564 |
2.618 |
1.2454 |
1.618 |
1.2387 |
1.000 |
1.2346 |
0.618 |
1.2320 |
HIGH |
1.2279 |
0.618 |
1.2253 |
0.500 |
1.2246 |
0.382 |
1.2238 |
LOW |
1.2212 |
0.618 |
1.2171 |
1.000 |
1.2145 |
1.618 |
1.2104 |
2.618 |
1.2037 |
4.250 |
1.1927 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2259 |
1.2246 |
PP |
1.2252 |
1.2227 |
S1 |
1.2246 |
1.2208 |
|