CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2251 |
1.2285 |
0.0034 |
0.3% |
1.2049 |
| High |
1.2279 |
1.2315 |
0.0036 |
0.3% |
1.2260 |
| Low |
1.2212 |
1.2106 |
-0.0106 |
-0.9% |
1.2031 |
| Close |
1.2265 |
1.2173 |
-0.0092 |
-0.8% |
1.2241 |
| Range |
0.0067 |
0.0209 |
0.0142 |
211.9% |
0.0229 |
| ATR |
0.0103 |
0.0111 |
0.0008 |
7.3% |
0.0000 |
| Volume |
131 |
93 |
-38 |
-29.0% |
906 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2825 |
1.2708 |
1.2288 |
|
| R3 |
1.2616 |
1.2499 |
1.2230 |
|
| R2 |
1.2407 |
1.2407 |
1.2211 |
|
| R1 |
1.2290 |
1.2290 |
1.2192 |
1.2244 |
| PP |
1.2198 |
1.2198 |
1.2198 |
1.2175 |
| S1 |
1.2081 |
1.2081 |
1.2154 |
1.2035 |
| S2 |
1.1989 |
1.1989 |
1.2135 |
|
| S3 |
1.1780 |
1.1872 |
1.2116 |
|
| S4 |
1.1571 |
1.1663 |
1.2058 |
|
|
| 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 |
1.3203 |
|
2.618 |
1.2862 |
|
1.618 |
1.2653 |
|
1.000 |
1.2524 |
|
0.618 |
1.2444 |
|
HIGH |
1.2315 |
|
0.618 |
1.2235 |
|
0.500 |
1.2211 |
|
0.382 |
1.2186 |
|
LOW |
1.2106 |
|
0.618 |
1.1977 |
|
1.000 |
1.1897 |
|
1.618 |
1.1768 |
|
2.618 |
1.1559 |
|
4.250 |
1.1218 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2211 |
1.2211 |
| PP |
1.2198 |
1.2198 |
| S1 |
1.2186 |
1.2186 |
|