CME Japanese Yen Future September 2011
Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.2285 |
1.2210 |
-0.0075 |
-0.6% |
1.2049 |
High |
1.2315 |
1.2290 |
-0.0025 |
-0.2% |
1.2260 |
Low |
1.2106 |
1.2193 |
0.0087 |
0.7% |
1.2031 |
Close |
1.2173 |
1.2280 |
0.0107 |
0.9% |
1.2241 |
Range |
0.0209 |
0.0097 |
-0.0112 |
-53.6% |
0.0229 |
ATR |
0.0111 |
0.0111 |
0.0000 |
0.4% |
0.0000 |
Volume |
93 |
516 |
423 |
454.8% |
906 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2545 |
1.2510 |
1.2333 |
|
R3 |
1.2448 |
1.2413 |
1.2307 |
|
R2 |
1.2351 |
1.2351 |
1.2298 |
|
R1 |
1.2316 |
1.2316 |
1.2289 |
1.2334 |
PP |
1.2254 |
1.2254 |
1.2254 |
1.2263 |
S1 |
1.2219 |
1.2219 |
1.2271 |
1.2237 |
S2 |
1.2157 |
1.2157 |
1.2262 |
|
S3 |
1.2060 |
1.2122 |
1.2253 |
|
S4 |
1.1963 |
1.2025 |
1.2227 |
|
|
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 |
1.2702 |
2.618 |
1.2544 |
1.618 |
1.2447 |
1.000 |
1.2387 |
0.618 |
1.2350 |
HIGH |
1.2290 |
0.618 |
1.2253 |
0.500 |
1.2242 |
0.382 |
1.2230 |
LOW |
1.2193 |
0.618 |
1.2133 |
1.000 |
1.2096 |
1.618 |
1.2036 |
2.618 |
1.1939 |
4.250 |
1.1781 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2267 |
1.2257 |
PP |
1.2254 |
1.2234 |
S1 |
1.2242 |
1.2211 |
|