CME Japanese Yen Future September 2011
Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.2210 |
1.2278 |
0.0068 |
0.6% |
1.2221 |
High |
1.2290 |
1.2343 |
0.0053 |
0.4% |
1.2343 |
Low |
1.2193 |
1.2268 |
0.0075 |
0.6% |
1.2106 |
Close |
1.2280 |
1.2338 |
0.0058 |
0.5% |
1.2338 |
Range |
0.0097 |
0.0075 |
-0.0022 |
-22.7% |
0.0237 |
ATR |
0.0111 |
0.0109 |
-0.0003 |
-2.3% |
0.0000 |
Volume |
516 |
255 |
-261 |
-50.6% |
1,172 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2541 |
1.2515 |
1.2379 |
|
R3 |
1.2466 |
1.2440 |
1.2359 |
|
R2 |
1.2391 |
1.2391 |
1.2352 |
|
R1 |
1.2365 |
1.2365 |
1.2345 |
1.2378 |
PP |
1.2316 |
1.2316 |
1.2316 |
1.2323 |
S1 |
1.2290 |
1.2290 |
1.2331 |
1.2303 |
S2 |
1.2241 |
1.2241 |
1.2324 |
|
S3 |
1.2166 |
1.2215 |
1.2317 |
|
S4 |
1.2091 |
1.2140 |
1.2297 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2973 |
1.2893 |
1.2468 |
|
R3 |
1.2736 |
1.2656 |
1.2403 |
|
R2 |
1.2499 |
1.2499 |
1.2381 |
|
R1 |
1.2419 |
1.2419 |
1.2360 |
1.2459 |
PP |
1.2262 |
1.2262 |
1.2262 |
1.2283 |
S1 |
1.2182 |
1.2182 |
1.2316 |
1.2222 |
S2 |
1.2025 |
1.2025 |
1.2295 |
|
S3 |
1.1788 |
1.1945 |
1.2273 |
|
S4 |
1.1551 |
1.1708 |
1.2208 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2662 |
2.618 |
1.2539 |
1.618 |
1.2464 |
1.000 |
1.2418 |
0.618 |
1.2389 |
HIGH |
1.2343 |
0.618 |
1.2314 |
0.500 |
1.2306 |
0.382 |
1.2297 |
LOW |
1.2268 |
0.618 |
1.2222 |
1.000 |
1.2193 |
1.618 |
1.2147 |
2.618 |
1.2072 |
4.250 |
1.1949 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2327 |
1.2300 |
PP |
1.2316 |
1.2262 |
S1 |
1.2306 |
1.2225 |
|