CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2067 |
1.2000 |
-0.0067 |
-0.6% |
1.2280 |
| High |
1.2067 |
1.2000 |
-0.0067 |
-0.6% |
1.2280 |
| Low |
1.2067 |
1.1858 |
-0.0209 |
-1.7% |
1.1858 |
| Close |
1.2067 |
1.1924 |
-0.0143 |
-1.2% |
1.1924 |
| Range |
0.0000 |
0.0142 |
0.0142 |
|
0.0422 |
| ATR |
0.0072 |
0.0082 |
0.0010 |
13.5% |
0.0000 |
| Volume |
15 |
15 |
0 |
0.0% |
64 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2353 |
1.2281 |
1.2002 |
|
| R3 |
1.2211 |
1.2139 |
1.1963 |
|
| R2 |
1.2069 |
1.2069 |
1.1950 |
|
| R1 |
1.1997 |
1.1997 |
1.1937 |
1.1962 |
| PP |
1.1927 |
1.1927 |
1.1927 |
1.1910 |
| S1 |
1.1855 |
1.1855 |
1.1911 |
1.1820 |
| S2 |
1.1785 |
1.1785 |
1.1898 |
|
| S3 |
1.1643 |
1.1713 |
1.1885 |
|
| S4 |
1.1501 |
1.1571 |
1.1846 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3287 |
1.3027 |
1.2156 |
|
| R3 |
1.2865 |
1.2605 |
1.2040 |
|
| R2 |
1.2443 |
1.2443 |
1.2001 |
|
| R1 |
1.2183 |
1.2183 |
1.1963 |
1.2102 |
| PP |
1.2021 |
1.2021 |
1.2021 |
1.1980 |
| S1 |
1.1761 |
1.1761 |
1.1885 |
1.1680 |
| S2 |
1.1599 |
1.1599 |
1.1847 |
|
| S3 |
1.1177 |
1.1339 |
1.1808 |
|
| S4 |
1.0755 |
1.0917 |
1.1692 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2604 |
|
2.618 |
1.2372 |
|
1.618 |
1.2230 |
|
1.000 |
1.2142 |
|
0.618 |
1.2088 |
|
HIGH |
1.2000 |
|
0.618 |
1.1946 |
|
0.500 |
1.1929 |
|
0.382 |
1.1912 |
|
LOW |
1.1858 |
|
0.618 |
1.1770 |
|
1.000 |
1.1716 |
|
1.618 |
1.1628 |
|
2.618 |
1.1486 |
|
4.250 |
1.1255 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1929 |
1.1980 |
| PP |
1.1927 |
1.1961 |
| S1 |
1.1926 |
1.1943 |
|