CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 04-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.2000 |
1.1952 |
-0.0048 |
-0.4% |
1.2280 |
High |
1.2000 |
1.1952 |
-0.0048 |
-0.4% |
1.2280 |
Low |
1.1858 |
1.1952 |
0.0094 |
0.8% |
1.1858 |
Close |
1.1924 |
1.1923 |
-0.0001 |
0.0% |
1.1924 |
Range |
0.0142 |
0.0000 |
-0.0142 |
-100.0% |
0.0422 |
ATR |
0.0082 |
0.0078 |
-0.0004 |
-4.7% |
0.0000 |
Volume |
15 |
41 |
26 |
173.3% |
64 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1942 |
1.1933 |
1.1923 |
|
R3 |
1.1942 |
1.1933 |
1.1923 |
|
R2 |
1.1942 |
1.1942 |
1.1923 |
|
R1 |
1.1933 |
1.1933 |
1.1923 |
1.1938 |
PP |
1.1942 |
1.1942 |
1.1942 |
1.1945 |
S1 |
1.1933 |
1.1933 |
1.1923 |
1.1938 |
S2 |
1.1942 |
1.1942 |
1.1923 |
|
S3 |
1.1942 |
1.1933 |
1.1923 |
|
S4 |
1.1942 |
1.1933 |
1.1923 |
|
|
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 |
1.1952 |
2.618 |
1.1952 |
1.618 |
1.1952 |
1.000 |
1.1952 |
0.618 |
1.1952 |
HIGH |
1.1952 |
0.618 |
1.1952 |
0.500 |
1.1952 |
0.382 |
1.1952 |
LOW |
1.1952 |
0.618 |
1.1952 |
1.000 |
1.1952 |
1.618 |
1.1952 |
2.618 |
1.1952 |
4.250 |
1.1952 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1952 |
1.1963 |
PP |
1.1942 |
1.1949 |
S1 |
1.1933 |
1.1936 |
|