CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.2025 |
1.2028 |
0.0003 |
0.0% |
1.1838 |
High |
1.2069 |
1.2050 |
-0.0019 |
-0.2% |
1.2069 |
Low |
1.2020 |
1.2028 |
0.0008 |
0.1% |
1.1838 |
Close |
1.2012 |
1.2052 |
0.0040 |
0.3% |
1.2052 |
Range |
0.0049 |
0.0022 |
-0.0027 |
-55.1% |
0.0231 |
ATR |
0.0073 |
0.0071 |
-0.0003 |
-3.4% |
0.0000 |
Volume |
55 |
14 |
-41 |
-74.5% |
75 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2109 |
1.2103 |
1.2064 |
|
R3 |
1.2087 |
1.2081 |
1.2058 |
|
R2 |
1.2065 |
1.2065 |
1.2056 |
|
R1 |
1.2059 |
1.2059 |
1.2054 |
1.2062 |
PP |
1.2043 |
1.2043 |
1.2043 |
1.2045 |
S1 |
1.2037 |
1.2037 |
1.2050 |
1.2040 |
S2 |
1.2021 |
1.2021 |
1.2048 |
|
S3 |
1.1999 |
1.2015 |
1.2046 |
|
S4 |
1.1977 |
1.1993 |
1.2040 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2679 |
1.2597 |
1.2179 |
|
R3 |
1.2448 |
1.2366 |
1.2116 |
|
R2 |
1.2217 |
1.2217 |
1.2094 |
|
R1 |
1.2135 |
1.2135 |
1.2073 |
1.2176 |
PP |
1.1986 |
1.1986 |
1.1986 |
1.2007 |
S1 |
1.1904 |
1.1904 |
1.2031 |
1.1945 |
S2 |
1.1755 |
1.1755 |
1.2010 |
|
S3 |
1.1524 |
1.1673 |
1.1988 |
|
S4 |
1.1293 |
1.1442 |
1.1925 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2144 |
2.618 |
1.2108 |
1.618 |
1.2086 |
1.000 |
1.2072 |
0.618 |
1.2064 |
HIGH |
1.2050 |
0.618 |
1.2042 |
0.500 |
1.2039 |
0.382 |
1.2036 |
LOW |
1.2028 |
0.618 |
1.2014 |
1.000 |
1.2006 |
1.618 |
1.1992 |
2.618 |
1.1970 |
4.250 |
1.1935 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2048 |
1.2033 |
PP |
1.2043 |
1.2014 |
S1 |
1.2039 |
1.1995 |
|