CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2028 |
1.2082 |
0.0054 |
0.4% |
1.1838 |
| High |
1.2050 |
1.2144 |
0.0094 |
0.8% |
1.2069 |
| Low |
1.2028 |
1.2082 |
0.0054 |
0.4% |
1.1838 |
| Close |
1.2052 |
1.2127 |
0.0075 |
0.6% |
1.2052 |
| Range |
0.0022 |
0.0062 |
0.0040 |
181.8% |
0.0231 |
| ATR |
0.0071 |
0.0072 |
0.0002 |
2.2% |
0.0000 |
| Volume |
14 |
36 |
22 |
157.1% |
75 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2304 |
1.2277 |
1.2161 |
|
| R3 |
1.2242 |
1.2215 |
1.2144 |
|
| R2 |
1.2180 |
1.2180 |
1.2138 |
|
| R1 |
1.2153 |
1.2153 |
1.2133 |
1.2167 |
| PP |
1.2118 |
1.2118 |
1.2118 |
1.2124 |
| S1 |
1.2091 |
1.2091 |
1.2121 |
1.2105 |
| S2 |
1.2056 |
1.2056 |
1.2116 |
|
| S3 |
1.1994 |
1.2029 |
1.2110 |
|
| S4 |
1.1932 |
1.1967 |
1.2093 |
|
|
| 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 |
1.2408 |
|
2.618 |
1.2306 |
|
1.618 |
1.2244 |
|
1.000 |
1.2206 |
|
0.618 |
1.2182 |
|
HIGH |
1.2144 |
|
0.618 |
1.2120 |
|
0.500 |
1.2113 |
|
0.382 |
1.2106 |
|
LOW |
1.2082 |
|
0.618 |
1.2044 |
|
1.000 |
1.2020 |
|
1.618 |
1.1982 |
|
2.618 |
1.1920 |
|
4.250 |
1.1819 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2122 |
1.2112 |
| PP |
1.2118 |
1.2097 |
| S1 |
1.2113 |
1.2082 |
|