CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.2135 |
1.2085 |
-0.0050 |
-0.4% |
1.1838 |
High |
1.2170 |
1.2085 |
-0.0085 |
-0.7% |
1.2069 |
Low |
1.2135 |
1.2085 |
-0.0050 |
-0.4% |
1.1838 |
Close |
1.2162 |
1.2161 |
-0.0001 |
0.0% |
1.2052 |
Range |
0.0035 |
0.0000 |
-0.0035 |
-100.0% |
0.0231 |
ATR |
0.0070 |
0.0071 |
0.0000 |
0.7% |
0.0000 |
Volume |
25 |
3 |
-22 |
-88.0% |
75 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2110 |
1.2136 |
1.2161 |
|
R3 |
1.2110 |
1.2136 |
1.2161 |
|
R2 |
1.2110 |
1.2110 |
1.2161 |
|
R1 |
1.2136 |
1.2136 |
1.2161 |
1.2123 |
PP |
1.2110 |
1.2110 |
1.2110 |
1.2104 |
S1 |
1.2136 |
1.2136 |
1.2161 |
1.2123 |
S2 |
1.2110 |
1.2110 |
1.2161 |
|
S3 |
1.2110 |
1.2136 |
1.2161 |
|
S4 |
1.2110 |
1.2136 |
1.2161 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2170 |
1.2020 |
0.0150 |
1.2% |
0.0034 |
0.3% |
94% |
False |
False |
26 |
10 |
1.2170 |
1.1756 |
0.0414 |
3.4% |
0.0023 |
0.2% |
98% |
False |
False |
14 |
20 |
1.2391 |
1.1732 |
0.0659 |
5.4% |
0.0019 |
0.2% |
65% |
False |
False |
16 |
40 |
1.2708 |
1.1732 |
0.0976 |
8.0% |
0.0033 |
0.3% |
44% |
False |
False |
13 |
60 |
1.2708 |
1.1732 |
0.0976 |
8.0% |
0.0023 |
0.2% |
44% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2085 |
2.618 |
1.2085 |
1.618 |
1.2085 |
1.000 |
1.2085 |
0.618 |
1.2085 |
HIGH |
1.2085 |
0.618 |
1.2085 |
0.500 |
1.2085 |
0.382 |
1.2085 |
LOW |
1.2085 |
0.618 |
1.2085 |
1.000 |
1.2085 |
1.618 |
1.2085 |
2.618 |
1.2085 |
4.250 |
1.2085 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2136 |
1.2149 |
PP |
1.2110 |
1.2138 |
S1 |
1.2085 |
1.2126 |
|