CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.2193 |
1.2185 |
-0.0008 |
-0.1% |
1.2082 |
High |
1.2245 |
1.2185 |
-0.0060 |
-0.5% |
1.2245 |
Low |
1.2193 |
1.2185 |
-0.0008 |
-0.1% |
1.2082 |
Close |
1.2254 |
1.2252 |
-0.0002 |
0.0% |
1.2254 |
Range |
0.0052 |
0.0000 |
-0.0052 |
-100.0% |
0.0163 |
ATR |
0.0072 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
Volume |
1 |
9 |
8 |
800.0% |
65 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2207 |
1.2230 |
1.2252 |
|
R3 |
1.2207 |
1.2230 |
1.2252 |
|
R2 |
1.2207 |
1.2207 |
1.2252 |
|
R1 |
1.2230 |
1.2230 |
1.2252 |
1.2219 |
PP |
1.2207 |
1.2207 |
1.2207 |
1.2202 |
S1 |
1.2230 |
1.2230 |
1.2252 |
1.2219 |
S2 |
1.2207 |
1.2207 |
1.2252 |
|
S3 |
1.2207 |
1.2230 |
1.2252 |
|
S4 |
1.2207 |
1.2230 |
1.2252 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2683 |
1.2631 |
1.2344 |
|
R3 |
1.2520 |
1.2468 |
1.2299 |
|
R2 |
1.2357 |
1.2357 |
1.2284 |
|
R1 |
1.2305 |
1.2305 |
1.2269 |
1.2331 |
PP |
1.2194 |
1.2194 |
1.2194 |
1.2207 |
S1 |
1.2142 |
1.2142 |
1.2239 |
1.2168 |
S2 |
1.2031 |
1.2031 |
1.2224 |
|
S3 |
1.1868 |
1.1979 |
1.2209 |
|
S4 |
1.1705 |
1.1816 |
1.2164 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2245 |
1.2082 |
0.0163 |
1.3% |
0.0030 |
0.2% |
104% |
False |
False |
14 |
10 |
1.2245 |
1.1838 |
0.0407 |
3.3% |
0.0028 |
0.2% |
102% |
False |
False |
14 |
20 |
1.2280 |
1.1732 |
0.0548 |
4.5% |
0.0021 |
0.2% |
95% |
False |
False |
14 |
40 |
1.2708 |
1.1732 |
0.0976 |
8.0% |
0.0035 |
0.3% |
53% |
False |
False |
14 |
60 |
1.2708 |
1.1732 |
0.0976 |
8.0% |
0.0024 |
0.2% |
53% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2185 |
2.618 |
1.2185 |
1.618 |
1.2185 |
1.000 |
1.2185 |
0.618 |
1.2185 |
HIGH |
1.2185 |
0.618 |
1.2185 |
0.500 |
1.2185 |
0.382 |
1.2185 |
LOW |
1.2185 |
0.618 |
1.2185 |
1.000 |
1.2185 |
1.618 |
1.2185 |
2.618 |
1.2185 |
4.250 |
1.2185 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2230 |
1.2223 |
PP |
1.2207 |
1.2194 |
S1 |
1.2185 |
1.2165 |
|