CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.2185 |
1.2266 |
0.0081 |
0.7% |
1.2082 |
High |
1.2185 |
1.2266 |
0.0081 |
0.7% |
1.2245 |
Low |
1.2185 |
1.2266 |
0.0081 |
0.7% |
1.2082 |
Close |
1.2252 |
1.2278 |
0.0026 |
0.2% |
1.2254 |
Range |
|
|
|
|
|
ATR |
0.0071 |
0.0067 |
-0.0004 |
-5.7% |
0.0000 |
Volume |
9 |
2 |
-7 |
-77.8% |
65 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2270 |
1.2274 |
1.2278 |
|
R3 |
1.2270 |
1.2274 |
1.2278 |
|
R2 |
1.2270 |
1.2270 |
1.2278 |
|
R1 |
1.2274 |
1.2274 |
1.2278 |
1.2272 |
PP |
1.2270 |
1.2270 |
1.2270 |
1.2269 |
S1 |
1.2274 |
1.2274 |
1.2278 |
1.2272 |
S2 |
1.2270 |
1.2270 |
1.2278 |
|
S3 |
1.2270 |
1.2274 |
1.2278 |
|
S4 |
1.2270 |
1.2274 |
1.2278 |
|
|
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 |
1.2266 |
1.2085 |
0.0181 |
1.5% |
0.0017 |
0.1% |
107% |
True |
False |
8 |
10 |
1.2266 |
1.1920 |
0.0346 |
2.8% |
0.0028 |
0.2% |
103% |
True |
False |
14 |
20 |
1.2266 |
1.1732 |
0.0534 |
4.3% |
0.0021 |
0.2% |
102% |
True |
False |
13 |
40 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0035 |
0.3% |
56% |
False |
False |
14 |
60 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0024 |
0.2% |
56% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2266 |
2.618 |
1.2266 |
1.618 |
1.2266 |
1.000 |
1.2266 |
0.618 |
1.2266 |
HIGH |
1.2266 |
0.618 |
1.2266 |
0.500 |
1.2266 |
0.382 |
1.2266 |
LOW |
1.2266 |
0.618 |
1.2266 |
1.000 |
1.2266 |
1.618 |
1.2266 |
2.618 |
1.2266 |
4.250 |
1.2266 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2274 |
1.2261 |
PP |
1.2270 |
1.2243 |
S1 |
1.2266 |
1.2226 |
|