CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2266 |
1.2320 |
0.0054 |
0.4% |
1.2082 |
| High |
1.2266 |
1.2320 |
0.0054 |
0.4% |
1.2245 |
| Low |
1.2266 |
1.2131 |
-0.0135 |
-1.1% |
1.2082 |
| Close |
1.2278 |
1.2186 |
-0.0092 |
-0.7% |
1.2254 |
| Range |
0.0000 |
0.0189 |
0.0189 |
|
0.0163 |
| ATR |
0.0067 |
0.0076 |
0.0009 |
12.9% |
0.0000 |
| Volume |
2 |
8 |
6 |
300.0% |
65 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2779 |
1.2672 |
1.2290 |
|
| R3 |
1.2590 |
1.2483 |
1.2238 |
|
| R2 |
1.2401 |
1.2401 |
1.2221 |
|
| R1 |
1.2294 |
1.2294 |
1.2203 |
1.2253 |
| PP |
1.2212 |
1.2212 |
1.2212 |
1.2192 |
| S1 |
1.2105 |
1.2105 |
1.2169 |
1.2064 |
| S2 |
1.2023 |
1.2023 |
1.2151 |
|
| S3 |
1.1834 |
1.1916 |
1.2134 |
|
| S4 |
1.1645 |
1.1727 |
1.2082 |
|
|
| 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 |
1.2320 |
1.2085 |
0.0235 |
1.9% |
0.0048 |
0.4% |
43% |
True |
False |
4 |
| 10 |
1.2320 |
1.1920 |
0.0400 |
3.3% |
0.0047 |
0.4% |
67% |
True |
False |
15 |
| 20 |
1.2320 |
1.1732 |
0.0588 |
4.8% |
0.0031 |
0.3% |
77% |
True |
False |
13 |
| 40 |
1.2708 |
1.1732 |
0.0976 |
8.0% |
0.0039 |
0.3% |
47% |
False |
False |
14 |
| 60 |
1.2708 |
1.1732 |
0.0976 |
8.0% |
0.0027 |
0.2% |
47% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3123 |
|
2.618 |
1.2815 |
|
1.618 |
1.2626 |
|
1.000 |
1.2509 |
|
0.618 |
1.2437 |
|
HIGH |
1.2320 |
|
0.618 |
1.2248 |
|
0.500 |
1.2226 |
|
0.382 |
1.2203 |
|
LOW |
1.2131 |
|
0.618 |
1.2014 |
|
1.000 |
1.1942 |
|
1.618 |
1.1825 |
|
2.618 |
1.1636 |
|
4.250 |
1.1328 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2226 |
1.2226 |
| PP |
1.2212 |
1.2212 |
| S1 |
1.2199 |
1.2199 |
|