CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2333 |
1.2308 |
-0.0025 |
-0.2% |
1.2226 |
| High |
1.2349 |
1.2395 |
0.0046 |
0.4% |
1.2342 |
| Low |
1.2242 |
1.2304 |
0.0062 |
0.5% |
1.2075 |
| Close |
1.2310 |
1.2361 |
0.0051 |
0.4% |
1.2330 |
| Range |
0.0107 |
0.0091 |
-0.0016 |
-15.0% |
0.0267 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
78,685 |
73,284 |
-5,401 |
-6.9% |
500,575 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2626 |
1.2585 |
1.2411 |
|
| R3 |
1.2535 |
1.2494 |
1.2386 |
|
| R2 |
1.2444 |
1.2444 |
1.2378 |
|
| R1 |
1.2403 |
1.2403 |
1.2369 |
1.2424 |
| PP |
1.2353 |
1.2353 |
1.2353 |
1.2364 |
| S1 |
1.2312 |
1.2312 |
1.2353 |
1.2333 |
| S2 |
1.2262 |
1.2262 |
1.2344 |
|
| S3 |
1.2171 |
1.2221 |
1.2336 |
|
| S4 |
1.2080 |
1.2130 |
1.2311 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3050 |
1.2957 |
1.2477 |
|
| R3 |
1.2783 |
1.2690 |
1.2403 |
|
| R2 |
1.2516 |
1.2516 |
1.2379 |
|
| R1 |
1.2423 |
1.2423 |
1.2354 |
1.2470 |
| PP |
1.2249 |
1.2249 |
1.2249 |
1.2272 |
| S1 |
1.2156 |
1.2156 |
1.2306 |
1.2203 |
| S2 |
1.1982 |
1.1982 |
1.2281 |
|
| S3 |
1.1715 |
1.1889 |
1.2257 |
|
| S4 |
1.1448 |
1.1622 |
1.2183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2395 |
1.2075 |
0.0320 |
2.6% |
0.0132 |
1.1% |
89% |
True |
False |
89,858 |
| 10 |
1.2395 |
1.2035 |
0.0360 |
2.9% |
0.0118 |
1.0% |
91% |
True |
False |
98,710 |
| 20 |
1.2395 |
1.1697 |
0.0698 |
5.6% |
0.0121 |
1.0% |
95% |
True |
False |
114,968 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0142 |
1.2% |
53% |
False |
False |
124,645 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0122 |
1.0% |
53% |
False |
False |
83,713 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0114 |
0.9% |
53% |
False |
False |
62,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2782 |
|
2.618 |
1.2633 |
|
1.618 |
1.2542 |
|
1.000 |
1.2486 |
|
0.618 |
1.2451 |
|
HIGH |
1.2395 |
|
0.618 |
1.2360 |
|
0.500 |
1.2350 |
|
0.382 |
1.2339 |
|
LOW |
1.2304 |
|
0.618 |
1.2248 |
|
1.000 |
1.2213 |
|
1.618 |
1.2157 |
|
2.618 |
1.2066 |
|
4.250 |
1.1917 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2357 |
1.2347 |
| PP |
1.2353 |
1.2333 |
| S1 |
1.2350 |
1.2319 |
|