CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2456 |
1.2405 |
-0.0051 |
-0.4% |
1.2333 |
| High |
1.2470 |
1.2475 |
0.0005 |
0.0% |
1.2570 |
| Low |
1.2356 |
1.2372 |
0.0016 |
0.1% |
1.2242 |
| Close |
1.2429 |
1.2450 |
0.0021 |
0.2% |
1.2429 |
| Range |
0.0114 |
0.0103 |
-0.0011 |
-9.6% |
0.0328 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
153,269 |
89,525 |
-63,744 |
-41.6% |
541,343 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2741 |
1.2699 |
1.2507 |
|
| R3 |
1.2638 |
1.2596 |
1.2478 |
|
| R2 |
1.2535 |
1.2535 |
1.2469 |
|
| R1 |
1.2493 |
1.2493 |
1.2459 |
1.2514 |
| PP |
1.2432 |
1.2432 |
1.2432 |
1.2443 |
| S1 |
1.2390 |
1.2390 |
1.2441 |
1.2411 |
| S2 |
1.2329 |
1.2329 |
1.2431 |
|
| S3 |
1.2226 |
1.2287 |
1.2422 |
|
| S4 |
1.2123 |
1.2184 |
1.2393 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3398 |
1.3241 |
1.2609 |
|
| R3 |
1.3070 |
1.2913 |
1.2519 |
|
| R2 |
1.2742 |
1.2742 |
1.2489 |
|
| R1 |
1.2585 |
1.2585 |
1.2459 |
1.2664 |
| PP |
1.2414 |
1.2414 |
1.2414 |
1.2453 |
| S1 |
1.2257 |
1.2257 |
1.2399 |
1.2336 |
| S2 |
1.2086 |
1.2086 |
1.2369 |
|
| S3 |
1.1758 |
1.1929 |
1.2339 |
|
| S4 |
1.1430 |
1.1601 |
1.2249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2570 |
1.2304 |
0.0266 |
2.1% |
0.0120 |
1.0% |
55% |
False |
False |
110,436 |
| 10 |
1.2570 |
1.2075 |
0.0495 |
4.0% |
0.0124 |
1.0% |
76% |
False |
False |
101,657 |
| 20 |
1.2570 |
1.1746 |
0.0824 |
6.6% |
0.0125 |
1.0% |
85% |
False |
False |
111,858 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0143 |
1.2% |
60% |
False |
False |
126,984 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0125 |
1.0% |
60% |
False |
False |
91,676 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0117 |
0.9% |
60% |
False |
False |
68,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2913 |
|
2.618 |
1.2745 |
|
1.618 |
1.2642 |
|
1.000 |
1.2578 |
|
0.618 |
1.2539 |
|
HIGH |
1.2475 |
|
0.618 |
1.2436 |
|
0.500 |
1.2424 |
|
0.382 |
1.2411 |
|
LOW |
1.2372 |
|
0.618 |
1.2308 |
|
1.000 |
1.2269 |
|
1.618 |
1.2205 |
|
2.618 |
1.2102 |
|
4.250 |
1.1934 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2441 |
1.2463 |
| PP |
1.2432 |
1.2459 |
| S1 |
1.2424 |
1.2454 |
|