CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2456 |
1.2370 |
-0.0086 |
-0.7% |
1.2333 |
| High |
1.2479 |
1.2408 |
-0.0071 |
-0.6% |
1.2570 |
| Low |
1.2346 |
1.2297 |
-0.0049 |
-0.4% |
1.2242 |
| Close |
1.2380 |
1.2359 |
-0.0021 |
-0.2% |
1.2429 |
| Range |
0.0133 |
0.0111 |
-0.0022 |
-16.5% |
0.0328 |
| ATR |
0.0125 |
0.0124 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
83,422 |
120,429 |
37,007 |
44.4% |
541,343 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2688 |
1.2634 |
1.2420 |
|
| R3 |
1.2577 |
1.2523 |
1.2390 |
|
| R2 |
1.2466 |
1.2466 |
1.2379 |
|
| R1 |
1.2412 |
1.2412 |
1.2369 |
1.2384 |
| PP |
1.2355 |
1.2355 |
1.2355 |
1.2340 |
| S1 |
1.2301 |
1.2301 |
1.2349 |
1.2273 |
| S2 |
1.2244 |
1.2244 |
1.2339 |
|
| S3 |
1.2133 |
1.2190 |
1.2328 |
|
| S4 |
1.2022 |
1.2079 |
1.2298 |
|
|
| 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 |
1.2297 |
0.0273 |
2.2% |
0.0127 |
1.0% |
23% |
False |
True |
118,798 |
| 10 |
1.2570 |
1.2156 |
0.0414 |
3.3% |
0.0118 |
1.0% |
49% |
False |
False |
100,265 |
| 20 |
1.2570 |
1.1871 |
0.0699 |
5.7% |
0.0123 |
1.0% |
70% |
False |
False |
108,656 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0136 |
1.1% |
53% |
False |
False |
122,218 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0127 |
1.0% |
53% |
False |
False |
95,066 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0118 |
1.0% |
53% |
False |
False |
71,341 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0106 |
0.9% |
53% |
False |
False |
57,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2880 |
|
2.618 |
1.2699 |
|
1.618 |
1.2588 |
|
1.000 |
1.2519 |
|
0.618 |
1.2477 |
|
HIGH |
1.2408 |
|
0.618 |
1.2366 |
|
0.500 |
1.2353 |
|
0.382 |
1.2339 |
|
LOW |
1.2297 |
|
0.618 |
1.2228 |
|
1.000 |
1.2186 |
|
1.618 |
1.2117 |
|
2.618 |
1.2006 |
|
4.250 |
1.1825 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2357 |
1.2388 |
| PP |
1.2355 |
1.2378 |
| S1 |
1.2353 |
1.2369 |
|