CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2278 |
1.2343 |
0.0065 |
0.5% |
1.2221 |
| High |
1.2343 |
1.2347 |
0.0004 |
0.0% |
1.2343 |
| Low |
1.2268 |
1.2256 |
-0.0012 |
-0.1% |
1.2106 |
| Close |
1.2338 |
1.2318 |
-0.0020 |
-0.2% |
1.2338 |
| Range |
0.0075 |
0.0091 |
0.0016 |
21.3% |
0.0237 |
| ATR |
0.0109 |
0.0107 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
255 |
53 |
-202 |
-79.2% |
1,172 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2580 |
1.2540 |
1.2368 |
|
| R3 |
1.2489 |
1.2449 |
1.2343 |
|
| R2 |
1.2398 |
1.2398 |
1.2335 |
|
| R1 |
1.2358 |
1.2358 |
1.2326 |
1.2333 |
| PP |
1.2307 |
1.2307 |
1.2307 |
1.2294 |
| S1 |
1.2267 |
1.2267 |
1.2310 |
1.2242 |
| S2 |
1.2216 |
1.2216 |
1.2301 |
|
| S3 |
1.2125 |
1.2176 |
1.2293 |
|
| S4 |
1.2034 |
1.2085 |
1.2268 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2973 |
1.2893 |
1.2468 |
|
| R3 |
1.2736 |
1.2656 |
1.2403 |
|
| R2 |
1.2499 |
1.2499 |
1.2381 |
|
| R1 |
1.2419 |
1.2419 |
1.2360 |
1.2459 |
| PP |
1.2262 |
1.2262 |
1.2262 |
1.2283 |
| S1 |
1.2182 |
1.2182 |
1.2316 |
1.2222 |
| S2 |
1.2025 |
1.2025 |
1.2295 |
|
| S3 |
1.1788 |
1.1945 |
1.2273 |
|
| S4 |
1.1551 |
1.1708 |
1.2208 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2734 |
|
2.618 |
1.2585 |
|
1.618 |
1.2494 |
|
1.000 |
1.2438 |
|
0.618 |
1.2403 |
|
HIGH |
1.2347 |
|
0.618 |
1.2312 |
|
0.500 |
1.2302 |
|
0.382 |
1.2291 |
|
LOW |
1.2256 |
|
0.618 |
1.2200 |
|
1.000 |
1.2165 |
|
1.618 |
1.2109 |
|
2.618 |
1.2018 |
|
4.250 |
1.1869 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2313 |
1.2302 |
| PP |
1.2307 |
1.2286 |
| S1 |
1.2302 |
1.2270 |
|