CME Japanese Yen Future September 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 |
1.2343 |
1.2323 |
-0.0020 |
-0.2% |
1.2221 |
| High |
1.2347 |
1.2400 |
0.0053 |
0.4% |
1.2343 |
| Low |
1.2256 |
1.2323 |
0.0067 |
0.5% |
1.2106 |
| Close |
1.2318 |
1.2369 |
0.0051 |
0.4% |
1.2338 |
| Range |
0.0091 |
0.0077 |
-0.0014 |
-15.4% |
0.0237 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
53 |
165 |
112 |
211.3% |
1,172 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2595 |
1.2559 |
1.2411 |
|
| R3 |
1.2518 |
1.2482 |
1.2390 |
|
| R2 |
1.2441 |
1.2441 |
1.2383 |
|
| R1 |
1.2405 |
1.2405 |
1.2376 |
1.2423 |
| PP |
1.2364 |
1.2364 |
1.2364 |
1.2373 |
| S1 |
1.2328 |
1.2328 |
1.2362 |
1.2346 |
| S2 |
1.2287 |
1.2287 |
1.2355 |
|
| S3 |
1.2210 |
1.2251 |
1.2348 |
|
| S4 |
1.2133 |
1.2174 |
1.2327 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2400 |
1.2106 |
0.0294 |
2.4% |
0.0110 |
0.9% |
89% |
True |
False |
216 |
| 10 |
1.2400 |
1.2050 |
0.0350 |
2.8% |
0.0098 |
0.8% |
91% |
True |
False |
209 |
| 20 |
1.2400 |
1.1707 |
0.0693 |
5.6% |
0.0100 |
0.8% |
96% |
True |
False |
212 |
| 40 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0112 |
0.9% |
54% |
False |
False |
184 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0078 |
0.6% |
54% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2727 |
|
2.618 |
1.2602 |
|
1.618 |
1.2525 |
|
1.000 |
1.2477 |
|
0.618 |
1.2448 |
|
HIGH |
1.2400 |
|
0.618 |
1.2371 |
|
0.500 |
1.2362 |
|
0.382 |
1.2352 |
|
LOW |
1.2323 |
|
0.618 |
1.2275 |
|
1.000 |
1.2246 |
|
1.618 |
1.2198 |
|
2.618 |
1.2121 |
|
4.250 |
1.1996 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2367 |
1.2355 |
| PP |
1.2364 |
1.2342 |
| S1 |
1.2362 |
1.2328 |
|