CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2408 |
1.2456 |
0.0048 |
0.4% |
1.2343 |
| High |
1.2570 |
1.2470 |
-0.0100 |
-0.8% |
1.2570 |
| Low |
1.2408 |
1.2374 |
-0.0034 |
-0.3% |
1.2256 |
| Close |
1.2475 |
1.2436 |
-0.0039 |
-0.3% |
1.2436 |
| Range |
0.0162 |
0.0096 |
-0.0066 |
-40.7% |
0.0314 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
73 |
1,027 |
954 |
1,306.8% |
1,638 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2715 |
1.2671 |
1.2489 |
|
| R3 |
1.2619 |
1.2575 |
1.2462 |
|
| R2 |
1.2523 |
1.2523 |
1.2454 |
|
| R1 |
1.2479 |
1.2479 |
1.2445 |
1.2453 |
| PP |
1.2427 |
1.2427 |
1.2427 |
1.2414 |
| S1 |
1.2383 |
1.2383 |
1.2427 |
1.2357 |
| S2 |
1.2331 |
1.2331 |
1.2418 |
|
| S3 |
1.2235 |
1.2287 |
1.2410 |
|
| S4 |
1.2139 |
1.2191 |
1.2383 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3363 |
1.3213 |
1.2609 |
|
| R3 |
1.3049 |
1.2899 |
1.2522 |
|
| R2 |
1.2735 |
1.2735 |
1.2494 |
|
| R1 |
1.2585 |
1.2585 |
1.2465 |
1.2660 |
| PP |
1.2421 |
1.2421 |
1.2421 |
1.2458 |
| S1 |
1.2271 |
1.2271 |
1.2407 |
1.2346 |
| S2 |
1.2107 |
1.2107 |
1.2378 |
|
| S3 |
1.1793 |
1.1957 |
1.2350 |
|
| S4 |
1.1479 |
1.1643 |
1.2263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2570 |
1.2256 |
0.0314 |
2.5% |
0.0104 |
0.8% |
57% |
False |
False |
327 |
| 10 |
1.2570 |
1.2106 |
0.0464 |
3.7% |
0.0106 |
0.8% |
71% |
False |
False |
281 |
| 20 |
1.2570 |
1.1726 |
0.0844 |
6.8% |
0.0105 |
0.8% |
84% |
False |
False |
252 |
| 40 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0118 |
0.9% |
59% |
False |
False |
219 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0084 |
0.7% |
59% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2878 |
|
2.618 |
1.2721 |
|
1.618 |
1.2625 |
|
1.000 |
1.2566 |
|
0.618 |
1.2529 |
|
HIGH |
1.2470 |
|
0.618 |
1.2433 |
|
0.500 |
1.2422 |
|
0.382 |
1.2411 |
|
LOW |
1.2374 |
|
0.618 |
1.2315 |
|
1.000 |
1.2278 |
|
1.618 |
1.2219 |
|
2.618 |
1.2123 |
|
4.250 |
1.1966 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2431 |
1.2452 |
| PP |
1.2427 |
1.2446 |
| S1 |
1.2422 |
1.2441 |
|