CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2385 |
1.2465 |
0.0080 |
0.6% |
1.2343 |
| High |
1.2478 |
1.2475 |
-0.0003 |
0.0% |
1.2570 |
| Low |
1.2385 |
1.2359 |
-0.0026 |
-0.2% |
1.2256 |
| Close |
1.2457 |
1.2387 |
-0.0070 |
-0.6% |
1.2436 |
| Range |
0.0093 |
0.0116 |
0.0023 |
24.7% |
0.0314 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
0.6% |
0.0000 |
| Volume |
295 |
242 |
-53 |
-18.0% |
1,638 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2755 |
1.2687 |
1.2451 |
|
| R3 |
1.2639 |
1.2571 |
1.2419 |
|
| R2 |
1.2523 |
1.2523 |
1.2408 |
|
| R1 |
1.2455 |
1.2455 |
1.2398 |
1.2431 |
| PP |
1.2407 |
1.2407 |
1.2407 |
1.2395 |
| S1 |
1.2339 |
1.2339 |
1.2376 |
1.2315 |
| S2 |
1.2291 |
1.2291 |
1.2366 |
|
| S3 |
1.2175 |
1.2223 |
1.2355 |
|
| S4 |
1.2059 |
1.2107 |
1.2323 |
|
|
| 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 |
1.2333 |
0.0237 |
1.9% |
0.0113 |
0.9% |
23% |
False |
False |
391 |
| 10 |
1.2570 |
1.2106 |
0.0464 |
3.7% |
0.0111 |
0.9% |
61% |
False |
False |
303 |
| 20 |
1.2570 |
1.1822 |
0.0748 |
6.0% |
0.0107 |
0.9% |
76% |
False |
False |
260 |
| 40 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0115 |
0.9% |
55% |
False |
False |
230 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0087 |
0.7% |
55% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2968 |
|
2.618 |
1.2779 |
|
1.618 |
1.2663 |
|
1.000 |
1.2591 |
|
0.618 |
1.2547 |
|
HIGH |
1.2475 |
|
0.618 |
1.2431 |
|
0.500 |
1.2417 |
|
0.382 |
1.2403 |
|
LOW |
1.2359 |
|
0.618 |
1.2287 |
|
1.000 |
1.2243 |
|
1.618 |
1.2171 |
|
2.618 |
1.2055 |
|
4.250 |
1.1866 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2417 |
1.2419 |
| PP |
1.2407 |
1.2408 |
| S1 |
1.2397 |
1.2398 |
|