CME Japanese Yen Future December 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 |
1.2290 |
1.2365 |
0.0075 |
0.6% |
1.2185 |
| High |
1.2325 |
1.2365 |
0.0040 |
0.3% |
1.2325 |
| Low |
1.2290 |
1.2270 |
-0.0020 |
-0.2% |
1.2131 |
| Close |
1.2350 |
1.2330 |
-0.0020 |
-0.2% |
1.2350 |
| Range |
0.0035 |
0.0095 |
0.0060 |
171.4% |
0.0194 |
| ATR |
0.0075 |
0.0077 |
0.0001 |
1.9% |
0.0000 |
| Volume |
79 |
5 |
-74 |
-93.7% |
102 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2607 |
1.2563 |
1.2382 |
|
| R3 |
1.2512 |
1.2468 |
1.2356 |
|
| R2 |
1.2417 |
1.2417 |
1.2347 |
|
| R1 |
1.2373 |
1.2373 |
1.2339 |
1.2348 |
| PP |
1.2322 |
1.2322 |
1.2322 |
1.2309 |
| S1 |
1.2278 |
1.2278 |
1.2321 |
1.2253 |
| S2 |
1.2227 |
1.2227 |
1.2313 |
|
| S3 |
1.2132 |
1.2183 |
1.2304 |
|
| S4 |
1.2037 |
1.2088 |
1.2278 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2851 |
1.2794 |
1.2457 |
|
| R3 |
1.2657 |
1.2600 |
1.2403 |
|
| R2 |
1.2463 |
1.2463 |
1.2386 |
|
| R1 |
1.2406 |
1.2406 |
1.2368 |
1.2435 |
| PP |
1.2269 |
1.2269 |
1.2269 |
1.2283 |
| S1 |
1.2212 |
1.2212 |
1.2332 |
1.2241 |
| S2 |
1.2075 |
1.2075 |
1.2314 |
|
| S3 |
1.1881 |
1.2018 |
1.2297 |
|
| S4 |
1.1687 |
1.1824 |
1.2243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2365 |
1.2131 |
0.0234 |
1.9% |
0.0082 |
0.7% |
85% |
True |
False |
19 |
| 10 |
1.2365 |
1.2082 |
0.0283 |
2.3% |
0.0056 |
0.5% |
88% |
True |
False |
17 |
| 20 |
1.2365 |
1.1732 |
0.0633 |
5.1% |
0.0035 |
0.3% |
94% |
True |
False |
16 |
| 40 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0045 |
0.4% |
61% |
False |
False |
16 |
| 60 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0031 |
0.3% |
61% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2769 |
|
2.618 |
1.2614 |
|
1.618 |
1.2519 |
|
1.000 |
1.2460 |
|
0.618 |
1.2424 |
|
HIGH |
1.2365 |
|
0.618 |
1.2329 |
|
0.500 |
1.2318 |
|
0.382 |
1.2306 |
|
LOW |
1.2270 |
|
0.618 |
1.2211 |
|
1.000 |
1.2175 |
|
1.618 |
1.2116 |
|
2.618 |
1.2021 |
|
4.250 |
1.1866 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2326 |
1.2315 |
| PP |
1.2322 |
1.2300 |
| S1 |
1.2318 |
1.2285 |
|