CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 04-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.2380 |
1.2390 |
0.0010 |
0.1% |
1.2185 |
High |
1.2400 |
1.2390 |
-0.0010 |
-0.1% |
1.2325 |
Low |
1.2380 |
1.2390 |
0.0010 |
0.1% |
1.2131 |
Close |
1.2381 |
1.2428 |
0.0047 |
0.4% |
1.2350 |
Range |
0.0020 |
0.0000 |
-0.0020 |
-100.0% |
0.0194 |
ATR |
0.0076 |
0.0072 |
-0.0005 |
-6.3% |
0.0000 |
Volume |
44 |
5 |
-39 |
-88.6% |
102 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2403 |
1.2415 |
1.2428 |
|
R3 |
1.2403 |
1.2415 |
1.2428 |
|
R2 |
1.2403 |
1.2403 |
1.2428 |
|
R1 |
1.2415 |
1.2415 |
1.2428 |
1.2409 |
PP |
1.2403 |
1.2403 |
1.2403 |
1.2400 |
S1 |
1.2415 |
1.2415 |
1.2428 |
1.2409 |
S2 |
1.2403 |
1.2403 |
1.2428 |
|
S3 |
1.2403 |
1.2415 |
1.2428 |
|
S4 |
1.2403 |
1.2415 |
1.2428 |
|
|
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 |
1.2400 |
1.2205 |
0.0195 |
1.6% |
0.0049 |
0.4% |
114% |
False |
False |
27 |
10 |
1.2400 |
1.2085 |
0.0315 |
2.5% |
0.0048 |
0.4% |
109% |
False |
False |
16 |
20 |
1.2400 |
1.1732 |
0.0668 |
5.4% |
0.0036 |
0.3% |
104% |
False |
False |
15 |
40 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0045 |
0.4% |
71% |
False |
False |
17 |
60 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0032 |
0.3% |
71% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2390 |
2.618 |
1.2390 |
1.618 |
1.2390 |
1.000 |
1.2390 |
0.618 |
1.2390 |
HIGH |
1.2390 |
0.618 |
1.2390 |
0.500 |
1.2390 |
0.382 |
1.2390 |
LOW |
1.2390 |
0.618 |
1.2390 |
1.000 |
1.2390 |
1.618 |
1.2390 |
2.618 |
1.2390 |
4.250 |
1.2390 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2415 |
1.2397 |
PP |
1.2403 |
1.2366 |
S1 |
1.2390 |
1.2335 |
|