CME Japanese Yen Future December 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 |
1.2435 |
1.2420 |
-0.0015 |
-0.1% |
1.2365 |
| High |
1.2521 |
1.2447 |
-0.0074 |
-0.6% |
1.2521 |
| Low |
1.2435 |
1.2398 |
-0.0037 |
-0.3% |
1.2270 |
| Close |
1.2486 |
1.2446 |
-0.0040 |
-0.3% |
1.2446 |
| Range |
0.0086 |
0.0049 |
-0.0037 |
-43.0% |
0.0251 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.5% |
0.0000 |
| Volume |
3 |
17 |
14 |
466.7% |
74 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2577 |
1.2561 |
1.2473 |
|
| R3 |
1.2528 |
1.2512 |
1.2459 |
|
| R2 |
1.2479 |
1.2479 |
1.2455 |
|
| R1 |
1.2463 |
1.2463 |
1.2450 |
1.2471 |
| PP |
1.2430 |
1.2430 |
1.2430 |
1.2435 |
| S1 |
1.2414 |
1.2414 |
1.2442 |
1.2422 |
| S2 |
1.2381 |
1.2381 |
1.2437 |
|
| S3 |
1.2332 |
1.2365 |
1.2433 |
|
| S4 |
1.2283 |
1.2316 |
1.2419 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3165 |
1.3057 |
1.2584 |
|
| R3 |
1.2914 |
1.2806 |
1.2515 |
|
| R2 |
1.2663 |
1.2663 |
1.2492 |
|
| R1 |
1.2555 |
1.2555 |
1.2469 |
1.2609 |
| PP |
1.2412 |
1.2412 |
1.2412 |
1.2440 |
| S1 |
1.2304 |
1.2304 |
1.2423 |
1.2358 |
| S2 |
1.2161 |
1.2161 |
1.2400 |
|
| S3 |
1.1910 |
1.2053 |
1.2377 |
|
| S4 |
1.1659 |
1.1802 |
1.2308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2521 |
1.2270 |
0.0251 |
2.0% |
0.0050 |
0.4% |
70% |
False |
False |
14 |
| 10 |
1.2521 |
1.2131 |
0.0390 |
3.1% |
0.0057 |
0.5% |
81% |
False |
False |
17 |
| 20 |
1.2521 |
1.1815 |
0.0706 |
5.7% |
0.0042 |
0.3% |
89% |
False |
False |
15 |
| 40 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0049 |
0.4% |
73% |
False |
False |
17 |
| 60 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0034 |
0.3% |
73% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2655 |
|
2.618 |
1.2575 |
|
1.618 |
1.2526 |
|
1.000 |
1.2496 |
|
0.618 |
1.2477 |
|
HIGH |
1.2447 |
|
0.618 |
1.2428 |
|
0.500 |
1.2423 |
|
0.382 |
1.2417 |
|
LOW |
1.2398 |
|
0.618 |
1.2368 |
|
1.000 |
1.2349 |
|
1.618 |
1.2319 |
|
2.618 |
1.2270 |
|
4.250 |
1.2190 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2438 |
1.2456 |
| PP |
1.2430 |
1.2452 |
| S1 |
1.2423 |
1.2449 |
|