CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 11-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.2397 |
1.2375 |
-0.0022 |
-0.2% |
1.2365 |
High |
1.2397 |
1.2375 |
-0.0022 |
-0.2% |
1.2521 |
Low |
1.2397 |
1.2375 |
-0.0022 |
-0.2% |
1.2270 |
Close |
1.2397 |
1.2375 |
-0.0022 |
-0.2% |
1.2446 |
Range |
|
|
|
|
|
ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.9% |
0.0000 |
Volume |
46 |
46 |
0 |
0.0% |
74 |
|
Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2375 |
1.2375 |
1.2375 |
|
R3 |
1.2375 |
1.2375 |
1.2375 |
|
R2 |
1.2375 |
1.2375 |
1.2375 |
|
R1 |
1.2375 |
1.2375 |
1.2375 |
1.2375 |
PP |
1.2375 |
1.2375 |
1.2375 |
1.2375 |
S1 |
1.2375 |
1.2375 |
1.2375 |
1.2375 |
S2 |
1.2375 |
1.2375 |
1.2375 |
|
S3 |
1.2375 |
1.2375 |
1.2375 |
|
S4 |
1.2375 |
1.2375 |
1.2375 |
|
|
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 |
1.2375 |
0.0146 |
1.2% |
0.0027 |
0.2% |
0% |
False |
True |
25 |
10 |
1.2521 |
1.2205 |
0.0316 |
2.6% |
0.0038 |
0.3% |
54% |
False |
False |
26 |
20 |
1.2521 |
1.1920 |
0.0601 |
4.9% |
0.0043 |
0.3% |
76% |
False |
False |
20 |
40 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0038 |
0.3% |
66% |
False |
False |
19 |
60 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0034 |
0.3% |
66% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2375 |
2.618 |
1.2375 |
1.618 |
1.2375 |
1.000 |
1.2375 |
0.618 |
1.2375 |
HIGH |
1.2375 |
0.618 |
1.2375 |
0.500 |
1.2375 |
0.382 |
1.2375 |
LOW |
1.2375 |
0.618 |
1.2375 |
1.000 |
1.2375 |
1.618 |
1.2375 |
2.618 |
1.2375 |
4.250 |
1.2375 |
|
|
Fisher Pivots for day following 11-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2375 |
1.2419 |
PP |
1.2375 |
1.2404 |
S1 |
1.2375 |
1.2390 |
|