CME Japanese Yen Future June 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 |
1.2266 |
1.2333 |
0.0067 |
0.5% |
1.2226 |
| High |
1.2342 |
1.2349 |
0.0007 |
0.1% |
1.2342 |
| Low |
1.2248 |
1.2242 |
-0.0006 |
0.0% |
1.2075 |
| Close |
1.2330 |
1.2310 |
-0.0020 |
-0.2% |
1.2330 |
| Range |
0.0094 |
0.0107 |
0.0013 |
13.8% |
0.0267 |
| ATR |
0.0128 |
0.0127 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
60,913 |
78,685 |
17,772 |
29.2% |
500,575 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2621 |
1.2573 |
1.2369 |
|
| R3 |
1.2514 |
1.2466 |
1.2339 |
|
| R2 |
1.2407 |
1.2407 |
1.2330 |
|
| R1 |
1.2359 |
1.2359 |
1.2320 |
1.2330 |
| PP |
1.2300 |
1.2300 |
1.2300 |
1.2286 |
| S1 |
1.2252 |
1.2252 |
1.2300 |
1.2223 |
| S2 |
1.2193 |
1.2193 |
1.2290 |
|
| S3 |
1.2086 |
1.2145 |
1.2281 |
|
| S4 |
1.1979 |
1.2038 |
1.2251 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3050 |
1.2957 |
1.2477 |
|
| R3 |
1.2783 |
1.2690 |
1.2403 |
|
| R2 |
1.2516 |
1.2516 |
1.2379 |
|
| R1 |
1.2423 |
1.2423 |
1.2354 |
1.2470 |
| PP |
1.2249 |
1.2249 |
1.2249 |
1.2272 |
| S1 |
1.2156 |
1.2156 |
1.2306 |
1.2203 |
| S2 |
1.1982 |
1.1982 |
1.2281 |
|
| S3 |
1.1715 |
1.1889 |
1.2257 |
|
| S4 |
1.1448 |
1.1622 |
1.2183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2349 |
1.2075 |
0.0274 |
2.2% |
0.0128 |
1.0% |
86% |
True |
False |
92,878 |
| 10 |
1.2349 |
1.2013 |
0.0336 |
2.7% |
0.0125 |
1.0% |
88% |
True |
False |
106,453 |
| 20 |
1.2349 |
1.1697 |
0.0652 |
5.3% |
0.0121 |
1.0% |
94% |
True |
False |
115,555 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0142 |
1.2% |
49% |
False |
False |
123,159 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0125 |
1.0% |
49% |
False |
False |
82,493 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0114 |
0.9% |
49% |
False |
False |
61,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2804 |
|
2.618 |
1.2629 |
|
1.618 |
1.2522 |
|
1.000 |
1.2456 |
|
0.618 |
1.2415 |
|
HIGH |
1.2349 |
|
0.618 |
1.2308 |
|
0.500 |
1.2296 |
|
0.382 |
1.2283 |
|
LOW |
1.2242 |
|
0.618 |
1.2176 |
|
1.000 |
1.2135 |
|
1.618 |
1.2069 |
|
2.618 |
1.1962 |
|
4.250 |
1.1787 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2305 |
1.2291 |
| PP |
1.2300 |
1.2272 |
| S1 |
1.2296 |
1.2253 |
|