CME Japanese Yen Future June 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 |
1.2308 |
1.2355 |
0.0047 |
0.4% |
1.2226 |
| High |
1.2395 |
1.2435 |
0.0040 |
0.3% |
1.2342 |
| Low |
1.2304 |
1.2318 |
0.0014 |
0.1% |
1.2075 |
| Close |
1.2361 |
1.2410 |
0.0049 |
0.4% |
1.2330 |
| Range |
0.0091 |
0.0117 |
0.0026 |
28.6% |
0.0267 |
| ATR |
0.0124 |
0.0124 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
73,284 |
88,758 |
15,474 |
21.1% |
500,575 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2739 |
1.2691 |
1.2474 |
|
| R3 |
1.2622 |
1.2574 |
1.2442 |
|
| R2 |
1.2505 |
1.2505 |
1.2431 |
|
| R1 |
1.2457 |
1.2457 |
1.2421 |
1.2481 |
| PP |
1.2388 |
1.2388 |
1.2388 |
1.2400 |
| S1 |
1.2340 |
1.2340 |
1.2399 |
1.2364 |
| S2 |
1.2271 |
1.2271 |
1.2389 |
|
| S3 |
1.2154 |
1.2223 |
1.2378 |
|
| S4 |
1.2037 |
1.2106 |
1.2346 |
|
|
| 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 |
1.2435 |
1.2156 |
0.0279 |
2.2% |
0.0108 |
0.9% |
91% |
True |
False |
81,733 |
| 10 |
1.2435 |
1.2035 |
0.0400 |
3.2% |
0.0123 |
1.0% |
94% |
True |
False |
96,836 |
| 20 |
1.2435 |
1.1697 |
0.0738 |
5.9% |
0.0121 |
1.0% |
97% |
True |
False |
113,285 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0143 |
1.2% |
57% |
False |
False |
126,251 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0124 |
1.0% |
57% |
False |
False |
85,188 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0114 |
0.9% |
57% |
False |
False |
63,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2932 |
|
2.618 |
1.2741 |
|
1.618 |
1.2624 |
|
1.000 |
1.2552 |
|
0.618 |
1.2507 |
|
HIGH |
1.2435 |
|
0.618 |
1.2390 |
|
0.500 |
1.2377 |
|
0.382 |
1.2363 |
|
LOW |
1.2318 |
|
0.618 |
1.2246 |
|
1.000 |
1.2201 |
|
1.618 |
1.2129 |
|
2.618 |
1.2012 |
|
4.250 |
1.1821 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2399 |
1.2386 |
| PP |
1.2388 |
1.2362 |
| S1 |
1.2377 |
1.2339 |
|