CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2355 |
1.2405 |
0.0050 |
0.4% |
1.2226 |
| High |
1.2435 |
1.2570 |
0.0135 |
1.1% |
1.2342 |
| Low |
1.2318 |
1.2395 |
0.0077 |
0.6% |
1.2075 |
| Close |
1.2410 |
1.2468 |
0.0058 |
0.5% |
1.2330 |
| Range |
0.0117 |
0.0175 |
0.0058 |
49.6% |
0.0267 |
| ATR |
0.0124 |
0.0127 |
0.0004 |
3.0% |
0.0000 |
| Volume |
88,758 |
147,347 |
58,589 |
66.0% |
500,575 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3003 |
1.2910 |
1.2564 |
|
| R3 |
1.2828 |
1.2735 |
1.2516 |
|
| R2 |
1.2653 |
1.2653 |
1.2500 |
|
| R1 |
1.2560 |
1.2560 |
1.2484 |
1.2607 |
| PP |
1.2478 |
1.2478 |
1.2478 |
1.2501 |
| S1 |
1.2385 |
1.2385 |
1.2452 |
1.2432 |
| S2 |
1.2303 |
1.2303 |
1.2436 |
|
| S3 |
1.2128 |
1.2210 |
1.2420 |
|
| S4 |
1.1953 |
1.2035 |
1.2372 |
|
|
| 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 |
1.2570 |
1.2242 |
0.0328 |
2.6% |
0.0117 |
0.9% |
69% |
True |
False |
89,797 |
| 10 |
1.2570 |
1.2075 |
0.0495 |
4.0% |
0.0128 |
1.0% |
79% |
True |
False |
99,969 |
| 20 |
1.2570 |
1.1699 |
0.0871 |
7.0% |
0.0125 |
1.0% |
88% |
True |
False |
113,840 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0146 |
1.2% |
61% |
False |
False |
128,276 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0125 |
1.0% |
61% |
False |
False |
87,641 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0116 |
0.9% |
61% |
False |
False |
65,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3314 |
|
2.618 |
1.3028 |
|
1.618 |
1.2853 |
|
1.000 |
1.2745 |
|
0.618 |
1.2678 |
|
HIGH |
1.2570 |
|
0.618 |
1.2503 |
|
0.500 |
1.2483 |
|
0.382 |
1.2462 |
|
LOW |
1.2395 |
|
0.618 |
1.2287 |
|
1.000 |
1.2220 |
|
1.618 |
1.2112 |
|
2.618 |
1.1937 |
|
4.250 |
1.1651 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2483 |
1.2458 |
| PP |
1.2478 |
1.2447 |
| S1 |
1.2473 |
1.2437 |
|