CME Japanese Yen Future June 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 |
1.2405 |
1.2456 |
0.0051 |
0.4% |
1.2333 |
| High |
1.2570 |
1.2470 |
-0.0100 |
-0.8% |
1.2570 |
| Low |
1.2395 |
1.2356 |
-0.0039 |
-0.3% |
1.2242 |
| Close |
1.2468 |
1.2429 |
-0.0039 |
-0.3% |
1.2429 |
| Range |
0.0175 |
0.0114 |
-0.0061 |
-34.9% |
0.0328 |
| ATR |
0.0127 |
0.0127 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
147,347 |
153,269 |
5,922 |
4.0% |
541,343 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2760 |
1.2709 |
1.2492 |
|
| R3 |
1.2646 |
1.2595 |
1.2460 |
|
| R2 |
1.2532 |
1.2532 |
1.2450 |
|
| R1 |
1.2481 |
1.2481 |
1.2439 |
1.2450 |
| PP |
1.2418 |
1.2418 |
1.2418 |
1.2403 |
| S1 |
1.2367 |
1.2367 |
1.2419 |
1.2336 |
| S2 |
1.2304 |
1.2304 |
1.2408 |
|
| S3 |
1.2190 |
1.2253 |
1.2398 |
|
| S4 |
1.2076 |
1.2139 |
1.2366 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3398 |
1.3241 |
1.2609 |
|
| R3 |
1.3070 |
1.2913 |
1.2519 |
|
| R2 |
1.2742 |
1.2742 |
1.2489 |
|
| R1 |
1.2585 |
1.2585 |
1.2459 |
1.2664 |
| PP |
1.2414 |
1.2414 |
1.2414 |
1.2453 |
| S1 |
1.2257 |
1.2257 |
1.2399 |
1.2336 |
| S2 |
1.2086 |
1.2086 |
1.2369 |
|
| S3 |
1.1758 |
1.1929 |
1.2339 |
|
| S4 |
1.1430 |
1.1601 |
1.2249 |
|
|
| 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% |
0.0121 |
1.0% |
57% |
False |
False |
108,268 |
| 10 |
1.2570 |
1.2075 |
0.0495 |
4.0% |
0.0125 |
1.0% |
72% |
False |
False |
104,191 |
| 20 |
1.2570 |
1.1714 |
0.0856 |
6.9% |
0.0125 |
1.0% |
84% |
False |
False |
113,739 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0147 |
1.2% |
58% |
False |
False |
129,762 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0126 |
1.0% |
58% |
False |
False |
90,192 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0116 |
0.9% |
58% |
False |
False |
67,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2955 |
|
2.618 |
1.2768 |
|
1.618 |
1.2654 |
|
1.000 |
1.2584 |
|
0.618 |
1.2540 |
|
HIGH |
1.2470 |
|
0.618 |
1.2426 |
|
0.500 |
1.2413 |
|
0.382 |
1.2400 |
|
LOW |
1.2356 |
|
0.618 |
1.2286 |
|
1.000 |
1.2242 |
|
1.618 |
1.2172 |
|
2.618 |
1.2058 |
|
4.250 |
1.1872 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2424 |
1.2444 |
| PP |
1.2418 |
1.2439 |
| S1 |
1.2413 |
1.2434 |
|