CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2405 |
1.2456 |
0.0051 |
0.4% |
1.2333 |
| High |
1.2475 |
1.2479 |
0.0004 |
0.0% |
1.2570 |
| Low |
1.2372 |
1.2346 |
-0.0026 |
-0.2% |
1.2242 |
| Close |
1.2450 |
1.2380 |
-0.0070 |
-0.6% |
1.2429 |
| Range |
0.0103 |
0.0133 |
0.0030 |
29.1% |
0.0328 |
| ATR |
0.0125 |
0.0125 |
0.0001 |
0.5% |
0.0000 |
| Volume |
89,525 |
83,422 |
-6,103 |
-6.8% |
541,343 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2801 |
1.2723 |
1.2453 |
|
| R3 |
1.2668 |
1.2590 |
1.2417 |
|
| R2 |
1.2535 |
1.2535 |
1.2404 |
|
| R1 |
1.2457 |
1.2457 |
1.2392 |
1.2430 |
| PP |
1.2402 |
1.2402 |
1.2402 |
1.2388 |
| S1 |
1.2324 |
1.2324 |
1.2368 |
1.2297 |
| S2 |
1.2269 |
1.2269 |
1.2356 |
|
| S3 |
1.2136 |
1.2191 |
1.2343 |
|
| S4 |
1.2003 |
1.2058 |
1.2307 |
|
|
| 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 |
1.2318 |
0.0252 |
2.0% |
0.0128 |
1.0% |
25% |
False |
False |
112,464 |
| 10 |
1.2570 |
1.2075 |
0.0495 |
4.0% |
0.0130 |
1.1% |
62% |
False |
False |
101,161 |
| 20 |
1.2570 |
1.1798 |
0.0772 |
6.2% |
0.0127 |
1.0% |
75% |
False |
False |
111,150 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0139 |
1.1% |
54% |
False |
False |
124,792 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0126 |
1.0% |
54% |
False |
False |
93,061 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0118 |
1.0% |
54% |
False |
False |
69,836 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0106 |
0.9% |
54% |
False |
False |
55,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3044 |
|
2.618 |
1.2827 |
|
1.618 |
1.2694 |
|
1.000 |
1.2612 |
|
0.618 |
1.2561 |
|
HIGH |
1.2479 |
|
0.618 |
1.2428 |
|
0.500 |
1.2413 |
|
0.382 |
1.2397 |
|
LOW |
1.2346 |
|
0.618 |
1.2264 |
|
1.000 |
1.2213 |
|
1.618 |
1.2131 |
|
2.618 |
1.1998 |
|
4.250 |
1.1781 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2413 |
1.2413 |
| PP |
1.2402 |
1.2402 |
| S1 |
1.2391 |
1.2391 |
|