CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2370 |
1.2327 |
-0.0043 |
-0.3% |
1.2333 |
| High |
1.2408 |
1.2396 |
-0.0012 |
-0.1% |
1.2570 |
| Low |
1.2297 |
1.2295 |
-0.0002 |
0.0% |
1.2242 |
| Close |
1.2359 |
1.2360 |
0.0001 |
0.0% |
1.2429 |
| Range |
0.0111 |
0.0101 |
-0.0010 |
-9.0% |
0.0328 |
| ATR |
0.0124 |
0.0123 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
120,429 |
107,794 |
-12,635 |
-10.5% |
541,343 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2653 |
1.2608 |
1.2416 |
|
| R3 |
1.2552 |
1.2507 |
1.2388 |
|
| R2 |
1.2451 |
1.2451 |
1.2379 |
|
| R1 |
1.2406 |
1.2406 |
1.2369 |
1.2429 |
| PP |
1.2350 |
1.2350 |
1.2350 |
1.2362 |
| S1 |
1.2305 |
1.2305 |
1.2351 |
1.2328 |
| S2 |
1.2249 |
1.2249 |
1.2341 |
|
| S3 |
1.2148 |
1.2204 |
1.2332 |
|
| S4 |
1.2047 |
1.2103 |
1.2304 |
|
|
| 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 |
1.2479 |
1.2295 |
0.0184 |
1.5% |
0.0112 |
0.9% |
35% |
False |
True |
110,887 |
| 10 |
1.2570 |
1.2242 |
0.0328 |
2.7% |
0.0115 |
0.9% |
36% |
False |
False |
100,342 |
| 20 |
1.2570 |
1.1918 |
0.0652 |
5.3% |
0.0123 |
1.0% |
68% |
False |
False |
108,206 |
| 40 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0133 |
1.1% |
53% |
False |
False |
119,430 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0128 |
1.0% |
53% |
False |
False |
96,858 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0118 |
1.0% |
53% |
False |
False |
72,688 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0107 |
0.9% |
53% |
False |
False |
58,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2825 |
|
2.618 |
1.2660 |
|
1.618 |
1.2559 |
|
1.000 |
1.2497 |
|
0.618 |
1.2458 |
|
HIGH |
1.2396 |
|
0.618 |
1.2357 |
|
0.500 |
1.2346 |
|
0.382 |
1.2334 |
|
LOW |
1.2295 |
|
0.618 |
1.2233 |
|
1.000 |
1.2194 |
|
1.618 |
1.2132 |
|
2.618 |
1.2031 |
|
4.250 |
1.1866 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2355 |
1.2387 |
| PP |
1.2350 |
1.2378 |
| S1 |
1.2346 |
1.2369 |
|