CME Japanese Yen Future September 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 |
1.2323 |
1.2351 |
0.0028 |
0.2% |
1.2221 |
| High |
1.2400 |
1.2429 |
0.0029 |
0.2% |
1.2343 |
| Low |
1.2323 |
1.2333 |
0.0010 |
0.1% |
1.2106 |
| Close |
1.2369 |
1.2417 |
0.0048 |
0.4% |
1.2338 |
| Range |
0.0077 |
0.0096 |
0.0019 |
24.7% |
0.0237 |
| ATR |
0.0105 |
0.0105 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
165 |
320 |
155 |
93.9% |
1,172 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2681 |
1.2645 |
1.2470 |
|
| R3 |
1.2585 |
1.2549 |
1.2443 |
|
| R2 |
1.2489 |
1.2489 |
1.2435 |
|
| R1 |
1.2453 |
1.2453 |
1.2426 |
1.2471 |
| PP |
1.2393 |
1.2393 |
1.2393 |
1.2402 |
| S1 |
1.2357 |
1.2357 |
1.2408 |
1.2375 |
| S2 |
1.2297 |
1.2297 |
1.2399 |
|
| S3 |
1.2201 |
1.2261 |
1.2391 |
|
| S4 |
1.2105 |
1.2165 |
1.2364 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2973 |
1.2893 |
1.2468 |
|
| R3 |
1.2736 |
1.2656 |
1.2403 |
|
| R2 |
1.2499 |
1.2499 |
1.2381 |
|
| R1 |
1.2419 |
1.2419 |
1.2360 |
1.2459 |
| PP |
1.2262 |
1.2262 |
1.2262 |
1.2283 |
| S1 |
1.2182 |
1.2182 |
1.2316 |
1.2222 |
| S2 |
1.2025 |
1.2025 |
1.2295 |
|
| S3 |
1.1788 |
1.1945 |
1.2273 |
|
| S4 |
1.1551 |
1.1708 |
1.2208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2429 |
1.2193 |
0.0236 |
1.9% |
0.0087 |
0.7% |
95% |
True |
False |
261 |
| 10 |
1.2429 |
1.2050 |
0.0379 |
3.1% |
0.0103 |
0.8% |
97% |
True |
False |
198 |
| 20 |
1.2429 |
1.1707 |
0.0722 |
5.8% |
0.0101 |
0.8% |
98% |
True |
False |
227 |
| 40 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0112 |
0.9% |
57% |
False |
False |
192 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0080 |
0.6% |
57% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2837 |
|
2.618 |
1.2680 |
|
1.618 |
1.2584 |
|
1.000 |
1.2525 |
|
0.618 |
1.2488 |
|
HIGH |
1.2429 |
|
0.618 |
1.2392 |
|
0.500 |
1.2381 |
|
0.382 |
1.2370 |
|
LOW |
1.2333 |
|
0.618 |
1.2274 |
|
1.000 |
1.2237 |
|
1.618 |
1.2178 |
|
2.618 |
1.2082 |
|
4.250 |
1.1925 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2405 |
1.2392 |
| PP |
1.2393 |
1.2367 |
| S1 |
1.2381 |
1.2343 |
|