CME Japanese Yen Future September 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 |
1.2351 |
1.2408 |
0.0057 |
0.5% |
1.2221 |
| High |
1.2429 |
1.2570 |
0.0141 |
1.1% |
1.2343 |
| Low |
1.2333 |
1.2408 |
0.0075 |
0.6% |
1.2106 |
| Close |
1.2417 |
1.2475 |
0.0058 |
0.5% |
1.2338 |
| Range |
0.0096 |
0.0162 |
0.0066 |
68.8% |
0.0237 |
| ATR |
0.0105 |
0.0109 |
0.0004 |
3.9% |
0.0000 |
| Volume |
320 |
73 |
-247 |
-77.2% |
1,172 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2970 |
1.2885 |
1.2564 |
|
| R3 |
1.2808 |
1.2723 |
1.2520 |
|
| R2 |
1.2646 |
1.2646 |
1.2505 |
|
| R1 |
1.2561 |
1.2561 |
1.2490 |
1.2604 |
| PP |
1.2484 |
1.2484 |
1.2484 |
1.2506 |
| S1 |
1.2399 |
1.2399 |
1.2460 |
1.2442 |
| S2 |
1.2322 |
1.2322 |
1.2445 |
|
| S3 |
1.2160 |
1.2237 |
1.2430 |
|
| S4 |
1.1998 |
1.2075 |
1.2386 |
|
|
| 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 |
1.2570 |
1.2256 |
0.0314 |
2.5% |
0.0100 |
0.8% |
70% |
True |
False |
173 |
| 10 |
1.2570 |
1.2106 |
0.0464 |
3.7% |
0.0108 |
0.9% |
80% |
True |
False |
200 |
| 20 |
1.2570 |
1.1712 |
0.0858 |
6.9% |
0.0106 |
0.8% |
89% |
True |
False |
224 |
| 40 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0116 |
0.9% |
62% |
False |
False |
193 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0082 |
0.7% |
62% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3259 |
|
2.618 |
1.2994 |
|
1.618 |
1.2832 |
|
1.000 |
1.2732 |
|
0.618 |
1.2670 |
|
HIGH |
1.2570 |
|
0.618 |
1.2508 |
|
0.500 |
1.2489 |
|
0.382 |
1.2470 |
|
LOW |
1.2408 |
|
0.618 |
1.2308 |
|
1.000 |
1.2246 |
|
1.618 |
1.2146 |
|
2.618 |
1.1984 |
|
4.250 |
1.1720 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2489 |
1.2466 |
| PP |
1.2484 |
1.2456 |
| S1 |
1.2480 |
1.2447 |
|