CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2456 |
1.2385 |
-0.0071 |
-0.6% |
1.2343 |
| High |
1.2470 |
1.2478 |
0.0008 |
0.1% |
1.2570 |
| Low |
1.2374 |
1.2385 |
0.0011 |
0.1% |
1.2256 |
| Close |
1.2436 |
1.2457 |
0.0021 |
0.2% |
1.2436 |
| Range |
0.0096 |
0.0093 |
-0.0003 |
-3.1% |
0.0314 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,027 |
295 |
-732 |
-71.3% |
1,638 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2719 |
1.2681 |
1.2508 |
|
| R3 |
1.2626 |
1.2588 |
1.2483 |
|
| R2 |
1.2533 |
1.2533 |
1.2474 |
|
| R1 |
1.2495 |
1.2495 |
1.2466 |
1.2514 |
| PP |
1.2440 |
1.2440 |
1.2440 |
1.2450 |
| S1 |
1.2402 |
1.2402 |
1.2448 |
1.2421 |
| S2 |
1.2347 |
1.2347 |
1.2440 |
|
| S3 |
1.2254 |
1.2309 |
1.2431 |
|
| S4 |
1.2161 |
1.2216 |
1.2406 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3363 |
1.3213 |
1.2609 |
|
| R3 |
1.3049 |
1.2899 |
1.2522 |
|
| R2 |
1.2735 |
1.2735 |
1.2494 |
|
| R1 |
1.2585 |
1.2585 |
1.2465 |
1.2660 |
| PP |
1.2421 |
1.2421 |
1.2421 |
1.2458 |
| S1 |
1.2271 |
1.2271 |
1.2407 |
1.2346 |
| S2 |
1.2107 |
1.2107 |
1.2378 |
|
| S3 |
1.1793 |
1.1957 |
1.2350 |
|
| S4 |
1.1479 |
1.1643 |
1.2263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2570 |
1.2323 |
0.0247 |
2.0% |
0.0105 |
0.8% |
54% |
False |
False |
376 |
| 10 |
1.2570 |
1.2106 |
0.0464 |
3.7% |
0.0106 |
0.9% |
76% |
False |
False |
292 |
| 20 |
1.2570 |
1.1770 |
0.0800 |
6.4% |
0.0105 |
0.8% |
86% |
False |
False |
262 |
| 40 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0119 |
1.0% |
61% |
False |
False |
225 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0086 |
0.7% |
61% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2873 |
|
2.618 |
1.2721 |
|
1.618 |
1.2628 |
|
1.000 |
1.2571 |
|
0.618 |
1.2535 |
|
HIGH |
1.2478 |
|
0.618 |
1.2442 |
|
0.500 |
1.2432 |
|
0.382 |
1.2421 |
|
LOW |
1.2385 |
|
0.618 |
1.2328 |
|
1.000 |
1.2292 |
|
1.618 |
1.2235 |
|
2.618 |
1.2142 |
|
4.250 |
1.1990 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2449 |
1.2472 |
| PP |
1.2440 |
1.2467 |
| S1 |
1.2432 |
1.2462 |
|