CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2465 |
1.2371 |
-0.0094 |
-0.8% |
1.2343 |
| High |
1.2475 |
1.2412 |
-0.0063 |
-0.5% |
1.2570 |
| Low |
1.2359 |
1.2309 |
-0.0050 |
-0.4% |
1.2256 |
| Close |
1.2387 |
1.2365 |
-0.0022 |
-0.2% |
1.2436 |
| Range |
0.0116 |
0.0103 |
-0.0013 |
-11.2% |
0.0314 |
| ATR |
0.0108 |
0.0107 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
242 |
377 |
135 |
55.8% |
1,638 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2671 |
1.2621 |
1.2422 |
|
| R3 |
1.2568 |
1.2518 |
1.2393 |
|
| R2 |
1.2465 |
1.2465 |
1.2384 |
|
| R1 |
1.2415 |
1.2415 |
1.2374 |
1.2389 |
| PP |
1.2362 |
1.2362 |
1.2362 |
1.2349 |
| S1 |
1.2312 |
1.2312 |
1.2356 |
1.2286 |
| S2 |
1.2259 |
1.2259 |
1.2346 |
|
| S3 |
1.2156 |
1.2209 |
1.2337 |
|
| S4 |
1.2053 |
1.2106 |
1.2308 |
|
|
| 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 |
1.2309 |
0.0261 |
2.1% |
0.0114 |
0.9% |
21% |
False |
True |
402 |
| 10 |
1.2570 |
1.2193 |
0.0377 |
3.0% |
0.0101 |
0.8% |
46% |
False |
False |
332 |
| 20 |
1.2570 |
1.1897 |
0.0673 |
5.4% |
0.0104 |
0.8% |
70% |
False |
False |
268 |
| 40 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0112 |
0.9% |
53% |
False |
False |
238 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0089 |
0.7% |
53% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2850 |
|
2.618 |
1.2682 |
|
1.618 |
1.2579 |
|
1.000 |
1.2515 |
|
0.618 |
1.2476 |
|
HIGH |
1.2412 |
|
0.618 |
1.2373 |
|
0.500 |
1.2361 |
|
0.382 |
1.2348 |
|
LOW |
1.2309 |
|
0.618 |
1.2245 |
|
1.000 |
1.2206 |
|
1.618 |
1.2142 |
|
2.618 |
1.2039 |
|
4.250 |
1.1871 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2364 |
1.2394 |
| PP |
1.2362 |
1.2384 |
| S1 |
1.2361 |
1.2375 |
|