CME Japanese Yen Future September 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 |
1.2371 |
1.2333 |
-0.0038 |
-0.3% |
1.2343 |
| High |
1.2412 |
1.2400 |
-0.0012 |
-0.1% |
1.2570 |
| Low |
1.2309 |
1.2309 |
0.0000 |
0.0% |
1.2256 |
| Close |
1.2365 |
1.2366 |
0.0001 |
0.0% |
1.2436 |
| Range |
0.0103 |
0.0091 |
-0.0012 |
-11.7% |
0.0314 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
377 |
439 |
62 |
16.4% |
1,638 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2631 |
1.2590 |
1.2416 |
|
| R3 |
1.2540 |
1.2499 |
1.2391 |
|
| R2 |
1.2449 |
1.2449 |
1.2383 |
|
| R1 |
1.2408 |
1.2408 |
1.2374 |
1.2429 |
| PP |
1.2358 |
1.2358 |
1.2358 |
1.2369 |
| S1 |
1.2317 |
1.2317 |
1.2358 |
1.2338 |
| S2 |
1.2267 |
1.2267 |
1.2349 |
|
| S3 |
1.2176 |
1.2226 |
1.2341 |
|
| S4 |
1.2085 |
1.2135 |
1.2316 |
|
|
| 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 |
1.2478 |
1.2309 |
0.0169 |
1.4% |
0.0100 |
0.8% |
34% |
False |
True |
476 |
| 10 |
1.2570 |
1.2256 |
0.0314 |
2.5% |
0.0100 |
0.8% |
35% |
False |
False |
324 |
| 20 |
1.2570 |
1.1952 |
0.0618 |
5.0% |
0.0104 |
0.8% |
67% |
False |
False |
279 |
| 40 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0109 |
0.9% |
53% |
False |
False |
242 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0091 |
0.7% |
53% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2787 |
|
2.618 |
1.2638 |
|
1.618 |
1.2547 |
|
1.000 |
1.2491 |
|
0.618 |
1.2456 |
|
HIGH |
1.2400 |
|
0.618 |
1.2365 |
|
0.500 |
1.2355 |
|
0.382 |
1.2344 |
|
LOW |
1.2309 |
|
0.618 |
1.2253 |
|
1.000 |
1.2218 |
|
1.618 |
1.2162 |
|
2.618 |
1.2071 |
|
4.250 |
1.1922 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2362 |
1.2392 |
| PP |
1.2358 |
1.2383 |
| S1 |
1.2355 |
1.2375 |
|