CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2333 |
1.2372 |
0.0039 |
0.3% |
1.2385 |
| High |
1.2400 |
1.2456 |
0.0056 |
0.5% |
1.2478 |
| Low |
1.2309 |
1.2351 |
0.0042 |
0.3% |
1.2309 |
| Close |
1.2366 |
1.2377 |
0.0011 |
0.1% |
1.2377 |
| Range |
0.0091 |
0.0105 |
0.0014 |
15.4% |
0.0169 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
439 |
249 |
-190 |
-43.3% |
1,602 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2710 |
1.2648 |
1.2435 |
|
| R3 |
1.2605 |
1.2543 |
1.2406 |
|
| R2 |
1.2500 |
1.2500 |
1.2396 |
|
| R1 |
1.2438 |
1.2438 |
1.2387 |
1.2469 |
| PP |
1.2395 |
1.2395 |
1.2395 |
1.2410 |
| S1 |
1.2333 |
1.2333 |
1.2367 |
1.2364 |
| S2 |
1.2290 |
1.2290 |
1.2358 |
|
| S3 |
1.2185 |
1.2228 |
1.2348 |
|
| S4 |
1.2080 |
1.2123 |
1.2319 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2895 |
1.2805 |
1.2470 |
|
| R3 |
1.2726 |
1.2636 |
1.2423 |
|
| R2 |
1.2557 |
1.2557 |
1.2408 |
|
| R1 |
1.2467 |
1.2467 |
1.2392 |
1.2428 |
| PP |
1.2388 |
1.2388 |
1.2388 |
1.2368 |
| S1 |
1.2298 |
1.2298 |
1.2362 |
1.2259 |
| S2 |
1.2219 |
1.2219 |
1.2346 |
|
| S3 |
1.2050 |
1.2129 |
1.2331 |
|
| S4 |
1.1881 |
1.1960 |
1.2284 |
|
|
| 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% |
0.0102 |
0.8% |
40% |
False |
False |
320 |
| 10 |
1.2570 |
1.2256 |
0.0314 |
2.5% |
0.0103 |
0.8% |
39% |
False |
False |
324 |
| 20 |
1.2570 |
1.1952 |
0.0618 |
5.0% |
0.0105 |
0.8% |
69% |
False |
False |
284 |
| 40 |
1.2664 |
1.1707 |
0.0957 |
7.7% |
0.0102 |
0.8% |
70% |
False |
False |
242 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0092 |
0.7% |
54% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2902 |
|
2.618 |
1.2731 |
|
1.618 |
1.2626 |
|
1.000 |
1.2561 |
|
0.618 |
1.2521 |
|
HIGH |
1.2456 |
|
0.618 |
1.2416 |
|
0.500 |
1.2404 |
|
0.382 |
1.2391 |
|
LOW |
1.2351 |
|
0.618 |
1.2286 |
|
1.000 |
1.2246 |
|
1.618 |
1.2181 |
|
2.618 |
1.2076 |
|
4.250 |
1.1905 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2404 |
1.2383 |
| PP |
1.2395 |
1.2381 |
| S1 |
1.2386 |
1.2379 |
|