CME Japanese Yen Future December 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 |
1.2420 |
1.2460 |
0.0040 |
0.3% |
1.2365 |
| High |
1.2447 |
1.2462 |
0.0015 |
0.1% |
1.2521 |
| Low |
1.2398 |
1.2460 |
0.0062 |
0.5% |
1.2270 |
| Close |
1.2446 |
1.2468 |
0.0022 |
0.2% |
1.2446 |
| Range |
0.0049 |
0.0002 |
-0.0047 |
-95.9% |
0.0251 |
| ATR |
0.0074 |
0.0070 |
-0.0004 |
-5.6% |
0.0000 |
| Volume |
17 |
15 |
-2 |
-11.8% |
74 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2469 |
1.2471 |
1.2469 |
|
| R3 |
1.2467 |
1.2469 |
1.2469 |
|
| R2 |
1.2465 |
1.2465 |
1.2468 |
|
| R1 |
1.2467 |
1.2467 |
1.2468 |
1.2466 |
| PP |
1.2463 |
1.2463 |
1.2463 |
1.2463 |
| S1 |
1.2465 |
1.2465 |
1.2468 |
1.2464 |
| S2 |
1.2461 |
1.2461 |
1.2468 |
|
| S3 |
1.2459 |
1.2463 |
1.2467 |
|
| S4 |
1.2457 |
1.2461 |
1.2467 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3165 |
1.3057 |
1.2584 |
|
| R3 |
1.2914 |
1.2806 |
1.2515 |
|
| R2 |
1.2663 |
1.2663 |
1.2492 |
|
| R1 |
1.2555 |
1.2555 |
1.2469 |
1.2609 |
| PP |
1.2412 |
1.2412 |
1.2412 |
1.2440 |
| S1 |
1.2304 |
1.2304 |
1.2423 |
1.2358 |
| S2 |
1.2161 |
1.2161 |
1.2400 |
|
| S3 |
1.1910 |
1.2053 |
1.2377 |
|
| S4 |
1.1659 |
1.1802 |
1.2308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2521 |
1.2380 |
0.0141 |
1.1% |
0.0031 |
0.3% |
62% |
False |
False |
16 |
| 10 |
1.2521 |
1.2131 |
0.0390 |
3.1% |
0.0057 |
0.5% |
86% |
False |
False |
18 |
| 20 |
1.2521 |
1.1838 |
0.0683 |
5.5% |
0.0043 |
0.3% |
92% |
False |
False |
16 |
| 40 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0049 |
0.4% |
75% |
False |
False |
17 |
| 60 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0034 |
0.3% |
75% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2471 |
|
2.618 |
1.2467 |
|
1.618 |
1.2465 |
|
1.000 |
1.2464 |
|
0.618 |
1.2463 |
|
HIGH |
1.2462 |
|
0.618 |
1.2461 |
|
0.500 |
1.2461 |
|
0.382 |
1.2461 |
|
LOW |
1.2460 |
|
0.618 |
1.2459 |
|
1.000 |
1.2458 |
|
1.618 |
1.2457 |
|
2.618 |
1.2455 |
|
4.250 |
1.2452 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2466 |
1.2465 |
| PP |
1.2463 |
1.2462 |
| S1 |
1.2461 |
1.2460 |
|