CME Japanese Yen Future June 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 |
1.2327 |
1.2350 |
0.0023 |
0.2% |
1.2405 |
| High |
1.2396 |
1.2449 |
0.0053 |
0.4% |
1.2479 |
| Low |
1.2295 |
1.2333 |
0.0038 |
0.3% |
1.2295 |
| Close |
1.2360 |
1.2371 |
0.0011 |
0.1% |
1.2371 |
| Range |
0.0101 |
0.0116 |
0.0015 |
14.9% |
0.0184 |
| ATR |
0.0123 |
0.0122 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
107,794 |
116,201 |
8,407 |
7.8% |
517,371 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2732 |
1.2668 |
1.2435 |
|
| R3 |
1.2616 |
1.2552 |
1.2403 |
|
| R2 |
1.2500 |
1.2500 |
1.2392 |
|
| R1 |
1.2436 |
1.2436 |
1.2382 |
1.2468 |
| PP |
1.2384 |
1.2384 |
1.2384 |
1.2401 |
| S1 |
1.2320 |
1.2320 |
1.2360 |
1.2352 |
| S2 |
1.2268 |
1.2268 |
1.2350 |
|
| S3 |
1.2152 |
1.2204 |
1.2339 |
|
| S4 |
1.2036 |
1.2088 |
1.2307 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2934 |
1.2836 |
1.2472 |
|
| R3 |
1.2750 |
1.2652 |
1.2422 |
|
| R2 |
1.2566 |
1.2566 |
1.2405 |
|
| R1 |
1.2468 |
1.2468 |
1.2388 |
1.2425 |
| PP |
1.2382 |
1.2382 |
1.2382 |
1.2360 |
| S1 |
1.2284 |
1.2284 |
1.2354 |
1.2241 |
| S2 |
1.2198 |
1.2198 |
1.2337 |
|
| S3 |
1.2014 |
1.2100 |
1.2320 |
|
| S4 |
1.1830 |
1.1916 |
1.2270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2479 |
1.2295 |
0.0184 |
1.5% |
0.0113 |
0.9% |
41% |
False |
False |
103,474 |
| 10 |
1.2570 |
1.2242 |
0.0328 |
2.7% |
0.0117 |
0.9% |
39% |
False |
False |
105,871 |
| 20 |
1.2570 |
1.1937 |
0.0633 |
5.1% |
0.0121 |
1.0% |
69% |
False |
False |
106,884 |
| 40 |
1.2658 |
1.1697 |
0.0961 |
7.8% |
0.0124 |
1.0% |
70% |
False |
False |
116,432 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0128 |
1.0% |
53% |
False |
False |
98,788 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0119 |
1.0% |
53% |
False |
False |
74,139 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0108 |
0.9% |
53% |
False |
False |
59,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2942 |
|
2.618 |
1.2753 |
|
1.618 |
1.2637 |
|
1.000 |
1.2565 |
|
0.618 |
1.2521 |
|
HIGH |
1.2449 |
|
0.618 |
1.2405 |
|
0.500 |
1.2391 |
|
0.382 |
1.2377 |
|
LOW |
1.2333 |
|
0.618 |
1.2261 |
|
1.000 |
1.2217 |
|
1.618 |
1.2145 |
|
2.618 |
1.2029 |
|
4.250 |
1.1840 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2391 |
1.2372 |
| PP |
1.2384 |
1.2372 |
| S1 |
1.2378 |
1.2371 |
|