CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2350 |
1.2370 |
0.0020 |
0.2% |
1.2405 |
| High |
1.2449 |
1.2403 |
-0.0046 |
-0.4% |
1.2479 |
| Low |
1.2333 |
1.2337 |
0.0004 |
0.0% |
1.2295 |
| Close |
1.2371 |
1.2384 |
0.0013 |
0.1% |
1.2371 |
| Range |
0.0116 |
0.0066 |
-0.0050 |
-43.1% |
0.0184 |
| ATR |
0.0122 |
0.0118 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
116,201 |
83,108 |
-33,093 |
-28.5% |
517,371 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2573 |
1.2544 |
1.2420 |
|
| R3 |
1.2507 |
1.2478 |
1.2402 |
|
| R2 |
1.2441 |
1.2441 |
1.2396 |
|
| R1 |
1.2412 |
1.2412 |
1.2390 |
1.2427 |
| PP |
1.2375 |
1.2375 |
1.2375 |
1.2382 |
| S1 |
1.2346 |
1.2346 |
1.2378 |
1.2361 |
| S2 |
1.2309 |
1.2309 |
1.2372 |
|
| S3 |
1.2243 |
1.2280 |
1.2366 |
|
| S4 |
1.2177 |
1.2214 |
1.2348 |
|
|
| 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% |
0.0105 |
0.9% |
48% |
False |
False |
102,190 |
| 10 |
1.2570 |
1.2295 |
0.0275 |
2.2% |
0.0113 |
0.9% |
32% |
False |
False |
106,313 |
| 20 |
1.2570 |
1.2013 |
0.0557 |
4.5% |
0.0119 |
1.0% |
67% |
False |
False |
106,383 |
| 40 |
1.2570 |
1.1697 |
0.0873 |
7.0% |
0.0114 |
0.9% |
79% |
False |
False |
112,098 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0128 |
1.0% |
55% |
False |
False |
100,164 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0118 |
1.0% |
55% |
False |
False |
75,176 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0109 |
0.9% |
55% |
False |
False |
60,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2684 |
|
2.618 |
1.2576 |
|
1.618 |
1.2510 |
|
1.000 |
1.2469 |
|
0.618 |
1.2444 |
|
HIGH |
1.2403 |
|
0.618 |
1.2378 |
|
0.500 |
1.2370 |
|
0.382 |
1.2362 |
|
LOW |
1.2337 |
|
0.618 |
1.2296 |
|
1.000 |
1.2271 |
|
1.618 |
1.2230 |
|
2.618 |
1.2164 |
|
4.250 |
1.2057 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2379 |
1.2380 |
| PP |
1.2375 |
1.2376 |
| S1 |
1.2370 |
1.2372 |
|