CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2370 |
1.2285 |
-0.0085 |
-0.7% |
1.2405 |
| High |
1.2387 |
1.2357 |
-0.0030 |
-0.2% |
1.2479 |
| Low |
1.2230 |
1.2236 |
0.0006 |
0.0% |
1.2295 |
| Close |
1.2277 |
1.2258 |
-0.0019 |
-0.2% |
1.2371 |
| Range |
0.0157 |
0.0121 |
-0.0036 |
-22.9% |
0.0184 |
| ATR |
0.0121 |
0.0121 |
0.0000 |
0.0% |
0.0000 |
| Volume |
119,894 |
105,106 |
-14,788 |
-12.3% |
517,371 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2647 |
1.2573 |
1.2325 |
|
| R3 |
1.2526 |
1.2452 |
1.2291 |
|
| R2 |
1.2405 |
1.2405 |
1.2280 |
|
| R1 |
1.2331 |
1.2331 |
1.2269 |
1.2308 |
| PP |
1.2284 |
1.2284 |
1.2284 |
1.2272 |
| S1 |
1.2210 |
1.2210 |
1.2247 |
1.2187 |
| S2 |
1.2163 |
1.2163 |
1.2236 |
|
| S3 |
1.2042 |
1.2089 |
1.2225 |
|
| S4 |
1.1921 |
1.1968 |
1.2191 |
|
|
| 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 |
1.2449 |
1.2230 |
0.0219 |
1.8% |
0.0112 |
0.9% |
13% |
False |
False |
106,420 |
| 10 |
1.2570 |
1.2230 |
0.0340 |
2.8% |
0.0120 |
1.0% |
8% |
False |
False |
112,609 |
| 20 |
1.2570 |
1.2035 |
0.0535 |
4.4% |
0.0121 |
1.0% |
42% |
False |
False |
104,722 |
| 40 |
1.2570 |
1.1697 |
0.0873 |
7.1% |
0.0117 |
1.0% |
64% |
False |
False |
113,607 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0130 |
1.1% |
45% |
False |
False |
103,901 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0120 |
1.0% |
45% |
False |
False |
77,987 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0111 |
0.9% |
45% |
False |
False |
62,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2871 |
|
2.618 |
1.2674 |
|
1.618 |
1.2553 |
|
1.000 |
1.2478 |
|
0.618 |
1.2432 |
|
HIGH |
1.2357 |
|
0.618 |
1.2311 |
|
0.500 |
1.2297 |
|
0.382 |
1.2282 |
|
LOW |
1.2236 |
|
0.618 |
1.2161 |
|
1.000 |
1.2115 |
|
1.618 |
1.2040 |
|
2.618 |
1.1919 |
|
4.250 |
1.1722 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2297 |
1.2317 |
| PP |
1.2284 |
1.2297 |
| S1 |
1.2271 |
1.2278 |
|