CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2285 |
1.2246 |
-0.0039 |
-0.3% |
1.2405 |
| High |
1.2357 |
1.2277 |
-0.0080 |
-0.6% |
1.2479 |
| Low |
1.2236 |
1.2161 |
-0.0075 |
-0.6% |
1.2295 |
| Close |
1.2258 |
1.2257 |
-0.0001 |
0.0% |
1.2371 |
| Range |
0.0121 |
0.0116 |
-0.0005 |
-4.1% |
0.0184 |
| ATR |
0.0121 |
0.0121 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
105,106 |
117,929 |
12,823 |
12.2% |
517,371 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2580 |
1.2534 |
1.2321 |
|
| R3 |
1.2464 |
1.2418 |
1.2289 |
|
| R2 |
1.2348 |
1.2348 |
1.2278 |
|
| R1 |
1.2302 |
1.2302 |
1.2268 |
1.2325 |
| PP |
1.2232 |
1.2232 |
1.2232 |
1.2243 |
| S1 |
1.2186 |
1.2186 |
1.2246 |
1.2209 |
| S2 |
1.2116 |
1.2116 |
1.2236 |
|
| S3 |
1.2000 |
1.2070 |
1.2225 |
|
| S4 |
1.1884 |
1.1954 |
1.2193 |
|
|
| 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 |
1.2161 |
0.0288 |
2.3% |
0.0115 |
0.9% |
33% |
False |
True |
108,447 |
| 10 |
1.2479 |
1.2161 |
0.0318 |
2.6% |
0.0114 |
0.9% |
30% |
False |
True |
109,667 |
| 20 |
1.2570 |
1.2075 |
0.0495 |
4.0% |
0.0121 |
1.0% |
37% |
False |
False |
104,818 |
| 40 |
1.2570 |
1.1697 |
0.0873 |
7.1% |
0.0118 |
1.0% |
64% |
False |
False |
113,867 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0130 |
1.1% |
44% |
False |
False |
105,848 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0121 |
1.0% |
44% |
False |
False |
79,461 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0112 |
0.9% |
44% |
False |
False |
63,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2770 |
|
2.618 |
1.2581 |
|
1.618 |
1.2465 |
|
1.000 |
1.2393 |
|
0.618 |
1.2349 |
|
HIGH |
1.2277 |
|
0.618 |
1.2233 |
|
0.500 |
1.2219 |
|
0.382 |
1.2205 |
|
LOW |
1.2161 |
|
0.618 |
1.2089 |
|
1.000 |
1.2045 |
|
1.618 |
1.1973 |
|
2.618 |
1.1857 |
|
4.250 |
1.1668 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2244 |
1.2274 |
| PP |
1.2232 |
1.2268 |
| S1 |
1.2219 |
1.2263 |
|