CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2246 |
1.2244 |
-0.0002 |
0.0% |
1.2370 |
| High |
1.2277 |
1.2273 |
-0.0004 |
0.0% |
1.2403 |
| Low |
1.2161 |
1.2215 |
0.0054 |
0.4% |
1.2161 |
| Close |
1.2257 |
1.2257 |
0.0000 |
0.0% |
1.2257 |
| Range |
0.0116 |
0.0058 |
-0.0058 |
-50.0% |
0.0242 |
| ATR |
0.0121 |
0.0116 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
117,929 |
78,201 |
-39,728 |
-33.7% |
504,238 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2422 |
1.2398 |
1.2289 |
|
| R3 |
1.2364 |
1.2340 |
1.2273 |
|
| R2 |
1.2306 |
1.2306 |
1.2268 |
|
| R1 |
1.2282 |
1.2282 |
1.2262 |
1.2294 |
| PP |
1.2248 |
1.2248 |
1.2248 |
1.2255 |
| S1 |
1.2224 |
1.2224 |
1.2252 |
1.2236 |
| S2 |
1.2190 |
1.2190 |
1.2246 |
|
| S3 |
1.2132 |
1.2166 |
1.2241 |
|
| S4 |
1.2074 |
1.2108 |
1.2225 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3000 |
1.2870 |
1.2390 |
|
| R3 |
1.2758 |
1.2628 |
1.2324 |
|
| R2 |
1.2516 |
1.2516 |
1.2301 |
|
| R1 |
1.2386 |
1.2386 |
1.2279 |
1.2330 |
| PP |
1.2274 |
1.2274 |
1.2274 |
1.2246 |
| S1 |
1.2144 |
1.2144 |
1.2235 |
1.2088 |
| S2 |
1.2032 |
1.2032 |
1.2213 |
|
| S3 |
1.1790 |
1.1902 |
1.2190 |
|
| S4 |
1.1548 |
1.1660 |
1.2124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2403 |
1.2161 |
0.0242 |
2.0% |
0.0104 |
0.8% |
40% |
False |
False |
100,847 |
| 10 |
1.2479 |
1.2161 |
0.0318 |
2.6% |
0.0108 |
0.9% |
30% |
False |
False |
102,160 |
| 20 |
1.2570 |
1.2075 |
0.0495 |
4.0% |
0.0117 |
1.0% |
37% |
False |
False |
103,176 |
| 40 |
1.2570 |
1.1697 |
0.0873 |
7.1% |
0.0119 |
1.0% |
64% |
False |
False |
113,881 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0129 |
1.1% |
44% |
False |
False |
107,135 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0120 |
1.0% |
44% |
False |
False |
80,436 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0112 |
0.9% |
44% |
False |
False |
64,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2520 |
|
2.618 |
1.2425 |
|
1.618 |
1.2367 |
|
1.000 |
1.2331 |
|
0.618 |
1.2309 |
|
HIGH |
1.2273 |
|
0.618 |
1.2251 |
|
0.500 |
1.2244 |
|
0.382 |
1.2237 |
|
LOW |
1.2215 |
|
0.618 |
1.2179 |
|
1.000 |
1.2157 |
|
1.618 |
1.2121 |
|
2.618 |
1.2063 |
|
4.250 |
1.1969 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2253 |
1.2259 |
| PP |
1.2248 |
1.2258 |
| S1 |
1.2244 |
1.2258 |
|