CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2244 |
1.2232 |
-0.0012 |
-0.1% |
1.2370 |
| High |
1.2273 |
1.2298 |
0.0025 |
0.2% |
1.2403 |
| Low |
1.2215 |
1.2186 |
-0.0029 |
-0.2% |
1.2161 |
| Close |
1.2257 |
1.2206 |
-0.0051 |
-0.4% |
1.2257 |
| Range |
0.0058 |
0.0112 |
0.0054 |
93.1% |
0.0242 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
78,201 |
103,233 |
25,032 |
32.0% |
504,238 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2566 |
1.2498 |
1.2268 |
|
| R3 |
1.2454 |
1.2386 |
1.2237 |
|
| R2 |
1.2342 |
1.2342 |
1.2227 |
|
| R1 |
1.2274 |
1.2274 |
1.2216 |
1.2252 |
| PP |
1.2230 |
1.2230 |
1.2230 |
1.2219 |
| S1 |
1.2162 |
1.2162 |
1.2196 |
1.2140 |
| S2 |
1.2118 |
1.2118 |
1.2185 |
|
| S3 |
1.2006 |
1.2050 |
1.2175 |
|
| S4 |
1.1894 |
1.1938 |
1.2144 |
|
|
| 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 |
1.2387 |
1.2161 |
0.0226 |
1.9% |
0.0113 |
0.9% |
20% |
False |
False |
104,872 |
| 10 |
1.2479 |
1.2161 |
0.0318 |
2.6% |
0.0109 |
0.9% |
14% |
False |
False |
103,531 |
| 20 |
1.2570 |
1.2075 |
0.0495 |
4.1% |
0.0117 |
1.0% |
26% |
False |
False |
102,594 |
| 40 |
1.2570 |
1.1697 |
0.0873 |
7.2% |
0.0119 |
1.0% |
58% |
False |
False |
114,271 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0130 |
1.1% |
40% |
False |
False |
108,837 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0120 |
1.0% |
40% |
False |
False |
81,723 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0112 |
0.9% |
40% |
False |
False |
65,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2774 |
|
2.618 |
1.2591 |
|
1.618 |
1.2479 |
|
1.000 |
1.2410 |
|
0.618 |
1.2367 |
|
HIGH |
1.2298 |
|
0.618 |
1.2255 |
|
0.500 |
1.2242 |
|
0.382 |
1.2229 |
|
LOW |
1.2186 |
|
0.618 |
1.2117 |
|
1.000 |
1.2074 |
|
1.618 |
1.2005 |
|
2.618 |
1.1893 |
|
4.250 |
1.1710 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2242 |
1.2230 |
| PP |
1.2230 |
1.2222 |
| S1 |
1.2218 |
1.2214 |
|