CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2232 |
1.2207 |
-0.0025 |
-0.2% |
1.2370 |
| High |
1.2298 |
1.2254 |
-0.0044 |
-0.4% |
1.2403 |
| Low |
1.2186 |
1.2163 |
-0.0023 |
-0.2% |
1.2161 |
| Close |
1.2206 |
1.2210 |
0.0004 |
0.0% |
1.2257 |
| Range |
0.0112 |
0.0091 |
-0.0021 |
-18.8% |
0.0242 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
103,233 |
93,929 |
-9,304 |
-9.0% |
504,238 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2482 |
1.2437 |
1.2260 |
|
| R3 |
1.2391 |
1.2346 |
1.2235 |
|
| R2 |
1.2300 |
1.2300 |
1.2227 |
|
| R1 |
1.2255 |
1.2255 |
1.2218 |
1.2278 |
| PP |
1.2209 |
1.2209 |
1.2209 |
1.2220 |
| S1 |
1.2164 |
1.2164 |
1.2202 |
1.2187 |
| S2 |
1.2118 |
1.2118 |
1.2193 |
|
| S3 |
1.2027 |
1.2073 |
1.2185 |
|
| S4 |
1.1936 |
1.1982 |
1.2160 |
|
|
| 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 |
1.2357 |
1.2161 |
0.0196 |
1.6% |
0.0100 |
0.8% |
25% |
False |
False |
99,679 |
| 10 |
1.2449 |
1.2161 |
0.0288 |
2.4% |
0.0105 |
0.9% |
17% |
False |
False |
104,582 |
| 20 |
1.2570 |
1.2075 |
0.0495 |
4.1% |
0.0117 |
1.0% |
27% |
False |
False |
102,871 |
| 40 |
1.2570 |
1.1697 |
0.0873 |
7.1% |
0.0120 |
1.0% |
59% |
False |
False |
114,654 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0131 |
1.1% |
41% |
False |
False |
110,358 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0120 |
1.0% |
41% |
False |
False |
82,895 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0112 |
0.9% |
41% |
False |
False |
66,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2641 |
|
2.618 |
1.2492 |
|
1.618 |
1.2401 |
|
1.000 |
1.2345 |
|
0.618 |
1.2310 |
|
HIGH |
1.2254 |
|
0.618 |
1.2219 |
|
0.500 |
1.2209 |
|
0.382 |
1.2198 |
|
LOW |
1.2163 |
|
0.618 |
1.2107 |
|
1.000 |
1.2072 |
|
1.618 |
1.2016 |
|
2.618 |
1.1925 |
|
4.250 |
1.1776 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2210 |
1.2231 |
| PP |
1.2209 |
1.2224 |
| S1 |
1.2209 |
1.2217 |
|