CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2365 |
1.2370 |
0.0005 |
0.0% |
1.2385 |
| High |
1.2393 |
1.2370 |
-0.0023 |
-0.2% |
1.2478 |
| Low |
1.2345 |
1.2241 |
-0.0104 |
-0.8% |
1.2309 |
| Close |
1.2391 |
1.2284 |
-0.0107 |
-0.9% |
1.2377 |
| Range |
0.0048 |
0.0129 |
0.0081 |
168.8% |
0.0169 |
| ATR |
0.0102 |
0.0105 |
0.0003 |
3.4% |
0.0000 |
| Volume |
909 |
627 |
-282 |
-31.0% |
1,602 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2685 |
1.2614 |
1.2355 |
|
| R3 |
1.2556 |
1.2485 |
1.2319 |
|
| R2 |
1.2427 |
1.2427 |
1.2308 |
|
| R1 |
1.2356 |
1.2356 |
1.2296 |
1.2327 |
| PP |
1.2298 |
1.2298 |
1.2298 |
1.2284 |
| S1 |
1.2227 |
1.2227 |
1.2272 |
1.2198 |
| S2 |
1.2169 |
1.2169 |
1.2260 |
|
| S3 |
1.2040 |
1.2098 |
1.2249 |
|
| S4 |
1.1911 |
1.1969 |
1.2213 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2895 |
1.2805 |
1.2470 |
|
| R3 |
1.2726 |
1.2636 |
1.2423 |
|
| R2 |
1.2557 |
1.2557 |
1.2408 |
|
| R1 |
1.2467 |
1.2467 |
1.2392 |
1.2428 |
| PP |
1.2388 |
1.2388 |
1.2388 |
1.2368 |
| S1 |
1.2298 |
1.2298 |
1.2362 |
1.2259 |
| S2 |
1.2219 |
1.2219 |
1.2346 |
|
| S3 |
1.2050 |
1.2129 |
1.2331 |
|
| S4 |
1.1881 |
1.1960 |
1.2284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2456 |
1.2241 |
0.0215 |
1.8% |
0.0095 |
0.8% |
20% |
False |
True |
520 |
| 10 |
1.2570 |
1.2241 |
0.0329 |
2.7% |
0.0104 |
0.8% |
13% |
False |
True |
455 |
| 20 |
1.2570 |
1.2050 |
0.0520 |
4.2% |
0.0101 |
0.8% |
45% |
False |
False |
332 |
| 40 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0094 |
0.8% |
67% |
False |
False |
256 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.1% |
0.0095 |
0.8% |
47% |
False |
False |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2918 |
|
2.618 |
1.2708 |
|
1.618 |
1.2579 |
|
1.000 |
1.2499 |
|
0.618 |
1.2450 |
|
HIGH |
1.2370 |
|
0.618 |
1.2321 |
|
0.500 |
1.2306 |
|
0.382 |
1.2290 |
|
LOW |
1.2241 |
|
0.618 |
1.2161 |
|
1.000 |
1.2112 |
|
1.618 |
1.2032 |
|
2.618 |
1.1903 |
|
4.250 |
1.1693 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2306 |
1.2349 |
| PP |
1.2298 |
1.2327 |
| S1 |
1.2291 |
1.2306 |
|