CME Japanese Yen Future September 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 |
1.2277 |
1.2242 |
-0.0035 |
-0.3% |
1.2385 |
| High |
1.2360 |
1.2271 |
-0.0089 |
-0.7% |
1.2478 |
| Low |
1.2247 |
1.2169 |
-0.0078 |
-0.6% |
1.2309 |
| Close |
1.2264 |
1.2263 |
-0.0001 |
0.0% |
1.2377 |
| Range |
0.0113 |
0.0102 |
-0.0011 |
-9.7% |
0.0169 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
364 |
555 |
191 |
52.5% |
1,602 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2540 |
1.2504 |
1.2319 |
|
| R3 |
1.2438 |
1.2402 |
1.2291 |
|
| R2 |
1.2336 |
1.2336 |
1.2282 |
|
| R1 |
1.2300 |
1.2300 |
1.2272 |
1.2318 |
| PP |
1.2234 |
1.2234 |
1.2234 |
1.2244 |
| S1 |
1.2198 |
1.2198 |
1.2254 |
1.2216 |
| S2 |
1.2132 |
1.2132 |
1.2244 |
|
| S3 |
1.2030 |
1.2096 |
1.2235 |
|
| S4 |
1.1928 |
1.1994 |
1.2207 |
|
|
| 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 |
1.2169 |
0.0287 |
2.3% |
0.0099 |
0.8% |
33% |
False |
True |
540 |
| 10 |
1.2478 |
1.2169 |
0.0309 |
2.5% |
0.0100 |
0.8% |
30% |
False |
True |
508 |
| 20 |
1.2570 |
1.2106 |
0.0464 |
3.8% |
0.0104 |
0.8% |
34% |
False |
False |
354 |
| 40 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0097 |
0.8% |
64% |
False |
False |
276 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.1% |
0.0097 |
0.8% |
45% |
False |
False |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2705 |
|
2.618 |
1.2538 |
|
1.618 |
1.2436 |
|
1.000 |
1.2373 |
|
0.618 |
1.2334 |
|
HIGH |
1.2271 |
|
0.618 |
1.2232 |
|
0.500 |
1.2220 |
|
0.382 |
1.2208 |
|
LOW |
1.2169 |
|
0.618 |
1.2106 |
|
1.000 |
1.2067 |
|
1.618 |
1.2004 |
|
2.618 |
1.1902 |
|
4.250 |
1.1736 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2249 |
1.2270 |
| PP |
1.2234 |
1.2267 |
| S1 |
1.2220 |
1.2265 |
|