CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2195 |
1.2185 |
-0.0010 |
-0.1% |
1.2365 |
| High |
1.2258 |
1.2228 |
-0.0030 |
-0.2% |
1.2393 |
| Low |
1.2173 |
1.2175 |
0.0002 |
0.0% |
1.2169 |
| Close |
1.2216 |
1.2201 |
-0.0015 |
-0.1% |
1.2263 |
| Range |
0.0085 |
0.0053 |
-0.0032 |
-37.6% |
0.0224 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
860 |
395 |
-465 |
-54.1% |
3,083 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2360 |
1.2334 |
1.2230 |
|
| R3 |
1.2307 |
1.2281 |
1.2216 |
|
| R2 |
1.2254 |
1.2254 |
1.2211 |
|
| R1 |
1.2228 |
1.2228 |
1.2206 |
1.2241 |
| PP |
1.2201 |
1.2201 |
1.2201 |
1.2208 |
| S1 |
1.2175 |
1.2175 |
1.2196 |
1.2188 |
| S2 |
1.2148 |
1.2148 |
1.2191 |
|
| S3 |
1.2095 |
1.2122 |
1.2186 |
|
| S4 |
1.2042 |
1.2069 |
1.2172 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2947 |
1.2829 |
1.2386 |
|
| R3 |
1.2723 |
1.2605 |
1.2325 |
|
| R2 |
1.2499 |
1.2499 |
1.2304 |
|
| R1 |
1.2381 |
1.2381 |
1.2284 |
1.2328 |
| PP |
1.2275 |
1.2275 |
1.2275 |
1.2249 |
| S1 |
1.2157 |
1.2157 |
1.2242 |
1.2104 |
| S2 |
1.2051 |
1.2051 |
1.2222 |
|
| S3 |
1.1827 |
1.1933 |
1.2201 |
|
| S4 |
1.1603 |
1.1709 |
1.2140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2301 |
1.2169 |
0.0132 |
1.1% |
0.0078 |
0.6% |
24% |
False |
False |
531 |
| 10 |
1.2456 |
1.2169 |
0.0287 |
2.4% |
0.0088 |
0.7% |
11% |
False |
False |
524 |
| 20 |
1.2570 |
1.2169 |
0.0401 |
3.3% |
0.0094 |
0.8% |
8% |
False |
False |
428 |
| 40 |
1.2570 |
1.1707 |
0.0863 |
7.1% |
0.0098 |
0.8% |
57% |
False |
False |
315 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.1% |
0.0101 |
0.8% |
40% |
False |
False |
249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2453 |
|
2.618 |
1.2367 |
|
1.618 |
1.2314 |
|
1.000 |
1.2281 |
|
0.618 |
1.2261 |
|
HIGH |
1.2228 |
|
0.618 |
1.2208 |
|
0.500 |
1.2202 |
|
0.382 |
1.2195 |
|
LOW |
1.2175 |
|
0.618 |
1.2142 |
|
1.000 |
1.2122 |
|
1.618 |
1.2089 |
|
2.618 |
1.2036 |
|
4.250 |
1.1950 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2202 |
1.2237 |
| PP |
1.2201 |
1.2225 |
| S1 |
1.2201 |
1.2213 |
|