CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2185 |
1.2200 |
0.0015 |
0.1% |
1.2365 |
| High |
1.2228 |
1.2327 |
0.0099 |
0.8% |
1.2393 |
| Low |
1.2175 |
1.2195 |
0.0020 |
0.2% |
1.2169 |
| Close |
1.2201 |
1.2304 |
0.0103 |
0.8% |
1.2263 |
| Range |
0.0053 |
0.0132 |
0.0079 |
149.1% |
0.0224 |
| ATR |
0.0097 |
0.0100 |
0.0002 |
2.6% |
0.0000 |
| Volume |
395 |
725 |
330 |
83.5% |
3,083 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2671 |
1.2620 |
1.2377 |
|
| R3 |
1.2539 |
1.2488 |
1.2340 |
|
| R2 |
1.2407 |
1.2407 |
1.2328 |
|
| R1 |
1.2356 |
1.2356 |
1.2316 |
1.2382 |
| PP |
1.2275 |
1.2275 |
1.2275 |
1.2288 |
| S1 |
1.2224 |
1.2224 |
1.2292 |
1.2250 |
| S2 |
1.2143 |
1.2143 |
1.2280 |
|
| S3 |
1.2011 |
1.2092 |
1.2268 |
|
| S4 |
1.1879 |
1.1960 |
1.2231 |
|
|
| 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 |
1.2327 |
1.2173 |
0.0154 |
1.3% |
0.0084 |
0.7% |
85% |
True |
False |
565 |
| 10 |
1.2456 |
1.2169 |
0.0287 |
2.3% |
0.0092 |
0.7% |
47% |
False |
False |
553 |
| 20 |
1.2570 |
1.2169 |
0.0401 |
3.3% |
0.0096 |
0.8% |
34% |
False |
False |
438 |
| 40 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0099 |
0.8% |
69% |
False |
False |
331 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.1% |
0.0103 |
0.8% |
48% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2888 |
|
2.618 |
1.2673 |
|
1.618 |
1.2541 |
|
1.000 |
1.2459 |
|
0.618 |
1.2409 |
|
HIGH |
1.2327 |
|
0.618 |
1.2277 |
|
0.500 |
1.2261 |
|
0.382 |
1.2245 |
|
LOW |
1.2195 |
|
0.618 |
1.2113 |
|
1.000 |
1.2063 |
|
1.618 |
1.1981 |
|
2.618 |
1.1849 |
|
4.250 |
1.1634 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2290 |
1.2286 |
| PP |
1.2275 |
1.2268 |
| S1 |
1.2261 |
1.2250 |
|