CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2200 |
1.2308 |
0.0108 |
0.9% |
1.2238 |
| High |
1.2327 |
1.2392 |
0.0065 |
0.5% |
1.2392 |
| Low |
1.2195 |
1.2308 |
0.0113 |
0.9% |
1.2173 |
| Close |
1.2304 |
1.2381 |
0.0077 |
0.6% |
1.2381 |
| Range |
0.0132 |
0.0084 |
-0.0048 |
-36.4% |
0.0219 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
725 |
633 |
-92 |
-12.7% |
2,833 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2612 |
1.2581 |
1.2427 |
|
| R3 |
1.2528 |
1.2497 |
1.2404 |
|
| R2 |
1.2444 |
1.2444 |
1.2396 |
|
| R1 |
1.2413 |
1.2413 |
1.2389 |
1.2429 |
| PP |
1.2360 |
1.2360 |
1.2360 |
1.2368 |
| S1 |
1.2329 |
1.2329 |
1.2373 |
1.2345 |
| S2 |
1.2276 |
1.2276 |
1.2366 |
|
| S3 |
1.2192 |
1.2245 |
1.2358 |
|
| S4 |
1.2108 |
1.2161 |
1.2335 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2972 |
1.2896 |
1.2501 |
|
| R3 |
1.2753 |
1.2677 |
1.2441 |
|
| R2 |
1.2534 |
1.2534 |
1.2421 |
|
| R1 |
1.2458 |
1.2458 |
1.2401 |
1.2496 |
| PP |
1.2315 |
1.2315 |
1.2315 |
1.2335 |
| S1 |
1.2239 |
1.2239 |
1.2361 |
1.2277 |
| S2 |
1.2096 |
1.2096 |
1.2341 |
|
| S3 |
1.1877 |
1.2020 |
1.2321 |
|
| S4 |
1.1658 |
1.1801 |
1.2261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2392 |
1.2173 |
0.0219 |
1.8% |
0.0092 |
0.7% |
95% |
True |
False |
566 |
| 10 |
1.2393 |
1.2169 |
0.0224 |
1.8% |
0.0090 |
0.7% |
95% |
False |
False |
591 |
| 20 |
1.2570 |
1.2169 |
0.0401 |
3.2% |
0.0096 |
0.8% |
53% |
False |
False |
457 |
| 40 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0100 |
0.8% |
78% |
False |
False |
345 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0104 |
0.8% |
54% |
False |
False |
271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2749 |
|
2.618 |
1.2612 |
|
1.618 |
1.2528 |
|
1.000 |
1.2476 |
|
0.618 |
1.2444 |
|
HIGH |
1.2392 |
|
0.618 |
1.2360 |
|
0.500 |
1.2350 |
|
0.382 |
1.2340 |
|
LOW |
1.2308 |
|
0.618 |
1.2256 |
|
1.000 |
1.2224 |
|
1.618 |
1.2172 |
|
2.618 |
1.2088 |
|
4.250 |
1.1951 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2371 |
1.2349 |
| PP |
1.2360 |
1.2316 |
| S1 |
1.2350 |
1.2284 |
|