CME Japanese Yen Future December 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 |
1.2190 |
1.2224 |
0.0034 |
0.3% |
1.2400 |
| High |
1.2190 |
1.2224 |
0.0034 |
0.3% |
1.2400 |
| Low |
1.2190 |
1.2187 |
-0.0003 |
0.0% |
1.2200 |
| Close |
1.2226 |
1.2211 |
-0.0015 |
-0.1% |
1.2272 |
| Range |
0.0000 |
0.0037 |
0.0037 |
|
0.0200 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
9 |
1 |
-8 |
-88.9% |
24 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2318 |
1.2302 |
1.2231 |
|
| R3 |
1.2281 |
1.2265 |
1.2221 |
|
| R2 |
1.2244 |
1.2244 |
1.2218 |
|
| R1 |
1.2228 |
1.2228 |
1.2214 |
1.2218 |
| PP |
1.2207 |
1.2207 |
1.2207 |
1.2202 |
| S1 |
1.2191 |
1.2191 |
1.2208 |
1.2181 |
| S2 |
1.2170 |
1.2170 |
1.2204 |
|
| S3 |
1.2133 |
1.2154 |
1.2201 |
|
| S4 |
1.2096 |
1.2117 |
1.2191 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2891 |
1.2781 |
1.2382 |
|
| R3 |
1.2691 |
1.2581 |
1.2327 |
|
| R2 |
1.2491 |
1.2491 |
1.2309 |
|
| R1 |
1.2381 |
1.2381 |
1.2290 |
1.2336 |
| PP |
1.2291 |
1.2291 |
1.2291 |
1.2268 |
| S1 |
1.2181 |
1.2181 |
1.2254 |
1.2136 |
| S2 |
1.2091 |
1.2091 |
1.2235 |
|
| S3 |
1.1891 |
1.1981 |
1.2217 |
|
| S4 |
1.1691 |
1.1781 |
1.2162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2283 |
1.2187 |
0.0096 |
0.8% |
0.0024 |
0.2% |
25% |
False |
True |
5 |
| 10 |
1.2450 |
1.2187 |
0.0263 |
2.2% |
0.0018 |
0.1% |
9% |
False |
True |
9 |
| 20 |
1.2521 |
1.2187 |
0.0334 |
2.7% |
0.0028 |
0.2% |
7% |
False |
True |
17 |
| 40 |
1.2521 |
1.1732 |
0.0789 |
6.5% |
0.0029 |
0.2% |
61% |
False |
False |
15 |
| 60 |
1.2708 |
1.1732 |
0.0976 |
8.0% |
0.0036 |
0.3% |
49% |
False |
False |
15 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
8.0% |
0.0028 |
0.2% |
49% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2381 |
|
2.618 |
1.2321 |
|
1.618 |
1.2284 |
|
1.000 |
1.2261 |
|
0.618 |
1.2247 |
|
HIGH |
1.2224 |
|
0.618 |
1.2210 |
|
0.500 |
1.2206 |
|
0.382 |
1.2201 |
|
LOW |
1.2187 |
|
0.618 |
1.2164 |
|
1.000 |
1.2150 |
|
1.618 |
1.2127 |
|
2.618 |
1.2090 |
|
4.250 |
1.2030 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2209 |
1.2209 |
| PP |
1.2207 |
1.2207 |
| S1 |
1.2206 |
1.2206 |
|