CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2370 |
1.2370 |
0.0000 |
0.0% |
1.2405 |
| High |
1.2403 |
1.2387 |
-0.0016 |
-0.1% |
1.2479 |
| Low |
1.2337 |
1.2230 |
-0.0107 |
-0.9% |
1.2295 |
| Close |
1.2384 |
1.2277 |
-0.0107 |
-0.9% |
1.2371 |
| Range |
0.0066 |
0.0157 |
0.0091 |
137.9% |
0.0184 |
| ATR |
0.0118 |
0.0121 |
0.0003 |
2.3% |
0.0000 |
| Volume |
83,108 |
119,894 |
36,786 |
44.3% |
517,371 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2769 |
1.2680 |
1.2363 |
|
| R3 |
1.2612 |
1.2523 |
1.2320 |
|
| R2 |
1.2455 |
1.2455 |
1.2306 |
|
| R1 |
1.2366 |
1.2366 |
1.2291 |
1.2332 |
| PP |
1.2298 |
1.2298 |
1.2298 |
1.2281 |
| S1 |
1.2209 |
1.2209 |
1.2263 |
1.2175 |
| S2 |
1.2141 |
1.2141 |
1.2248 |
|
| S3 |
1.1984 |
1.2052 |
1.2234 |
|
| S4 |
1.1827 |
1.1895 |
1.2191 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2934 |
1.2836 |
1.2472 |
|
| R3 |
1.2750 |
1.2652 |
1.2422 |
|
| R2 |
1.2566 |
1.2566 |
1.2405 |
|
| R1 |
1.2468 |
1.2468 |
1.2388 |
1.2425 |
| PP |
1.2382 |
1.2382 |
1.2382 |
1.2360 |
| S1 |
1.2284 |
1.2284 |
1.2354 |
1.2241 |
| S2 |
1.2198 |
1.2198 |
1.2337 |
|
| S3 |
1.2014 |
1.2100 |
1.2320 |
|
| S4 |
1.1830 |
1.1916 |
1.2270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2449 |
1.2230 |
0.0219 |
1.8% |
0.0110 |
0.9% |
21% |
False |
True |
109,485 |
| 10 |
1.2570 |
1.2230 |
0.0340 |
2.8% |
0.0119 |
1.0% |
14% |
False |
True |
110,974 |
| 20 |
1.2570 |
1.2035 |
0.0535 |
4.4% |
0.0119 |
1.0% |
45% |
False |
False |
104,842 |
| 40 |
1.2570 |
1.1697 |
0.0873 |
7.1% |
0.0116 |
0.9% |
66% |
False |
False |
112,971 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0130 |
1.1% |
46% |
False |
False |
102,155 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0120 |
1.0% |
46% |
False |
False |
76,674 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0110 |
0.9% |
46% |
False |
False |
61,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3054 |
|
2.618 |
1.2798 |
|
1.618 |
1.2641 |
|
1.000 |
1.2544 |
|
0.618 |
1.2484 |
|
HIGH |
1.2387 |
|
0.618 |
1.2327 |
|
0.500 |
1.2309 |
|
0.382 |
1.2290 |
|
LOW |
1.2230 |
|
0.618 |
1.2133 |
|
1.000 |
1.2073 |
|
1.618 |
1.1976 |
|
2.618 |
1.1819 |
|
4.250 |
1.1563 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2309 |
1.2340 |
| PP |
1.2298 |
1.2319 |
| S1 |
1.2288 |
1.2298 |
|