CME Japanese Yen Future June 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 |
1.2207 |
1.2199 |
-0.0008 |
-0.1% |
1.2370 |
| High |
1.2254 |
1.2227 |
-0.0027 |
-0.2% |
1.2403 |
| Low |
1.2163 |
1.2168 |
0.0005 |
0.0% |
1.2161 |
| Close |
1.2210 |
1.2195 |
-0.0015 |
-0.1% |
1.2257 |
| Range |
0.0091 |
0.0059 |
-0.0032 |
-35.2% |
0.0242 |
| ATR |
0.0114 |
0.0110 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
93,929 |
95,570 |
1,641 |
1.7% |
504,238 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2374 |
1.2343 |
1.2227 |
|
| R3 |
1.2315 |
1.2284 |
1.2211 |
|
| R2 |
1.2256 |
1.2256 |
1.2206 |
|
| R1 |
1.2225 |
1.2225 |
1.2200 |
1.2211 |
| PP |
1.2197 |
1.2197 |
1.2197 |
1.2190 |
| S1 |
1.2166 |
1.2166 |
1.2190 |
1.2152 |
| S2 |
1.2138 |
1.2138 |
1.2184 |
|
| S3 |
1.2079 |
1.2107 |
1.2179 |
|
| S4 |
1.2020 |
1.2048 |
1.2163 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3000 |
1.2870 |
1.2390 |
|
| R3 |
1.2758 |
1.2628 |
1.2324 |
|
| R2 |
1.2516 |
1.2516 |
1.2301 |
|
| R1 |
1.2386 |
1.2386 |
1.2279 |
1.2330 |
| PP |
1.2274 |
1.2274 |
1.2274 |
1.2246 |
| S1 |
1.2144 |
1.2144 |
1.2235 |
1.2088 |
| S2 |
1.2032 |
1.2032 |
1.2213 |
|
| S3 |
1.1790 |
1.1902 |
1.2190 |
|
| S4 |
1.1548 |
1.1660 |
1.2124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2298 |
1.2161 |
0.0137 |
1.1% |
0.0087 |
0.7% |
25% |
False |
False |
97,772 |
| 10 |
1.2449 |
1.2161 |
0.0288 |
2.4% |
0.0100 |
0.8% |
12% |
False |
False |
102,096 |
| 20 |
1.2570 |
1.2156 |
0.0414 |
3.4% |
0.0109 |
0.9% |
9% |
False |
False |
101,181 |
| 40 |
1.2570 |
1.1697 |
0.0873 |
7.2% |
0.0118 |
1.0% |
57% |
False |
False |
113,902 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0131 |
1.1% |
40% |
False |
False |
111,914 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0120 |
1.0% |
40% |
False |
False |
84,088 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0113 |
0.9% |
40% |
False |
False |
67,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2478 |
|
2.618 |
1.2381 |
|
1.618 |
1.2322 |
|
1.000 |
1.2286 |
|
0.618 |
1.2263 |
|
HIGH |
1.2227 |
|
0.618 |
1.2204 |
|
0.500 |
1.2198 |
|
0.382 |
1.2191 |
|
LOW |
1.2168 |
|
0.618 |
1.2132 |
|
1.000 |
1.2109 |
|
1.618 |
1.2073 |
|
2.618 |
1.2014 |
|
4.250 |
1.1917 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2198 |
1.2231 |
| PP |
1.2197 |
1.2219 |
| S1 |
1.2196 |
1.2207 |
|