CME Japanese Yen Future June 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 |
1.2199 |
1.2192 |
-0.0007 |
-0.1% |
1.2370 |
| High |
1.2227 |
1.2324 |
0.0097 |
0.8% |
1.2403 |
| Low |
1.2168 |
1.2183 |
0.0015 |
0.1% |
1.2161 |
| Close |
1.2195 |
1.2298 |
0.0103 |
0.8% |
1.2257 |
| Range |
0.0059 |
0.0141 |
0.0082 |
139.0% |
0.0242 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
2.0% |
0.0000 |
| Volume |
95,570 |
128,424 |
32,854 |
34.4% |
504,238 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2691 |
1.2636 |
1.2376 |
|
| R3 |
1.2550 |
1.2495 |
1.2337 |
|
| R2 |
1.2409 |
1.2409 |
1.2324 |
|
| R1 |
1.2354 |
1.2354 |
1.2311 |
1.2382 |
| PP |
1.2268 |
1.2268 |
1.2268 |
1.2282 |
| S1 |
1.2213 |
1.2213 |
1.2285 |
1.2241 |
| S2 |
1.2127 |
1.2127 |
1.2272 |
|
| S3 |
1.1986 |
1.2072 |
1.2259 |
|
| S4 |
1.1845 |
1.1931 |
1.2220 |
|
|
| 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 |
1.2324 |
1.2163 |
0.0161 |
1.3% |
0.0092 |
0.7% |
84% |
True |
False |
99,871 |
| 10 |
1.2449 |
1.2161 |
0.0288 |
2.3% |
0.0104 |
0.8% |
48% |
False |
False |
104,159 |
| 20 |
1.2570 |
1.2161 |
0.0409 |
3.3% |
0.0109 |
0.9% |
33% |
False |
False |
102,251 |
| 40 |
1.2570 |
1.1697 |
0.0873 |
7.1% |
0.0118 |
1.0% |
69% |
False |
False |
113,724 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0132 |
1.1% |
48% |
False |
False |
114,016 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0121 |
1.0% |
48% |
False |
False |
85,692 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0113 |
0.9% |
48% |
False |
False |
68,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2923 |
|
2.618 |
1.2693 |
|
1.618 |
1.2552 |
|
1.000 |
1.2465 |
|
0.618 |
1.2411 |
|
HIGH |
1.2324 |
|
0.618 |
1.2270 |
|
0.500 |
1.2254 |
|
0.382 |
1.2237 |
|
LOW |
1.2183 |
|
0.618 |
1.2096 |
|
1.000 |
1.2042 |
|
1.618 |
1.1955 |
|
2.618 |
1.1814 |
|
4.250 |
1.1584 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2283 |
1.2280 |
| PP |
1.2268 |
1.2262 |
| S1 |
1.2254 |
1.2244 |
|