CME Japanese Yen Future June 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 |
1.2192 |
1.2293 |
0.0101 |
0.8% |
1.2232 |
| High |
1.2324 |
1.2393 |
0.0069 |
0.6% |
1.2393 |
| Low |
1.2183 |
1.2291 |
0.0108 |
0.9% |
1.2163 |
| Close |
1.2298 |
1.2375 |
0.0077 |
0.6% |
1.2375 |
| Range |
0.0141 |
0.0102 |
-0.0039 |
-27.7% |
0.0230 |
| ATR |
0.0112 |
0.0112 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
128,424 |
107,445 |
-20,979 |
-16.3% |
528,601 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2659 |
1.2619 |
1.2431 |
|
| R3 |
1.2557 |
1.2517 |
1.2403 |
|
| R2 |
1.2455 |
1.2455 |
1.2394 |
|
| R1 |
1.2415 |
1.2415 |
1.2384 |
1.2435 |
| PP |
1.2353 |
1.2353 |
1.2353 |
1.2363 |
| S1 |
1.2313 |
1.2313 |
1.2366 |
1.2333 |
| S2 |
1.2251 |
1.2251 |
1.2356 |
|
| S3 |
1.2149 |
1.2211 |
1.2347 |
|
| S4 |
1.2047 |
1.2109 |
1.2319 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3000 |
1.2918 |
1.2502 |
|
| R3 |
1.2770 |
1.2688 |
1.2438 |
|
| R2 |
1.2540 |
1.2540 |
1.2417 |
|
| R1 |
1.2458 |
1.2458 |
1.2396 |
1.2499 |
| PP |
1.2310 |
1.2310 |
1.2310 |
1.2331 |
| S1 |
1.2228 |
1.2228 |
1.2354 |
1.2269 |
| S2 |
1.2080 |
1.2080 |
1.2333 |
|
| S3 |
1.1850 |
1.1998 |
1.2312 |
|
| S4 |
1.1620 |
1.1768 |
1.2249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2393 |
1.2163 |
0.0230 |
1.9% |
0.0101 |
0.8% |
92% |
True |
False |
105,720 |
| 10 |
1.2403 |
1.2161 |
0.0242 |
2.0% |
0.0102 |
0.8% |
88% |
False |
False |
103,283 |
| 20 |
1.2570 |
1.2161 |
0.0409 |
3.3% |
0.0110 |
0.9% |
52% |
False |
False |
104,577 |
| 40 |
1.2570 |
1.1697 |
0.0873 |
7.1% |
0.0118 |
1.0% |
78% |
False |
False |
113,187 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0131 |
1.1% |
54% |
False |
False |
115,708 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0121 |
1.0% |
54% |
False |
False |
87,032 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0114 |
0.9% |
54% |
False |
False |
69,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2827 |
|
2.618 |
1.2660 |
|
1.618 |
1.2558 |
|
1.000 |
1.2495 |
|
0.618 |
1.2456 |
|
HIGH |
1.2393 |
|
0.618 |
1.2354 |
|
0.500 |
1.2342 |
|
0.382 |
1.2330 |
|
LOW |
1.2291 |
|
0.618 |
1.2228 |
|
1.000 |
1.2189 |
|
1.618 |
1.2126 |
|
2.618 |
1.2024 |
|
4.250 |
1.1858 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2364 |
1.2344 |
| PP |
1.2353 |
1.2312 |
| S1 |
1.2342 |
1.2281 |
|