CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2293 |
1.2370 |
0.0077 |
0.6% |
1.2232 |
| High |
1.2393 |
1.2391 |
-0.0002 |
0.0% |
1.2393 |
| Low |
1.2291 |
1.2229 |
-0.0062 |
-0.5% |
1.2163 |
| Close |
1.2375 |
1.2273 |
-0.0102 |
-0.8% |
1.2375 |
| Range |
0.0102 |
0.0162 |
0.0060 |
58.8% |
0.0230 |
| ATR |
0.0112 |
0.0115 |
0.0004 |
3.2% |
0.0000 |
| Volume |
107,445 |
108,638 |
1,193 |
1.1% |
528,601 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2784 |
1.2690 |
1.2362 |
|
| R3 |
1.2622 |
1.2528 |
1.2318 |
|
| R2 |
1.2460 |
1.2460 |
1.2303 |
|
| R1 |
1.2366 |
1.2366 |
1.2288 |
1.2332 |
| PP |
1.2298 |
1.2298 |
1.2298 |
1.2281 |
| S1 |
1.2204 |
1.2204 |
1.2258 |
1.2170 |
| S2 |
1.2136 |
1.2136 |
1.2243 |
|
| S3 |
1.1974 |
1.2042 |
1.2228 |
|
| S4 |
1.1812 |
1.1880 |
1.2184 |
|
|
| 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% |
0.0111 |
0.9% |
48% |
False |
False |
106,801 |
| 10 |
1.2393 |
1.2161 |
0.0232 |
1.9% |
0.0112 |
0.9% |
48% |
False |
False |
105,836 |
| 20 |
1.2570 |
1.2161 |
0.0409 |
3.3% |
0.0112 |
0.9% |
27% |
False |
False |
106,075 |
| 40 |
1.2570 |
1.1697 |
0.0873 |
7.1% |
0.0116 |
0.9% |
66% |
False |
False |
110,815 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0132 |
1.1% |
46% |
False |
False |
117,464 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0122 |
1.0% |
46% |
False |
False |
88,389 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.3% |
0.0113 |
0.9% |
46% |
False |
False |
70,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3080 |
|
2.618 |
1.2815 |
|
1.618 |
1.2653 |
|
1.000 |
1.2553 |
|
0.618 |
1.2491 |
|
HIGH |
1.2391 |
|
0.618 |
1.2329 |
|
0.500 |
1.2310 |
|
0.382 |
1.2291 |
|
LOW |
1.2229 |
|
0.618 |
1.2129 |
|
1.000 |
1.2067 |
|
1.618 |
1.1967 |
|
2.618 |
1.1805 |
|
4.250 |
1.1541 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2310 |
1.2288 |
| PP |
1.2298 |
1.2283 |
| S1 |
1.2285 |
1.2278 |
|