CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2372 |
1.2365 |
-0.0007 |
-0.1% |
1.2385 |
| High |
1.2456 |
1.2393 |
-0.0063 |
-0.5% |
1.2478 |
| Low |
1.2351 |
1.2345 |
-0.0006 |
0.0% |
1.2309 |
| Close |
1.2377 |
1.2391 |
0.0014 |
0.1% |
1.2377 |
| Range |
0.0105 |
0.0048 |
-0.0057 |
-54.3% |
0.0169 |
| ATR |
0.0106 |
0.0102 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
249 |
909 |
660 |
265.1% |
1,602 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2520 |
1.2504 |
1.2417 |
|
| R3 |
1.2472 |
1.2456 |
1.2404 |
|
| R2 |
1.2424 |
1.2424 |
1.2400 |
|
| R1 |
1.2408 |
1.2408 |
1.2395 |
1.2416 |
| PP |
1.2376 |
1.2376 |
1.2376 |
1.2381 |
| S1 |
1.2360 |
1.2360 |
1.2387 |
1.2368 |
| S2 |
1.2328 |
1.2328 |
1.2382 |
|
| S3 |
1.2280 |
1.2312 |
1.2378 |
|
| S4 |
1.2232 |
1.2264 |
1.2365 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2895 |
1.2805 |
1.2470 |
|
| R3 |
1.2726 |
1.2636 |
1.2423 |
|
| R2 |
1.2557 |
1.2557 |
1.2408 |
|
| R1 |
1.2467 |
1.2467 |
1.2392 |
1.2428 |
| PP |
1.2388 |
1.2388 |
1.2388 |
1.2368 |
| S1 |
1.2298 |
1.2298 |
1.2362 |
1.2259 |
| S2 |
1.2219 |
1.2219 |
1.2346 |
|
| S3 |
1.2050 |
1.2129 |
1.2331 |
|
| S4 |
1.1881 |
1.1960 |
1.2284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2475 |
1.2309 |
0.0166 |
1.3% |
0.0093 |
0.7% |
49% |
False |
False |
443 |
| 10 |
1.2570 |
1.2309 |
0.0261 |
2.1% |
0.0099 |
0.8% |
31% |
False |
False |
409 |
| 20 |
1.2570 |
1.2031 |
0.0539 |
4.3% |
0.0102 |
0.8% |
67% |
False |
False |
311 |
| 40 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0092 |
0.7% |
79% |
False |
False |
256 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0092 |
0.7% |
55% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2597 |
|
2.618 |
1.2519 |
|
1.618 |
1.2471 |
|
1.000 |
1.2441 |
|
0.618 |
1.2423 |
|
HIGH |
1.2393 |
|
0.618 |
1.2375 |
|
0.500 |
1.2369 |
|
0.382 |
1.2363 |
|
LOW |
1.2345 |
|
0.618 |
1.2315 |
|
1.000 |
1.2297 |
|
1.618 |
1.2267 |
|
2.618 |
1.2219 |
|
4.250 |
1.2141 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2384 |
1.2388 |
| PP |
1.2376 |
1.2385 |
| S1 |
1.2369 |
1.2383 |
|