CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2370 |
1.2277 |
-0.0093 |
-0.8% |
1.2385 |
| High |
1.2370 |
1.2360 |
-0.0010 |
-0.1% |
1.2478 |
| Low |
1.2241 |
1.2247 |
0.0006 |
0.0% |
1.2309 |
| Close |
1.2284 |
1.2264 |
-0.0020 |
-0.2% |
1.2377 |
| Range |
0.0129 |
0.0113 |
-0.0016 |
-12.4% |
0.0169 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
0.5% |
0.0000 |
| Volume |
627 |
364 |
-263 |
-41.9% |
1,602 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2629 |
1.2560 |
1.2326 |
|
| R3 |
1.2516 |
1.2447 |
1.2295 |
|
| R2 |
1.2403 |
1.2403 |
1.2285 |
|
| R1 |
1.2334 |
1.2334 |
1.2274 |
1.2312 |
| PP |
1.2290 |
1.2290 |
1.2290 |
1.2280 |
| S1 |
1.2221 |
1.2221 |
1.2254 |
1.2199 |
| S2 |
1.2177 |
1.2177 |
1.2243 |
|
| S3 |
1.2064 |
1.2108 |
1.2233 |
|
| S4 |
1.1951 |
1.1995 |
1.2202 |
|
|
| 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 |
1.2456 |
1.2241 |
0.0215 |
1.8% |
0.0097 |
0.8% |
11% |
False |
False |
517 |
| 10 |
1.2570 |
1.2241 |
0.0329 |
2.7% |
0.0106 |
0.9% |
7% |
False |
False |
460 |
| 20 |
1.2570 |
1.2050 |
0.0520 |
4.2% |
0.0105 |
0.9% |
41% |
False |
False |
329 |
| 40 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0095 |
0.8% |
65% |
False |
False |
263 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.1% |
0.0095 |
0.8% |
45% |
False |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2840 |
|
2.618 |
1.2656 |
|
1.618 |
1.2543 |
|
1.000 |
1.2473 |
|
0.618 |
1.2430 |
|
HIGH |
1.2360 |
|
0.618 |
1.2317 |
|
0.500 |
1.2304 |
|
0.382 |
1.2290 |
|
LOW |
1.2247 |
|
0.618 |
1.2177 |
|
1.000 |
1.2134 |
|
1.618 |
1.2064 |
|
2.618 |
1.1951 |
|
4.250 |
1.1767 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2304 |
1.2317 |
| PP |
1.2290 |
1.2299 |
| S1 |
1.2277 |
1.2282 |
|