CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2242 |
1.2249 |
0.0007 |
0.1% |
1.2365 |
| High |
1.2271 |
1.2270 |
-0.0001 |
0.0% |
1.2393 |
| Low |
1.2169 |
1.2225 |
0.0056 |
0.5% |
1.2169 |
| Close |
1.2263 |
1.2263 |
0.0000 |
0.0% |
1.2263 |
| Range |
0.0102 |
0.0045 |
-0.0057 |
-55.9% |
0.0224 |
| ATR |
0.0106 |
0.0101 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
555 |
628 |
73 |
13.2% |
3,083 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2370 |
1.2288 |
|
| R3 |
1.2343 |
1.2325 |
1.2275 |
|
| R2 |
1.2298 |
1.2298 |
1.2271 |
|
| R1 |
1.2280 |
1.2280 |
1.2267 |
1.2289 |
| PP |
1.2253 |
1.2253 |
1.2253 |
1.2257 |
| S1 |
1.2235 |
1.2235 |
1.2259 |
1.2244 |
| S2 |
1.2208 |
1.2208 |
1.2255 |
|
| S3 |
1.2163 |
1.2190 |
1.2251 |
|
| S4 |
1.2118 |
1.2145 |
1.2238 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2947 |
1.2829 |
1.2386 |
|
| R3 |
1.2723 |
1.2605 |
1.2325 |
|
| R2 |
1.2499 |
1.2499 |
1.2304 |
|
| R1 |
1.2381 |
1.2381 |
1.2284 |
1.2328 |
| PP |
1.2275 |
1.2275 |
1.2275 |
1.2249 |
| S1 |
1.2157 |
1.2157 |
1.2242 |
1.2104 |
| S2 |
1.2051 |
1.2051 |
1.2222 |
|
| S3 |
1.1827 |
1.1933 |
1.2201 |
|
| S4 |
1.1603 |
1.1709 |
1.2140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2393 |
1.2169 |
0.0224 |
1.8% |
0.0087 |
0.7% |
42% |
False |
False |
616 |
| 10 |
1.2478 |
1.2169 |
0.0309 |
2.5% |
0.0095 |
0.8% |
30% |
False |
False |
468 |
| 20 |
1.2570 |
1.2106 |
0.0464 |
3.8% |
0.0100 |
0.8% |
34% |
False |
False |
374 |
| 40 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0097 |
0.8% |
64% |
False |
False |
291 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.1% |
0.0098 |
0.8% |
45% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2461 |
|
2.618 |
1.2388 |
|
1.618 |
1.2343 |
|
1.000 |
1.2315 |
|
0.618 |
1.2298 |
|
HIGH |
1.2270 |
|
0.618 |
1.2253 |
|
0.500 |
1.2248 |
|
0.382 |
1.2242 |
|
LOW |
1.2225 |
|
0.618 |
1.2197 |
|
1.000 |
1.2180 |
|
1.618 |
1.2152 |
|
2.618 |
1.2107 |
|
4.250 |
1.2034 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2258 |
1.2265 |
| PP |
1.2253 |
1.2264 |
| S1 |
1.2248 |
1.2264 |
|