CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2249 |
1.2238 |
-0.0011 |
-0.1% |
1.2365 |
| High |
1.2270 |
1.2301 |
0.0031 |
0.3% |
1.2393 |
| Low |
1.2225 |
1.2196 |
-0.0029 |
-0.2% |
1.2169 |
| Close |
1.2263 |
1.2212 |
-0.0051 |
-0.4% |
1.2263 |
| Range |
0.0045 |
0.0105 |
0.0060 |
133.3% |
0.0224 |
| ATR |
0.0101 |
0.0102 |
0.0000 |
0.3% |
0.0000 |
| Volume |
628 |
220 |
-408 |
-65.0% |
3,083 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2551 |
1.2487 |
1.2270 |
|
| R3 |
1.2446 |
1.2382 |
1.2241 |
|
| R2 |
1.2341 |
1.2341 |
1.2231 |
|
| R1 |
1.2277 |
1.2277 |
1.2222 |
1.2257 |
| PP |
1.2236 |
1.2236 |
1.2236 |
1.2226 |
| S1 |
1.2172 |
1.2172 |
1.2202 |
1.2152 |
| S2 |
1.2131 |
1.2131 |
1.2193 |
|
| S3 |
1.2026 |
1.2067 |
1.2183 |
|
| S4 |
1.1921 |
1.1962 |
1.2154 |
|
|
| 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 |
1.2370 |
1.2169 |
0.0201 |
1.6% |
0.0099 |
0.8% |
21% |
False |
False |
478 |
| 10 |
1.2475 |
1.2169 |
0.0306 |
2.5% |
0.0096 |
0.8% |
14% |
False |
False |
461 |
| 20 |
1.2570 |
1.2106 |
0.0464 |
3.8% |
0.0101 |
0.8% |
23% |
False |
False |
376 |
| 40 |
1.2570 |
1.1707 |
0.0863 |
7.1% |
0.0099 |
0.8% |
59% |
False |
False |
296 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.1% |
0.0099 |
0.8% |
41% |
False |
False |
228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2747 |
|
2.618 |
1.2576 |
|
1.618 |
1.2471 |
|
1.000 |
1.2406 |
|
0.618 |
1.2366 |
|
HIGH |
1.2301 |
|
0.618 |
1.2261 |
|
0.500 |
1.2249 |
|
0.382 |
1.2236 |
|
LOW |
1.2196 |
|
0.618 |
1.2131 |
|
1.000 |
1.2091 |
|
1.618 |
1.2026 |
|
2.618 |
1.1921 |
|
4.250 |
1.1750 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2249 |
1.2235 |
| PP |
1.2236 |
1.2227 |
| S1 |
1.2224 |
1.2220 |
|