CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2238 |
1.2195 |
-0.0043 |
-0.4% |
1.2365 |
| High |
1.2301 |
1.2258 |
-0.0043 |
-0.3% |
1.2393 |
| Low |
1.2196 |
1.2173 |
-0.0023 |
-0.2% |
1.2169 |
| Close |
1.2212 |
1.2216 |
0.0004 |
0.0% |
1.2263 |
| Range |
0.0105 |
0.0085 |
-0.0020 |
-19.0% |
0.0224 |
| ATR |
0.0102 |
0.0100 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
220 |
860 |
640 |
290.9% |
3,083 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2471 |
1.2428 |
1.2263 |
|
| R3 |
1.2386 |
1.2343 |
1.2239 |
|
| R2 |
1.2301 |
1.2301 |
1.2232 |
|
| R1 |
1.2258 |
1.2258 |
1.2224 |
1.2280 |
| PP |
1.2216 |
1.2216 |
1.2216 |
1.2226 |
| S1 |
1.2173 |
1.2173 |
1.2208 |
1.2195 |
| S2 |
1.2131 |
1.2131 |
1.2200 |
|
| S3 |
1.2046 |
1.2088 |
1.2193 |
|
| S4 |
1.1961 |
1.2003 |
1.2169 |
|
|
| 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 |
1.2360 |
1.2169 |
0.0191 |
1.6% |
0.0090 |
0.7% |
25% |
False |
False |
525 |
| 10 |
1.2456 |
1.2169 |
0.0287 |
2.3% |
0.0093 |
0.8% |
16% |
False |
False |
522 |
| 20 |
1.2570 |
1.2106 |
0.0464 |
3.8% |
0.0102 |
0.8% |
24% |
False |
False |
413 |
| 40 |
1.2570 |
1.1707 |
0.0863 |
7.1% |
0.0100 |
0.8% |
59% |
False |
False |
318 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.1% |
0.0101 |
0.8% |
41% |
False |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2619 |
|
2.618 |
1.2481 |
|
1.618 |
1.2396 |
|
1.000 |
1.2343 |
|
0.618 |
1.2311 |
|
HIGH |
1.2258 |
|
0.618 |
1.2226 |
|
0.500 |
1.2216 |
|
0.382 |
1.2205 |
|
LOW |
1.2173 |
|
0.618 |
1.2120 |
|
1.000 |
1.2088 |
|
1.618 |
1.2035 |
|
2.618 |
1.1950 |
|
4.250 |
1.1812 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2216 |
1.2237 |
| PP |
1.2216 |
1.2230 |
| S1 |
1.2216 |
1.2223 |
|