CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2308 |
1.2376 |
0.0068 |
0.6% |
1.2238 |
| High |
1.2392 |
1.2395 |
0.0003 |
0.0% |
1.2392 |
| Low |
1.2308 |
1.2240 |
-0.0068 |
-0.6% |
1.2173 |
| Close |
1.2381 |
1.2279 |
-0.0102 |
-0.8% |
1.2381 |
| Range |
0.0084 |
0.0155 |
0.0071 |
84.5% |
0.0219 |
| ATR |
0.0099 |
0.0103 |
0.0004 |
4.1% |
0.0000 |
| Volume |
633 |
927 |
294 |
46.4% |
2,833 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2770 |
1.2679 |
1.2364 |
|
| R3 |
1.2615 |
1.2524 |
1.2322 |
|
| R2 |
1.2460 |
1.2460 |
1.2307 |
|
| R1 |
1.2369 |
1.2369 |
1.2293 |
1.2337 |
| PP |
1.2305 |
1.2305 |
1.2305 |
1.2289 |
| S1 |
1.2214 |
1.2214 |
1.2265 |
1.2182 |
| S2 |
1.2150 |
1.2150 |
1.2251 |
|
| S3 |
1.1995 |
1.2059 |
1.2236 |
|
| S4 |
1.1840 |
1.1904 |
1.2194 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2972 |
1.2896 |
1.2501 |
|
| R3 |
1.2753 |
1.2677 |
1.2441 |
|
| R2 |
1.2534 |
1.2534 |
1.2421 |
|
| R1 |
1.2458 |
1.2458 |
1.2401 |
1.2496 |
| PP |
1.2315 |
1.2315 |
1.2315 |
1.2335 |
| S1 |
1.2239 |
1.2239 |
1.2361 |
1.2277 |
| S2 |
1.2096 |
1.2096 |
1.2341 |
|
| S3 |
1.1877 |
1.2020 |
1.2321 |
|
| S4 |
1.1658 |
1.1801 |
1.2261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2395 |
1.2173 |
0.0222 |
1.8% |
0.0102 |
0.8% |
48% |
True |
False |
708 |
| 10 |
1.2395 |
1.2169 |
0.0226 |
1.8% |
0.0100 |
0.8% |
49% |
True |
False |
593 |
| 20 |
1.2570 |
1.2169 |
0.0401 |
3.3% |
0.0100 |
0.8% |
27% |
False |
False |
501 |
| 40 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0099 |
0.8% |
66% |
False |
False |
366 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.1% |
0.0107 |
0.9% |
46% |
False |
False |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3054 |
|
2.618 |
1.2801 |
|
1.618 |
1.2646 |
|
1.000 |
1.2550 |
|
0.618 |
1.2491 |
|
HIGH |
1.2395 |
|
0.618 |
1.2336 |
|
0.500 |
1.2318 |
|
0.382 |
1.2299 |
|
LOW |
1.2240 |
|
0.618 |
1.2144 |
|
1.000 |
1.2085 |
|
1.618 |
1.1989 |
|
2.618 |
1.1834 |
|
4.250 |
1.1581 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2318 |
1.2295 |
| PP |
1.2305 |
1.2290 |
| S1 |
1.2292 |
1.2284 |
|