CME Japanese Yen Future December 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 |
1.2353 |
1.2330 |
-0.0023 |
-0.2% |
1.2460 |
High |
1.2353 |
1.2330 |
-0.0023 |
-0.2% |
1.2462 |
Low |
1.2295 |
1.2330 |
0.0035 |
0.3% |
1.2375 |
Close |
1.2293 |
1.2274 |
-0.0019 |
-0.2% |
1.2388 |
Range |
0.0058 |
0.0000 |
-0.0058 |
-100.0% |
0.0087 |
ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
1 |
12 |
11 |
1,100.0% |
155 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2311 |
1.2293 |
1.2274 |
|
R3 |
1.2311 |
1.2293 |
1.2274 |
|
R2 |
1.2311 |
1.2311 |
1.2274 |
|
R1 |
1.2293 |
1.2293 |
1.2274 |
1.2302 |
PP |
1.2311 |
1.2311 |
1.2311 |
1.2316 |
S1 |
1.2293 |
1.2293 |
1.2274 |
1.2302 |
S2 |
1.2311 |
1.2311 |
1.2274 |
|
S3 |
1.2311 |
1.2293 |
1.2274 |
|
S4 |
1.2311 |
1.2293 |
1.2274 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2669 |
1.2616 |
1.2436 |
|
R3 |
1.2582 |
1.2529 |
1.2412 |
|
R2 |
1.2495 |
1.2495 |
1.2404 |
|
R1 |
1.2442 |
1.2442 |
1.2396 |
1.2425 |
PP |
1.2408 |
1.2408 |
1.2408 |
1.2400 |
S1 |
1.2355 |
1.2355 |
1.2380 |
1.2338 |
S2 |
1.2321 |
1.2321 |
1.2372 |
|
S3 |
1.2234 |
1.2268 |
1.2364 |
|
S4 |
1.2147 |
1.2181 |
1.2340 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2450 |
1.2295 |
0.0155 |
1.3% |
0.0012 |
0.1% |
-14% |
False |
False |
12 |
10 |
1.2521 |
1.2295 |
0.0226 |
1.8% |
0.0020 |
0.2% |
-9% |
False |
False |
18 |
20 |
1.2521 |
1.2085 |
0.0436 |
3.6% |
0.0034 |
0.3% |
43% |
False |
False |
17 |
40 |
1.2521 |
1.1732 |
0.0789 |
6.4% |
0.0026 |
0.2% |
69% |
False |
False |
17 |
60 |
1.2708 |
1.1732 |
0.0976 |
8.0% |
0.0034 |
0.3% |
56% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2330 |
2.618 |
1.2330 |
1.618 |
1.2330 |
1.000 |
1.2330 |
0.618 |
1.2330 |
HIGH |
1.2330 |
0.618 |
1.2330 |
0.500 |
1.2330 |
0.382 |
1.2330 |
LOW |
1.2330 |
0.618 |
1.2330 |
1.000 |
1.2330 |
1.618 |
1.2330 |
2.618 |
1.2330 |
4.250 |
1.2330 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2330 |
1.2348 |
PP |
1.2311 |
1.2323 |
S1 |
1.2293 |
1.2299 |
|