CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2330 |
1.2260 |
-0.0070 |
-0.6% |
1.2460 |
| High |
1.2330 |
1.2283 |
-0.0047 |
-0.4% |
1.2462 |
| Low |
1.2330 |
1.2200 |
-0.0130 |
-1.1% |
1.2375 |
| Close |
1.2274 |
1.2273 |
-0.0001 |
0.0% |
1.2388 |
| Range |
0.0000 |
0.0083 |
0.0083 |
|
0.0087 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
2.3% |
0.0000 |
| Volume |
12 |
1 |
-11 |
-91.7% |
155 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2501 |
1.2470 |
1.2319 |
|
| R3 |
1.2418 |
1.2387 |
1.2296 |
|
| R2 |
1.2335 |
1.2335 |
1.2288 |
|
| R1 |
1.2304 |
1.2304 |
1.2281 |
1.2320 |
| PP |
1.2252 |
1.2252 |
1.2252 |
1.2260 |
| S1 |
1.2221 |
1.2221 |
1.2265 |
1.2237 |
| S2 |
1.2169 |
1.2169 |
1.2258 |
|
| S3 |
1.2086 |
1.2138 |
1.2250 |
|
| S4 |
1.2003 |
1.2055 |
1.2227 |
|
|
| 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 |
1.2200 |
0.0250 |
2.0% |
0.0028 |
0.2% |
29% |
False |
True |
3 |
| 10 |
1.2462 |
1.2200 |
0.0262 |
2.1% |
0.0019 |
0.2% |
28% |
False |
True |
18 |
| 20 |
1.2521 |
1.2131 |
0.0390 |
3.2% |
0.0038 |
0.3% |
36% |
False |
False |
17 |
| 40 |
1.2521 |
1.1732 |
0.0789 |
6.4% |
0.0028 |
0.2% |
69% |
False |
False |
16 |
| 60 |
1.2708 |
1.1732 |
0.0976 |
8.0% |
0.0035 |
0.3% |
55% |
False |
False |
15 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
8.0% |
0.0027 |
0.2% |
55% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2636 |
|
2.618 |
1.2500 |
|
1.618 |
1.2417 |
|
1.000 |
1.2366 |
|
0.618 |
1.2334 |
|
HIGH |
1.2283 |
|
0.618 |
1.2251 |
|
0.500 |
1.2242 |
|
0.382 |
1.2232 |
|
LOW |
1.2200 |
|
0.618 |
1.2149 |
|
1.000 |
1.2117 |
|
1.618 |
1.2066 |
|
2.618 |
1.1983 |
|
4.250 |
1.1847 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2263 |
1.2277 |
| PP |
1.2252 |
1.2275 |
| S1 |
1.2242 |
1.2274 |
|