CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 20-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.2260 |
1.2272 |
0.0012 |
0.1% |
1.2400 |
High |
1.2283 |
1.2272 |
-0.0011 |
-0.1% |
1.2400 |
Low |
1.2200 |
1.2272 |
0.0072 |
0.6% |
1.2200 |
Close |
1.2273 |
1.2272 |
-0.0001 |
0.0% |
1.2272 |
Range |
0.0083 |
0.0000 |
-0.0083 |
-100.0% |
0.0200 |
ATR |
0.0064 |
0.0060 |
-0.0005 |
-7.0% |
0.0000 |
Volume |
1 |
9 |
8 |
800.0% |
24 |
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2272 |
1.2272 |
1.2272 |
|
R3 |
1.2272 |
1.2272 |
1.2272 |
|
R2 |
1.2272 |
1.2272 |
1.2272 |
|
R1 |
1.2272 |
1.2272 |
1.2272 |
1.2272 |
PP |
1.2272 |
1.2272 |
1.2272 |
1.2272 |
S1 |
1.2272 |
1.2272 |
1.2272 |
1.2272 |
S2 |
1.2272 |
1.2272 |
1.2272 |
|
S3 |
1.2272 |
1.2272 |
1.2272 |
|
S4 |
1.2272 |
1.2272 |
1.2272 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2891 |
1.2781 |
1.2382 |
|
R3 |
1.2691 |
1.2581 |
1.2327 |
|
R2 |
1.2491 |
1.2491 |
1.2309 |
|
R1 |
1.2381 |
1.2381 |
1.2290 |
1.2336 |
PP |
1.2291 |
1.2291 |
1.2291 |
1.2268 |
S1 |
1.2181 |
1.2181 |
1.2254 |
1.2136 |
S2 |
1.2091 |
1.2091 |
1.2235 |
|
S3 |
1.1891 |
1.1981 |
1.2217 |
|
S4 |
1.1691 |
1.1781 |
1.2162 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2400 |
1.2200 |
0.0200 |
1.6% |
0.0028 |
0.2% |
36% |
False |
False |
4 |
10 |
1.2462 |
1.2200 |
0.0262 |
2.1% |
0.0014 |
0.1% |
27% |
False |
False |
17 |
20 |
1.2521 |
1.2131 |
0.0390 |
3.2% |
0.0036 |
0.3% |
36% |
False |
False |
17 |
40 |
1.2521 |
1.1732 |
0.0789 |
6.4% |
0.0028 |
0.2% |
68% |
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 |
1.2272 |
2.618 |
1.2272 |
1.618 |
1.2272 |
1.000 |
1.2272 |
0.618 |
1.2272 |
HIGH |
1.2272 |
0.618 |
1.2272 |
0.500 |
1.2272 |
0.382 |
1.2272 |
LOW |
1.2272 |
0.618 |
1.2272 |
1.000 |
1.2272 |
1.618 |
1.2272 |
2.618 |
1.2272 |
4.250 |
1.2272 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2272 |
1.2270 |
PP |
1.2272 |
1.2267 |
S1 |
1.2272 |
1.2265 |
|