CME Japanese Yen Future December 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 |
1.2223 |
1.2190 |
-0.0033 |
-0.3% |
1.2400 |
High |
1.2223 |
1.2190 |
-0.0033 |
-0.3% |
1.2400 |
Low |
1.2223 |
1.2190 |
-0.0033 |
-0.3% |
1.2200 |
Close |
1.2223 |
1.2226 |
0.0003 |
0.0% |
1.2272 |
Range |
|
|
|
|
|
ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
9 |
9 |
0 |
0.0% |
24 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2202 |
1.2214 |
1.2226 |
|
R3 |
1.2202 |
1.2214 |
1.2226 |
|
R2 |
1.2202 |
1.2202 |
1.2226 |
|
R1 |
1.2214 |
1.2214 |
1.2226 |
1.2208 |
PP |
1.2202 |
1.2202 |
1.2202 |
1.2199 |
S1 |
1.2214 |
1.2214 |
1.2226 |
1.2208 |
S2 |
1.2202 |
1.2202 |
1.2226 |
|
S3 |
1.2202 |
1.2214 |
1.2226 |
|
S4 |
1.2202 |
1.2214 |
1.2226 |
|
|
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 |
1.2330 |
1.2190 |
0.0140 |
1.1% |
0.0017 |
0.1% |
26% |
False |
True |
8 |
10 |
1.2450 |
1.2190 |
0.0260 |
2.1% |
0.0014 |
0.1% |
14% |
False |
True |
13 |
20 |
1.2521 |
1.2131 |
0.0390 |
3.2% |
0.0036 |
0.3% |
24% |
False |
False |
18 |
40 |
1.2521 |
1.1732 |
0.0789 |
6.5% |
0.0028 |
0.2% |
63% |
False |
False |
15 |
60 |
1.2708 |
1.1732 |
0.0976 |
8.0% |
0.0035 |
0.3% |
51% |
False |
False |
15 |
80 |
1.2708 |
1.1732 |
0.0976 |
8.0% |
0.0027 |
0.2% |
51% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2190 |
2.618 |
1.2190 |
1.618 |
1.2190 |
1.000 |
1.2190 |
0.618 |
1.2190 |
HIGH |
1.2190 |
0.618 |
1.2190 |
0.500 |
1.2190 |
0.382 |
1.2190 |
LOW |
1.2190 |
0.618 |
1.2190 |
1.000 |
1.2190 |
1.618 |
1.2190 |
2.618 |
1.2190 |
4.250 |
1.2190 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2214 |
1.2231 |
PP |
1.2202 |
1.2229 |
S1 |
1.2190 |
1.2228 |
|