CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 26-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.2224 |
1.2314 |
0.0090 |
0.7% |
1.2400 |
High |
1.2224 |
1.2314 |
0.0090 |
0.7% |
1.2400 |
Low |
1.2187 |
1.2314 |
0.0127 |
1.0% |
1.2200 |
Close |
1.2211 |
1.2314 |
0.0103 |
0.8% |
1.2272 |
Range |
0.0037 |
0.0000 |
-0.0037 |
-100.0% |
0.0200 |
ATR |
0.0056 |
0.0059 |
0.0003 |
6.1% |
0.0000 |
Volume |
1 |
3 |
2 |
200.0% |
24 |
|
Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2314 |
1.2314 |
1.2314 |
|
R3 |
1.2314 |
1.2314 |
1.2314 |
|
R2 |
1.2314 |
1.2314 |
1.2314 |
|
R1 |
1.2314 |
1.2314 |
1.2314 |
1.2314 |
PP |
1.2314 |
1.2314 |
1.2314 |
1.2314 |
S1 |
1.2314 |
1.2314 |
1.2314 |
1.2314 |
S2 |
1.2314 |
1.2314 |
1.2314 |
|
S3 |
1.2314 |
1.2314 |
1.2314 |
|
S4 |
1.2314 |
1.2314 |
1.2314 |
|
|
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 |
1.2314 |
1.2187 |
0.0127 |
1.0% |
0.0007 |
0.1% |
100% |
True |
False |
6 |
10 |
1.2450 |
1.2187 |
0.0263 |
2.1% |
0.0018 |
0.1% |
48% |
False |
False |
4 |
20 |
1.2521 |
1.2187 |
0.0334 |
2.7% |
0.0023 |
0.2% |
38% |
False |
False |
17 |
40 |
1.2521 |
1.1732 |
0.0789 |
6.4% |
0.0029 |
0.2% |
74% |
False |
False |
15 |
60 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0036 |
0.3% |
60% |
False |
False |
15 |
80 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0028 |
0.2% |
60% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2314 |
2.618 |
1.2314 |
1.618 |
1.2314 |
1.000 |
1.2314 |
0.618 |
1.2314 |
HIGH |
1.2314 |
0.618 |
1.2314 |
0.500 |
1.2314 |
0.382 |
1.2314 |
LOW |
1.2314 |
0.618 |
1.2314 |
1.000 |
1.2314 |
1.618 |
1.2314 |
2.618 |
1.2314 |
4.250 |
1.2314 |
|
|
Fisher Pivots for day following 26-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2314 |
1.2293 |
PP |
1.2314 |
1.2272 |
S1 |
1.2314 |
1.2251 |
|