CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2314 |
1.2363 |
0.0049 |
0.4% |
1.2223 |
| High |
1.2314 |
1.2383 |
0.0069 |
0.6% |
1.2383 |
| Low |
1.2314 |
1.2363 |
0.0049 |
0.4% |
1.2187 |
| Close |
1.2314 |
1.2391 |
0.0077 |
0.6% |
1.2391 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0196 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.2% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
25 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2439 |
1.2435 |
1.2402 |
|
| R3 |
1.2419 |
1.2415 |
1.2397 |
|
| R2 |
1.2399 |
1.2399 |
1.2395 |
|
| R1 |
1.2395 |
1.2395 |
1.2393 |
1.2397 |
| PP |
1.2379 |
1.2379 |
1.2379 |
1.2380 |
| S1 |
1.2375 |
1.2375 |
1.2389 |
1.2377 |
| S2 |
1.2359 |
1.2359 |
1.2387 |
|
| S3 |
1.2339 |
1.2355 |
1.2386 |
|
| S4 |
1.2319 |
1.2335 |
1.2380 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2908 |
1.2846 |
1.2499 |
|
| R3 |
1.2712 |
1.2650 |
1.2445 |
|
| R2 |
1.2516 |
1.2516 |
1.2427 |
|
| R1 |
1.2454 |
1.2454 |
1.2409 |
1.2485 |
| PP |
1.2320 |
1.2320 |
1.2320 |
1.2336 |
| S1 |
1.2258 |
1.2258 |
1.2373 |
1.2289 |
| S2 |
1.2124 |
1.2124 |
1.2355 |
|
| S3 |
1.1928 |
1.2062 |
1.2337 |
|
| S4 |
1.1732 |
1.1866 |
1.2283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2383 |
1.2187 |
0.0196 |
1.6% |
0.0011 |
0.1% |
104% |
True |
False |
5 |
| 10 |
1.2400 |
1.2187 |
0.0213 |
1.7% |
0.0020 |
0.2% |
96% |
False |
False |
4 |
| 20 |
1.2521 |
1.2187 |
0.0334 |
2.7% |
0.0023 |
0.2% |
61% |
False |
False |
13 |
| 40 |
1.2521 |
1.1732 |
0.0789 |
6.4% |
0.0030 |
0.2% |
84% |
False |
False |
15 |
| 60 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0036 |
0.3% |
68% |
False |
False |
15 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0028 |
0.2% |
68% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2468 |
|
2.618 |
1.2435 |
|
1.618 |
1.2415 |
|
1.000 |
1.2403 |
|
0.618 |
1.2395 |
|
HIGH |
1.2383 |
|
0.618 |
1.2375 |
|
0.500 |
1.2373 |
|
0.382 |
1.2371 |
|
LOW |
1.2363 |
|
0.618 |
1.2351 |
|
1.000 |
1.2343 |
|
1.618 |
1.2331 |
|
2.618 |
1.2311 |
|
4.250 |
1.2278 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2385 |
1.2356 |
| PP |
1.2379 |
1.2320 |
| S1 |
1.2373 |
1.2285 |
|