CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.2363 |
1.2289 |
-0.0074 |
-0.6% |
1.2223 |
High |
1.2383 |
1.2289 |
-0.0094 |
-0.8% |
1.2383 |
Low |
1.2363 |
1.2289 |
-0.0074 |
-0.6% |
1.2187 |
Close |
1.2391 |
1.2289 |
-0.0102 |
-0.8% |
1.2391 |
Range |
0.0020 |
0.0000 |
-0.0020 |
-100.0% |
0.0196 |
ATR |
0.0060 |
0.0063 |
0.0003 |
5.0% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
25 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2289 |
1.2289 |
1.2289 |
|
R3 |
1.2289 |
1.2289 |
1.2289 |
|
R2 |
1.2289 |
1.2289 |
1.2289 |
|
R1 |
1.2289 |
1.2289 |
1.2289 |
1.2289 |
PP |
1.2289 |
1.2289 |
1.2289 |
1.2289 |
S1 |
1.2289 |
1.2289 |
1.2289 |
1.2289 |
S2 |
1.2289 |
1.2289 |
1.2289 |
|
S3 |
1.2289 |
1.2289 |
1.2289 |
|
S4 |
1.2289 |
1.2289 |
1.2289 |
|
|
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% |
52% |
False |
False |
3 |
10 |
1.2383 |
1.2187 |
0.0196 |
1.6% |
0.0020 |
0.2% |
52% |
False |
False |
5 |
20 |
1.2521 |
1.2187 |
0.0334 |
2.7% |
0.0018 |
0.1% |
31% |
False |
False |
13 |
40 |
1.2521 |
1.1732 |
0.0789 |
6.4% |
0.0026 |
0.2% |
71% |
False |
False |
15 |
60 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0036 |
0.3% |
57% |
False |
False |
15 |
80 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0028 |
0.2% |
57% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2289 |
2.618 |
1.2289 |
1.618 |
1.2289 |
1.000 |
1.2289 |
0.618 |
1.2289 |
HIGH |
1.2289 |
0.618 |
1.2289 |
0.500 |
1.2289 |
0.382 |
1.2289 |
LOW |
1.2289 |
0.618 |
1.2289 |
1.000 |
1.2289 |
1.618 |
1.2289 |
2.618 |
1.2289 |
4.250 |
1.2289 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2289 |
1.2336 |
PP |
1.2289 |
1.2320 |
S1 |
1.2289 |
1.2305 |
|