CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2370 |
1.2273 |
-0.0097 |
-0.8% |
1.2232 |
| High |
1.2391 |
1.2400 |
0.0009 |
0.1% |
1.2393 |
| Low |
1.2229 |
1.2269 |
0.0040 |
0.3% |
1.2163 |
| Close |
1.2273 |
1.2363 |
0.0090 |
0.7% |
1.2375 |
| Range |
0.0162 |
0.0131 |
-0.0031 |
-19.1% |
0.0230 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
1.0% |
0.0000 |
| Volume |
108,638 |
126,275 |
17,637 |
16.2% |
528,601 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2737 |
1.2681 |
1.2435 |
|
| R3 |
1.2606 |
1.2550 |
1.2399 |
|
| R2 |
1.2475 |
1.2475 |
1.2387 |
|
| R1 |
1.2419 |
1.2419 |
1.2375 |
1.2447 |
| PP |
1.2344 |
1.2344 |
1.2344 |
1.2358 |
| S1 |
1.2288 |
1.2288 |
1.2351 |
1.2316 |
| S2 |
1.2213 |
1.2213 |
1.2339 |
|
| S3 |
1.2082 |
1.2157 |
1.2327 |
|
| S4 |
1.1951 |
1.2026 |
1.2291 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3000 |
1.2918 |
1.2502 |
|
| R3 |
1.2770 |
1.2688 |
1.2438 |
|
| R2 |
1.2540 |
1.2540 |
1.2417 |
|
| R1 |
1.2458 |
1.2458 |
1.2396 |
1.2499 |
| PP |
1.2310 |
1.2310 |
1.2310 |
1.2331 |
| S1 |
1.2228 |
1.2228 |
1.2354 |
1.2269 |
| S2 |
1.2080 |
1.2080 |
1.2333 |
|
| S3 |
1.1850 |
1.1998 |
1.2312 |
|
| S4 |
1.1620 |
1.1768 |
1.2249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2400 |
1.2168 |
0.0232 |
1.9% |
0.0119 |
1.0% |
84% |
True |
False |
113,270 |
| 10 |
1.2400 |
1.2161 |
0.0239 |
1.9% |
0.0109 |
0.9% |
85% |
True |
False |
106,475 |
| 20 |
1.2570 |
1.2161 |
0.0409 |
3.3% |
0.0114 |
0.9% |
49% |
False |
False |
108,724 |
| 40 |
1.2570 |
1.1697 |
0.0873 |
7.1% |
0.0118 |
1.0% |
76% |
False |
False |
111,846 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0133 |
1.1% |
53% |
False |
False |
119,338 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0120 |
1.0% |
53% |
False |
False |
89,966 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0114 |
0.9% |
53% |
False |
False |
71,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2957 |
|
2.618 |
1.2743 |
|
1.618 |
1.2612 |
|
1.000 |
1.2531 |
|
0.618 |
1.2481 |
|
HIGH |
1.2400 |
|
0.618 |
1.2350 |
|
0.500 |
1.2335 |
|
0.382 |
1.2319 |
|
LOW |
1.2269 |
|
0.618 |
1.2188 |
|
1.000 |
1.2138 |
|
1.618 |
1.2057 |
|
2.618 |
1.1926 |
|
4.250 |
1.1712 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2354 |
1.2347 |
| PP |
1.2344 |
1.2331 |
| S1 |
1.2335 |
1.2315 |
|