CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2273 |
1.2360 |
0.0087 |
0.7% |
1.2232 |
| High |
1.2400 |
1.2424 |
0.0024 |
0.2% |
1.2393 |
| Low |
1.2269 |
1.2296 |
0.0027 |
0.2% |
1.2163 |
| Close |
1.2363 |
1.2368 |
0.0005 |
0.0% |
1.2375 |
| Range |
0.0131 |
0.0128 |
-0.0003 |
-2.3% |
0.0230 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
0.7% |
0.0000 |
| Volume |
126,275 |
105,034 |
-21,241 |
-16.8% |
528,601 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2747 |
1.2685 |
1.2438 |
|
| R3 |
1.2619 |
1.2557 |
1.2403 |
|
| R2 |
1.2491 |
1.2491 |
1.2391 |
|
| R1 |
1.2429 |
1.2429 |
1.2380 |
1.2460 |
| PP |
1.2363 |
1.2363 |
1.2363 |
1.2378 |
| S1 |
1.2301 |
1.2301 |
1.2356 |
1.2332 |
| S2 |
1.2235 |
1.2235 |
1.2345 |
|
| S3 |
1.2107 |
1.2173 |
1.2333 |
|
| S4 |
1.1979 |
1.2045 |
1.2298 |
|
|
| 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 |
1.2424 |
1.2183 |
0.0241 |
1.9% |
0.0133 |
1.1% |
77% |
True |
False |
115,163 |
| 10 |
1.2424 |
1.2161 |
0.0263 |
2.1% |
0.0110 |
0.9% |
79% |
True |
False |
106,467 |
| 20 |
1.2570 |
1.2161 |
0.0409 |
3.3% |
0.0115 |
0.9% |
51% |
False |
False |
109,538 |
| 40 |
1.2570 |
1.1697 |
0.0873 |
7.1% |
0.0118 |
1.0% |
77% |
False |
False |
111,412 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0134 |
1.1% |
53% |
False |
False |
120,680 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0121 |
1.0% |
53% |
False |
False |
91,275 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.2% |
0.0114 |
0.9% |
53% |
False |
False |
73,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2968 |
|
2.618 |
1.2759 |
|
1.618 |
1.2631 |
|
1.000 |
1.2552 |
|
0.618 |
1.2503 |
|
HIGH |
1.2424 |
|
0.618 |
1.2375 |
|
0.500 |
1.2360 |
|
0.382 |
1.2345 |
|
LOW |
1.2296 |
|
0.618 |
1.2217 |
|
1.000 |
1.2168 |
|
1.618 |
1.2089 |
|
2.618 |
1.1961 |
|
4.250 |
1.1752 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2365 |
1.2354 |
| PP |
1.2363 |
1.2340 |
| S1 |
1.2360 |
1.2327 |
|