CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2486 |
1.2483 |
-0.0003 |
0.0% |
1.2370 |
| High |
1.2512 |
1.2548 |
0.0036 |
0.3% |
1.2493 |
| Low |
1.2448 |
1.2452 |
0.0004 |
0.0% |
1.2229 |
| Close |
1.2483 |
1.2512 |
0.0029 |
0.2% |
1.2460 |
| Range |
0.0064 |
0.0096 |
0.0032 |
50.0% |
0.0264 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
79,113 |
131,174 |
52,061 |
65.8% |
474,684 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2792 |
1.2748 |
1.2565 |
|
| R3 |
1.2696 |
1.2652 |
1.2538 |
|
| R2 |
1.2600 |
1.2600 |
1.2530 |
|
| R1 |
1.2556 |
1.2556 |
1.2521 |
1.2578 |
| PP |
1.2504 |
1.2504 |
1.2504 |
1.2515 |
| S1 |
1.2460 |
1.2460 |
1.2503 |
1.2482 |
| S2 |
1.2408 |
1.2408 |
1.2494 |
|
| S3 |
1.2312 |
1.2364 |
1.2486 |
|
| S4 |
1.2216 |
1.2268 |
1.2459 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3186 |
1.3087 |
1.2605 |
|
| R3 |
1.2922 |
1.2823 |
1.2533 |
|
| R2 |
1.2658 |
1.2658 |
1.2508 |
|
| R1 |
1.2559 |
1.2559 |
1.2484 |
1.2609 |
| PP |
1.2394 |
1.2394 |
1.2394 |
1.2419 |
| S1 |
1.2295 |
1.2295 |
1.2436 |
1.2345 |
| S2 |
1.2130 |
1.2130 |
1.2412 |
|
| S3 |
1.1866 |
1.2031 |
1.2387 |
|
| S4 |
1.1602 |
1.1767 |
1.2315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2548 |
1.2296 |
0.0252 |
2.0% |
0.0100 |
0.8% |
86% |
True |
False |
104,802 |
| 10 |
1.2548 |
1.2168 |
0.0380 |
3.0% |
0.0110 |
0.9% |
91% |
True |
False |
109,036 |
| 20 |
1.2548 |
1.2161 |
0.0387 |
3.1% |
0.0107 |
0.9% |
91% |
True |
False |
106,809 |
| 40 |
1.2570 |
1.1798 |
0.0772 |
6.2% |
0.0117 |
0.9% |
92% |
False |
False |
108,980 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0128 |
1.0% |
65% |
False |
False |
118,798 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0122 |
1.0% |
65% |
False |
False |
96,498 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0116 |
0.9% |
65% |
False |
False |
77,231 |
| 120 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0106 |
0.8% |
65% |
False |
False |
64,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2956 |
|
2.618 |
1.2799 |
|
1.618 |
1.2703 |
|
1.000 |
1.2644 |
|
0.618 |
1.2607 |
|
HIGH |
1.2548 |
|
0.618 |
1.2511 |
|
0.500 |
1.2500 |
|
0.382 |
1.2489 |
|
LOW |
1.2452 |
|
0.618 |
1.2393 |
|
1.000 |
1.2356 |
|
1.618 |
1.2297 |
|
2.618 |
1.2201 |
|
4.250 |
1.2044 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2508 |
1.2506 |
| PP |
1.2504 |
1.2500 |
| S1 |
1.2500 |
1.2494 |
|