CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2483 |
1.2513 |
0.0030 |
0.2% |
1.2370 |
| High |
1.2548 |
1.2525 |
-0.0023 |
-0.2% |
1.2493 |
| Low |
1.2452 |
1.2434 |
-0.0018 |
-0.1% |
1.2229 |
| Close |
1.2512 |
1.2452 |
-0.0060 |
-0.5% |
1.2460 |
| Range |
0.0096 |
0.0091 |
-0.0005 |
-5.2% |
0.0264 |
| ATR |
0.0111 |
0.0109 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
131,174 |
123,003 |
-8,171 |
-6.2% |
474,684 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2743 |
1.2689 |
1.2502 |
|
| R3 |
1.2652 |
1.2598 |
1.2477 |
|
| R2 |
1.2561 |
1.2561 |
1.2469 |
|
| R1 |
1.2507 |
1.2507 |
1.2460 |
1.2489 |
| PP |
1.2470 |
1.2470 |
1.2470 |
1.2461 |
| S1 |
1.2416 |
1.2416 |
1.2444 |
1.2398 |
| S2 |
1.2379 |
1.2379 |
1.2435 |
|
| S3 |
1.2288 |
1.2325 |
1.2427 |
|
| S4 |
1.2197 |
1.2234 |
1.2402 |
|
|
| 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 |
1.2345 |
0.0203 |
1.6% |
0.0093 |
0.7% |
53% |
False |
False |
108,396 |
| 10 |
1.2548 |
1.2183 |
0.0365 |
2.9% |
0.0113 |
0.9% |
74% |
False |
False |
111,779 |
| 20 |
1.2548 |
1.2161 |
0.0387 |
3.1% |
0.0106 |
0.9% |
75% |
False |
False |
106,938 |
| 40 |
1.2570 |
1.1871 |
0.0699 |
5.6% |
0.0115 |
0.9% |
83% |
False |
False |
107,797 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0126 |
1.0% |
60% |
False |
False |
117,125 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0122 |
1.0% |
60% |
False |
False |
98,034 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0116 |
0.9% |
60% |
False |
False |
78,460 |
| 120 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0106 |
0.9% |
60% |
False |
False |
65,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2912 |
|
2.618 |
1.2763 |
|
1.618 |
1.2672 |
|
1.000 |
1.2616 |
|
0.618 |
1.2581 |
|
HIGH |
1.2525 |
|
0.618 |
1.2490 |
|
0.500 |
1.2480 |
|
0.382 |
1.2469 |
|
LOW |
1.2434 |
|
0.618 |
1.2378 |
|
1.000 |
1.2343 |
|
1.618 |
1.2287 |
|
2.618 |
1.2196 |
|
4.250 |
1.2047 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2480 |
1.2491 |
| PP |
1.2470 |
1.2478 |
| S1 |
1.2461 |
1.2465 |
|