CME Japanese Yen Future September 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 |
1.2376 |
1.2280 |
-0.0096 |
-0.8% |
1.2238 |
| High |
1.2395 |
1.2403 |
0.0008 |
0.1% |
1.2392 |
| Low |
1.2240 |
1.2278 |
0.0038 |
0.3% |
1.2173 |
| Close |
1.2279 |
1.2368 |
0.0089 |
0.7% |
1.2381 |
| Range |
0.0155 |
0.0125 |
-0.0030 |
-19.4% |
0.0219 |
| ATR |
0.0103 |
0.0104 |
0.0002 |
1.5% |
0.0000 |
| Volume |
927 |
1,408 |
481 |
51.9% |
2,833 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2725 |
1.2671 |
1.2437 |
|
| R3 |
1.2600 |
1.2546 |
1.2402 |
|
| R2 |
1.2475 |
1.2475 |
1.2391 |
|
| R1 |
1.2421 |
1.2421 |
1.2379 |
1.2448 |
| PP |
1.2350 |
1.2350 |
1.2350 |
1.2363 |
| S1 |
1.2296 |
1.2296 |
1.2357 |
1.2323 |
| S2 |
1.2225 |
1.2225 |
1.2345 |
|
| S3 |
1.2100 |
1.2171 |
1.2334 |
|
| S4 |
1.1975 |
1.2046 |
1.2299 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2972 |
1.2896 |
1.2501 |
|
| R3 |
1.2753 |
1.2677 |
1.2441 |
|
| R2 |
1.2534 |
1.2534 |
1.2421 |
|
| R1 |
1.2458 |
1.2458 |
1.2401 |
1.2496 |
| PP |
1.2315 |
1.2315 |
1.2315 |
1.2335 |
| S1 |
1.2239 |
1.2239 |
1.2361 |
1.2277 |
| S2 |
1.2096 |
1.2096 |
1.2341 |
|
| S3 |
1.1877 |
1.2020 |
1.2321 |
|
| S4 |
1.1658 |
1.1801 |
1.2261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2403 |
1.2175 |
0.0228 |
1.8% |
0.0110 |
0.9% |
85% |
True |
False |
817 |
| 10 |
1.2403 |
1.2169 |
0.0234 |
1.9% |
0.0100 |
0.8% |
85% |
True |
False |
671 |
| 20 |
1.2570 |
1.2169 |
0.0401 |
3.2% |
0.0102 |
0.8% |
50% |
False |
False |
563 |
| 40 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0101 |
0.8% |
77% |
False |
False |
388 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0109 |
0.9% |
53% |
False |
False |
310 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0084 |
0.7% |
53% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2934 |
|
2.618 |
1.2730 |
|
1.618 |
1.2605 |
|
1.000 |
1.2528 |
|
0.618 |
1.2480 |
|
HIGH |
1.2403 |
|
0.618 |
1.2355 |
|
0.500 |
1.2341 |
|
0.382 |
1.2326 |
|
LOW |
1.2278 |
|
0.618 |
1.2201 |
|
1.000 |
1.2153 |
|
1.618 |
1.2076 |
|
2.618 |
1.1951 |
|
4.250 |
1.1747 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2359 |
1.2353 |
| PP |
1.2350 |
1.2337 |
| S1 |
1.2341 |
1.2322 |
|