CME Japanese Yen Future September 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 |
1.2280 |
1.2367 |
0.0087 |
0.7% |
1.2238 |
| High |
1.2403 |
1.2428 |
0.0025 |
0.2% |
1.2392 |
| Low |
1.2278 |
1.2304 |
0.0026 |
0.2% |
1.2173 |
| Close |
1.2368 |
1.2373 |
0.0005 |
0.0% |
1.2381 |
| Range |
0.0125 |
0.0124 |
-0.0001 |
-0.8% |
0.0219 |
| ATR |
0.0104 |
0.0106 |
0.0001 |
1.3% |
0.0000 |
| Volume |
1,408 |
1,769 |
361 |
25.6% |
2,833 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2740 |
1.2681 |
1.2441 |
|
| R3 |
1.2616 |
1.2557 |
1.2407 |
|
| R2 |
1.2492 |
1.2492 |
1.2396 |
|
| R1 |
1.2433 |
1.2433 |
1.2384 |
1.2463 |
| PP |
1.2368 |
1.2368 |
1.2368 |
1.2383 |
| S1 |
1.2309 |
1.2309 |
1.2362 |
1.2339 |
| S2 |
1.2244 |
1.2244 |
1.2350 |
|
| S3 |
1.2120 |
1.2185 |
1.2339 |
|
| S4 |
1.1996 |
1.2061 |
1.2305 |
|
|
| 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 |
1.2428 |
1.2195 |
0.0233 |
1.9% |
0.0124 |
1.0% |
76% |
True |
False |
1,092 |
| 10 |
1.2428 |
1.2169 |
0.0259 |
2.1% |
0.0101 |
0.8% |
79% |
True |
False |
812 |
| 20 |
1.2570 |
1.2169 |
0.0401 |
3.2% |
0.0103 |
0.8% |
51% |
False |
False |
636 |
| 40 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0102 |
0.8% |
77% |
False |
False |
431 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0109 |
0.9% |
54% |
False |
False |
340 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0086 |
0.7% |
54% |
False |
False |
256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2955 |
|
2.618 |
1.2753 |
|
1.618 |
1.2629 |
|
1.000 |
1.2552 |
|
0.618 |
1.2505 |
|
HIGH |
1.2428 |
|
0.618 |
1.2381 |
|
0.500 |
1.2366 |
|
0.382 |
1.2351 |
|
LOW |
1.2304 |
|
0.618 |
1.2227 |
|
1.000 |
1.2180 |
|
1.618 |
1.2103 |
|
2.618 |
1.1979 |
|
4.250 |
1.1777 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2371 |
1.2360 |
| PP |
1.2368 |
1.2347 |
| S1 |
1.2366 |
1.2334 |
|