CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2367 |
1.2355 |
-0.0012 |
-0.1% |
1.2376 |
| High |
1.2428 |
1.2497 |
0.0069 |
0.6% |
1.2497 |
| Low |
1.2304 |
1.2350 |
0.0046 |
0.4% |
1.2240 |
| Close |
1.2373 |
1.2466 |
0.0093 |
0.8% |
1.2466 |
| Range |
0.0124 |
0.0147 |
0.0023 |
18.5% |
0.0257 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
2.8% |
0.0000 |
| Volume |
1,769 |
2,888 |
1,119 |
63.3% |
6,992 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2879 |
1.2819 |
1.2547 |
|
| R3 |
1.2732 |
1.2672 |
1.2506 |
|
| R2 |
1.2585 |
1.2585 |
1.2493 |
|
| R1 |
1.2525 |
1.2525 |
1.2479 |
1.2555 |
| PP |
1.2438 |
1.2438 |
1.2438 |
1.2453 |
| S1 |
1.2378 |
1.2378 |
1.2453 |
1.2408 |
| S2 |
1.2291 |
1.2291 |
1.2439 |
|
| S3 |
1.2144 |
1.2231 |
1.2426 |
|
| S4 |
1.1997 |
1.2084 |
1.2385 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3172 |
1.3076 |
1.2607 |
|
| R3 |
1.2915 |
1.2819 |
1.2537 |
|
| R2 |
1.2658 |
1.2658 |
1.2513 |
|
| R1 |
1.2562 |
1.2562 |
1.2490 |
1.2610 |
| PP |
1.2401 |
1.2401 |
1.2401 |
1.2425 |
| S1 |
1.2305 |
1.2305 |
1.2442 |
1.2353 |
| S2 |
1.2144 |
1.2144 |
1.2419 |
|
| S3 |
1.1887 |
1.2048 |
1.2395 |
|
| S4 |
1.1630 |
1.1791 |
1.2325 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2497 |
1.2240 |
0.0257 |
2.1% |
0.0127 |
1.0% |
88% |
True |
False |
1,525 |
| 10 |
1.2497 |
1.2173 |
0.0324 |
2.6% |
0.0106 |
0.8% |
90% |
True |
False |
1,045 |
| 20 |
1.2497 |
1.2169 |
0.0328 |
2.6% |
0.0103 |
0.8% |
91% |
True |
False |
776 |
| 40 |
1.2570 |
1.1712 |
0.0858 |
6.9% |
0.0104 |
0.8% |
88% |
False |
False |
500 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0112 |
0.9% |
61% |
False |
False |
388 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0087 |
0.7% |
61% |
False |
False |
292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3122 |
|
2.618 |
1.2882 |
|
1.618 |
1.2735 |
|
1.000 |
1.2644 |
|
0.618 |
1.2588 |
|
HIGH |
1.2497 |
|
0.618 |
1.2441 |
|
0.500 |
1.2424 |
|
0.382 |
1.2406 |
|
LOW |
1.2350 |
|
0.618 |
1.2259 |
|
1.000 |
1.2203 |
|
1.618 |
1.2112 |
|
2.618 |
1.1965 |
|
4.250 |
1.1725 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2452 |
1.2440 |
| PP |
1.2438 |
1.2414 |
| S1 |
1.2424 |
1.2388 |
|