CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2465 |
1.2492 |
0.0027 |
0.2% |
1.2376 |
| High |
1.2510 |
1.2514 |
0.0004 |
0.0% |
1.2497 |
| Low |
1.2447 |
1.2455 |
0.0008 |
0.1% |
1.2240 |
| Close |
1.2497 |
1.2488 |
-0.0009 |
-0.1% |
1.2466 |
| Range |
0.0063 |
0.0059 |
-0.0004 |
-6.3% |
0.0257 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
13,680 |
18,727 |
5,047 |
36.9% |
6,992 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2663 |
1.2634 |
1.2520 |
|
| R3 |
1.2604 |
1.2575 |
1.2504 |
|
| R2 |
1.2545 |
1.2545 |
1.2499 |
|
| R1 |
1.2516 |
1.2516 |
1.2493 |
1.2501 |
| PP |
1.2486 |
1.2486 |
1.2486 |
1.2478 |
| S1 |
1.2457 |
1.2457 |
1.2483 |
1.2442 |
| S2 |
1.2427 |
1.2427 |
1.2477 |
|
| S3 |
1.2368 |
1.2398 |
1.2472 |
|
| S4 |
1.2309 |
1.2339 |
1.2456 |
|
|
| 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 |
1.2514 |
1.2278 |
0.0236 |
1.9% |
0.0104 |
0.8% |
89% |
True |
False |
7,694 |
| 10 |
1.2514 |
1.2173 |
0.0341 |
2.7% |
0.0103 |
0.8% |
92% |
True |
False |
4,201 |
| 20 |
1.2514 |
1.2169 |
0.0345 |
2.8% |
0.0099 |
0.8% |
92% |
True |
False |
2,331 |
| 40 |
1.2570 |
1.1770 |
0.0800 |
6.4% |
0.0102 |
0.8% |
90% |
False |
False |
1,296 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0112 |
0.9% |
63% |
False |
False |
927 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0089 |
0.7% |
63% |
False |
False |
697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2765 |
|
2.618 |
1.2668 |
|
1.618 |
1.2609 |
|
1.000 |
1.2573 |
|
0.618 |
1.2550 |
|
HIGH |
1.2514 |
|
0.618 |
1.2491 |
|
0.500 |
1.2485 |
|
0.382 |
1.2478 |
|
LOW |
1.2455 |
|
0.618 |
1.2419 |
|
1.000 |
1.2396 |
|
1.618 |
1.2360 |
|
2.618 |
1.2301 |
|
4.250 |
1.2204 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2487 |
1.2469 |
| PP |
1.2486 |
1.2451 |
| S1 |
1.2485 |
1.2432 |
|