CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2492 |
1.2489 |
-0.0003 |
0.0% |
1.2376 |
| High |
1.2514 |
1.2553 |
0.0039 |
0.3% |
1.2497 |
| Low |
1.2455 |
1.2462 |
0.0007 |
0.1% |
1.2240 |
| Close |
1.2488 |
1.2518 |
0.0030 |
0.2% |
1.2466 |
| Range |
0.0059 |
0.0091 |
0.0032 |
54.2% |
0.0257 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
18,727 |
50,315 |
31,588 |
168.7% |
6,992 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2784 |
1.2742 |
1.2568 |
|
| R3 |
1.2693 |
1.2651 |
1.2543 |
|
| R2 |
1.2602 |
1.2602 |
1.2535 |
|
| R1 |
1.2560 |
1.2560 |
1.2526 |
1.2581 |
| PP |
1.2511 |
1.2511 |
1.2511 |
1.2522 |
| S1 |
1.2469 |
1.2469 |
1.2510 |
1.2490 |
| S2 |
1.2420 |
1.2420 |
1.2501 |
|
| S3 |
1.2329 |
1.2378 |
1.2493 |
|
| S4 |
1.2238 |
1.2287 |
1.2468 |
|
|
| 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 |
1.2553 |
1.2304 |
0.0249 |
2.0% |
0.0097 |
0.8% |
86% |
True |
False |
17,475 |
| 10 |
1.2553 |
1.2175 |
0.0378 |
3.0% |
0.0103 |
0.8% |
91% |
True |
False |
9,146 |
| 20 |
1.2553 |
1.2169 |
0.0384 |
3.1% |
0.0098 |
0.8% |
91% |
True |
False |
4,834 |
| 40 |
1.2570 |
1.1822 |
0.0748 |
6.0% |
0.0102 |
0.8% |
93% |
False |
False |
2,547 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0109 |
0.9% |
66% |
False |
False |
1,765 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0090 |
0.7% |
66% |
False |
False |
1,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2940 |
|
2.618 |
1.2791 |
|
1.618 |
1.2700 |
|
1.000 |
1.2644 |
|
0.618 |
1.2609 |
|
HIGH |
1.2553 |
|
0.618 |
1.2518 |
|
0.500 |
1.2508 |
|
0.382 |
1.2497 |
|
LOW |
1.2462 |
|
0.618 |
1.2406 |
|
1.000 |
1.2371 |
|
1.618 |
1.2315 |
|
2.618 |
1.2224 |
|
4.250 |
1.2075 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2515 |
1.2512 |
| PP |
1.2511 |
1.2506 |
| S1 |
1.2508 |
1.2500 |
|