CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2516 |
1.2446 |
-0.0070 |
-0.6% |
1.2465 |
| High |
1.2530 |
1.2512 |
-0.0018 |
-0.1% |
1.2553 |
| Low |
1.2439 |
1.2434 |
-0.0005 |
0.0% |
1.2434 |
| Close |
1.2458 |
1.2454 |
-0.0004 |
0.0% |
1.2454 |
| Range |
0.0091 |
0.0078 |
-0.0013 |
-14.3% |
0.0119 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
66,279 |
92,848 |
26,569 |
40.1% |
241,849 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2701 |
1.2655 |
1.2497 |
|
| R3 |
1.2623 |
1.2577 |
1.2475 |
|
| R2 |
1.2545 |
1.2545 |
1.2468 |
|
| R1 |
1.2499 |
1.2499 |
1.2461 |
1.2522 |
| PP |
1.2467 |
1.2467 |
1.2467 |
1.2478 |
| S1 |
1.2421 |
1.2421 |
1.2447 |
1.2444 |
| S2 |
1.2389 |
1.2389 |
1.2440 |
|
| S3 |
1.2311 |
1.2343 |
1.2433 |
|
| S4 |
1.2233 |
1.2265 |
1.2411 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2837 |
1.2765 |
1.2519 |
|
| R3 |
1.2718 |
1.2646 |
1.2487 |
|
| R2 |
1.2599 |
1.2599 |
1.2476 |
|
| R1 |
1.2527 |
1.2527 |
1.2465 |
1.2504 |
| PP |
1.2480 |
1.2480 |
1.2480 |
1.2469 |
| S1 |
1.2408 |
1.2408 |
1.2443 |
1.2385 |
| S2 |
1.2361 |
1.2361 |
1.2432 |
|
| S3 |
1.2242 |
1.2289 |
1.2421 |
|
| S4 |
1.2123 |
1.2170 |
1.2389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2553 |
1.2434 |
0.0119 |
1.0% |
0.0076 |
0.6% |
17% |
False |
True |
48,369 |
| 10 |
1.2553 |
1.2240 |
0.0313 |
2.5% |
0.0102 |
0.8% |
68% |
False |
False |
24,947 |
| 20 |
1.2553 |
1.2169 |
0.0384 |
3.1% |
0.0097 |
0.8% |
74% |
False |
False |
12,750 |
| 40 |
1.2570 |
1.1952 |
0.0618 |
5.0% |
0.0101 |
0.8% |
81% |
False |
False |
6,514 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0105 |
0.8% |
60% |
False |
False |
4,411 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0092 |
0.7% |
60% |
False |
False |
3,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2844 |
|
2.618 |
1.2716 |
|
1.618 |
1.2638 |
|
1.000 |
1.2590 |
|
0.618 |
1.2560 |
|
HIGH |
1.2512 |
|
0.618 |
1.2482 |
|
0.500 |
1.2473 |
|
0.382 |
1.2464 |
|
LOW |
1.2434 |
|
0.618 |
1.2386 |
|
1.000 |
1.2356 |
|
1.618 |
1.2308 |
|
2.618 |
1.2230 |
|
4.250 |
1.2103 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2473 |
1.2494 |
| PP |
1.2467 |
1.2480 |
| S1 |
1.2460 |
1.2467 |
|