CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2446 |
1.2466 |
0.0020 |
0.2% |
1.2465 |
| High |
1.2512 |
1.2488 |
-0.0024 |
-0.2% |
1.2553 |
| Low |
1.2434 |
1.2379 |
-0.0055 |
-0.4% |
1.2434 |
| Close |
1.2454 |
1.2475 |
0.0021 |
0.2% |
1.2454 |
| Range |
0.0078 |
0.0109 |
0.0031 |
39.7% |
0.0119 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
0.7% |
0.0000 |
| Volume |
92,848 |
82,119 |
-10,729 |
-11.6% |
241,849 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2774 |
1.2734 |
1.2535 |
|
| R3 |
1.2665 |
1.2625 |
1.2505 |
|
| R2 |
1.2556 |
1.2556 |
1.2495 |
|
| R1 |
1.2516 |
1.2516 |
1.2485 |
1.2536 |
| PP |
1.2447 |
1.2447 |
1.2447 |
1.2458 |
| S1 |
1.2407 |
1.2407 |
1.2465 |
1.2427 |
| S2 |
1.2338 |
1.2338 |
1.2455 |
|
| S3 |
1.2229 |
1.2298 |
1.2445 |
|
| S4 |
1.2120 |
1.2189 |
1.2415 |
|
|
| 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 |
1.2379 |
0.0174 |
1.4% |
0.0086 |
0.7% |
55% |
False |
True |
62,057 |
| 10 |
1.2553 |
1.2240 |
0.0313 |
2.5% |
0.0104 |
0.8% |
75% |
False |
False |
33,096 |
| 20 |
1.2553 |
1.2169 |
0.0384 |
3.1% |
0.0097 |
0.8% |
80% |
False |
False |
16,843 |
| 40 |
1.2570 |
1.1952 |
0.0618 |
5.0% |
0.0101 |
0.8% |
85% |
False |
False |
8,564 |
| 60 |
1.2664 |
1.1707 |
0.0957 |
7.7% |
0.0100 |
0.8% |
80% |
False |
False |
5,776 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0093 |
0.7% |
62% |
False |
False |
4,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2951 |
|
2.618 |
1.2773 |
|
1.618 |
1.2664 |
|
1.000 |
1.2597 |
|
0.618 |
1.2555 |
|
HIGH |
1.2488 |
|
0.618 |
1.2446 |
|
0.500 |
1.2434 |
|
0.382 |
1.2421 |
|
LOW |
1.2379 |
|
0.618 |
1.2312 |
|
1.000 |
1.2270 |
|
1.618 |
1.2203 |
|
2.618 |
1.2094 |
|
4.250 |
1.1916 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2461 |
1.2468 |
| PP |
1.2447 |
1.2461 |
| S1 |
1.2434 |
1.2455 |
|