CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2470 |
1.2426 |
-0.0044 |
-0.4% |
1.2465 |
| High |
1.2492 |
1.2446 |
-0.0046 |
-0.4% |
1.2553 |
| Low |
1.2407 |
1.2341 |
-0.0066 |
-0.5% |
1.2434 |
| Close |
1.2431 |
1.2361 |
-0.0070 |
-0.6% |
1.2454 |
| Range |
0.0085 |
0.0105 |
0.0020 |
23.5% |
0.0119 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.5% |
0.0000 |
| Volume |
103,978 |
132,409 |
28,431 |
27.3% |
241,849 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2698 |
1.2634 |
1.2419 |
|
| R3 |
1.2593 |
1.2529 |
1.2390 |
|
| R2 |
1.2488 |
1.2488 |
1.2380 |
|
| R1 |
1.2424 |
1.2424 |
1.2371 |
1.2404 |
| PP |
1.2383 |
1.2383 |
1.2383 |
1.2372 |
| S1 |
1.2319 |
1.2319 |
1.2351 |
1.2299 |
| S2 |
1.2278 |
1.2278 |
1.2342 |
|
| S3 |
1.2173 |
1.2214 |
1.2332 |
|
| S4 |
1.2068 |
1.2109 |
1.2303 |
|
|
| 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 |
1.2530 |
1.2341 |
0.0189 |
1.5% |
0.0094 |
0.8% |
11% |
False |
True |
95,526 |
| 10 |
1.2553 |
1.2304 |
0.0249 |
2.0% |
0.0095 |
0.8% |
23% |
False |
False |
56,501 |
| 20 |
1.2553 |
1.2169 |
0.0384 |
3.1% |
0.0098 |
0.8% |
50% |
False |
False |
28,586 |
| 40 |
1.2570 |
1.2050 |
0.0520 |
4.2% |
0.0099 |
0.8% |
60% |
False |
False |
14,459 |
| 60 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0095 |
0.8% |
76% |
False |
False |
9,699 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0095 |
0.8% |
53% |
False |
False |
7,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2892 |
|
2.618 |
1.2721 |
|
1.618 |
1.2616 |
|
1.000 |
1.2551 |
|
0.618 |
1.2511 |
|
HIGH |
1.2446 |
|
0.618 |
1.2406 |
|
0.500 |
1.2394 |
|
0.382 |
1.2381 |
|
LOW |
1.2341 |
|
0.618 |
1.2276 |
|
1.000 |
1.2236 |
|
1.618 |
1.2171 |
|
2.618 |
1.2066 |
|
4.250 |
1.1895 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2394 |
1.2417 |
| PP |
1.2383 |
1.2398 |
| S1 |
1.2372 |
1.2380 |
|