CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2411 |
1.2485 |
0.0074 |
0.6% |
1.2466 |
| High |
1.2505 |
1.2504 |
-0.0001 |
0.0% |
1.2505 |
| Low |
1.2400 |
1.2450 |
0.0050 |
0.4% |
1.2341 |
| Close |
1.2498 |
1.2461 |
-0.0037 |
-0.3% |
1.2498 |
| Range |
0.0105 |
0.0054 |
-0.0051 |
-48.6% |
0.0164 |
| ATR |
0.0099 |
0.0095 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
105,891 |
76,317 |
-29,574 |
-27.9% |
541,924 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2634 |
1.2601 |
1.2491 |
|
| R3 |
1.2580 |
1.2547 |
1.2476 |
|
| R2 |
1.2526 |
1.2526 |
1.2471 |
|
| R1 |
1.2493 |
1.2493 |
1.2466 |
1.2483 |
| PP |
1.2472 |
1.2472 |
1.2472 |
1.2466 |
| S1 |
1.2439 |
1.2439 |
1.2456 |
1.2429 |
| S2 |
1.2418 |
1.2418 |
1.2451 |
|
| S3 |
1.2364 |
1.2385 |
1.2446 |
|
| S4 |
1.2310 |
1.2331 |
1.2431 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2940 |
1.2883 |
1.2588 |
|
| R3 |
1.2776 |
1.2719 |
1.2543 |
|
| R2 |
1.2612 |
1.2612 |
1.2528 |
|
| R1 |
1.2555 |
1.2555 |
1.2513 |
1.2584 |
| PP |
1.2448 |
1.2448 |
1.2448 |
1.2462 |
| S1 |
1.2391 |
1.2391 |
1.2483 |
1.2420 |
| S2 |
1.2284 |
1.2284 |
1.2468 |
|
| S3 |
1.2120 |
1.2227 |
1.2453 |
|
| S4 |
1.1956 |
1.2063 |
1.2408 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2505 |
1.2341 |
0.0164 |
1.3% |
0.0087 |
0.7% |
73% |
False |
False |
107,224 |
| 10 |
1.2553 |
1.2341 |
0.0212 |
1.7% |
0.0086 |
0.7% |
57% |
False |
False |
84,641 |
| 20 |
1.2553 |
1.2173 |
0.0380 |
3.0% |
0.0097 |
0.8% |
76% |
False |
False |
43,495 |
| 40 |
1.2570 |
1.2106 |
0.0464 |
3.7% |
0.0098 |
0.8% |
77% |
False |
False |
21,935 |
| 60 |
1.2570 |
1.1707 |
0.0863 |
6.9% |
0.0097 |
0.8% |
87% |
False |
False |
14,693 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0097 |
0.8% |
61% |
False |
False |
11,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2734 |
|
2.618 |
1.2645 |
|
1.618 |
1.2591 |
|
1.000 |
1.2558 |
|
0.618 |
1.2537 |
|
HIGH |
1.2504 |
|
0.618 |
1.2483 |
|
0.500 |
1.2477 |
|
0.382 |
1.2471 |
|
LOW |
1.2450 |
|
0.618 |
1.2417 |
|
1.000 |
1.2396 |
|
1.618 |
1.2363 |
|
2.618 |
1.2309 |
|
4.250 |
1.2221 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2477 |
1.2450 |
| PP |
1.2472 |
1.2438 |
| S1 |
1.2466 |
1.2427 |
|