CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2466 |
1.2470 |
0.0004 |
0.0% |
1.2466 |
| High |
1.2499 |
1.2506 |
0.0007 |
0.1% |
1.2505 |
| Low |
1.2450 |
1.2424 |
-0.0026 |
-0.2% |
1.2341 |
| Close |
1.2488 |
1.2458 |
-0.0030 |
-0.2% |
1.2498 |
| Range |
0.0049 |
0.0082 |
0.0033 |
67.3% |
0.0164 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
62,666 |
76,991 |
14,325 |
22.9% |
541,924 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2709 |
1.2665 |
1.2503 |
|
| R3 |
1.2627 |
1.2583 |
1.2481 |
|
| R2 |
1.2545 |
1.2545 |
1.2473 |
|
| R1 |
1.2501 |
1.2501 |
1.2466 |
1.2482 |
| PP |
1.2463 |
1.2463 |
1.2463 |
1.2453 |
| S1 |
1.2419 |
1.2419 |
1.2450 |
1.2400 |
| S2 |
1.2381 |
1.2381 |
1.2443 |
|
| S3 |
1.2299 |
1.2337 |
1.2435 |
|
| S4 |
1.2217 |
1.2255 |
1.2413 |
|
|
| 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 |
1.2506 |
1.2348 |
0.0158 |
1.3% |
0.0075 |
0.6% |
70% |
True |
False |
87,878 |
| 10 |
1.2530 |
1.2341 |
0.0189 |
1.5% |
0.0084 |
0.7% |
62% |
False |
False |
91,702 |
| 20 |
1.2553 |
1.2175 |
0.0378 |
3.0% |
0.0094 |
0.8% |
75% |
False |
False |
50,424 |
| 40 |
1.2570 |
1.2106 |
0.0464 |
3.7% |
0.0098 |
0.8% |
76% |
False |
False |
25,418 |
| 60 |
1.2570 |
1.1707 |
0.0863 |
6.9% |
0.0098 |
0.8% |
87% |
False |
False |
17,020 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0099 |
0.8% |
61% |
False |
False |
12,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2855 |
|
2.618 |
1.2721 |
|
1.618 |
1.2639 |
|
1.000 |
1.2588 |
|
0.618 |
1.2557 |
|
HIGH |
1.2506 |
|
0.618 |
1.2475 |
|
0.500 |
1.2465 |
|
0.382 |
1.2455 |
|
LOW |
1.2424 |
|
0.618 |
1.2373 |
|
1.000 |
1.2342 |
|
1.618 |
1.2291 |
|
2.618 |
1.2209 |
|
4.250 |
1.2076 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2465 |
1.2465 |
| PP |
1.2463 |
1.2463 |
| S1 |
1.2460 |
1.2460 |
|