CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2459 |
1.2441 |
-0.0018 |
-0.1% |
1.2485 |
| High |
1.2460 |
1.2487 |
0.0027 |
0.2% |
1.2506 |
| Low |
1.2382 |
1.2412 |
0.0030 |
0.2% |
1.2382 |
| Close |
1.2418 |
1.2437 |
0.0019 |
0.2% |
1.2437 |
| Range |
0.0078 |
0.0075 |
-0.0003 |
-3.8% |
0.0124 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
125,033 |
86,982 |
-38,051 |
-30.4% |
427,989 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2670 |
1.2629 |
1.2478 |
|
| R3 |
1.2595 |
1.2554 |
1.2458 |
|
| R2 |
1.2520 |
1.2520 |
1.2451 |
|
| R1 |
1.2479 |
1.2479 |
1.2444 |
1.2462 |
| PP |
1.2445 |
1.2445 |
1.2445 |
1.2437 |
| S1 |
1.2404 |
1.2404 |
1.2430 |
1.2387 |
| S2 |
1.2370 |
1.2370 |
1.2423 |
|
| S3 |
1.2295 |
1.2329 |
1.2416 |
|
| S4 |
1.2220 |
1.2254 |
1.2396 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2814 |
1.2749 |
1.2505 |
|
| R3 |
1.2690 |
1.2625 |
1.2471 |
|
| R2 |
1.2566 |
1.2566 |
1.2460 |
|
| R1 |
1.2501 |
1.2501 |
1.2448 |
1.2472 |
| PP |
1.2442 |
1.2442 |
1.2442 |
1.2427 |
| S1 |
1.2377 |
1.2377 |
1.2426 |
1.2348 |
| S2 |
1.2318 |
1.2318 |
1.2414 |
|
| S3 |
1.2194 |
1.2253 |
1.2403 |
|
| S4 |
1.2070 |
1.2129 |
1.2369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2506 |
1.2382 |
0.0124 |
1.0% |
0.0068 |
0.5% |
44% |
False |
False |
85,597 |
| 10 |
1.2506 |
1.2341 |
0.0165 |
1.3% |
0.0083 |
0.7% |
58% |
False |
False |
96,991 |
| 20 |
1.2553 |
1.2240 |
0.0313 |
2.5% |
0.0092 |
0.7% |
63% |
False |
False |
60,969 |
| 40 |
1.2570 |
1.2169 |
0.0401 |
3.2% |
0.0094 |
0.8% |
67% |
False |
False |
30,704 |
| 60 |
1.2570 |
1.1707 |
0.0863 |
6.9% |
0.0097 |
0.8% |
85% |
False |
False |
20,544 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0100 |
0.8% |
59% |
False |
False |
15,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2806 |
|
2.618 |
1.2683 |
|
1.618 |
1.2608 |
|
1.000 |
1.2562 |
|
0.618 |
1.2533 |
|
HIGH |
1.2487 |
|
0.618 |
1.2458 |
|
0.500 |
1.2450 |
|
0.382 |
1.2441 |
|
LOW |
1.2412 |
|
0.618 |
1.2366 |
|
1.000 |
1.2337 |
|
1.618 |
1.2291 |
|
2.618 |
1.2216 |
|
4.250 |
1.2093 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2450 |
1.2444 |
| PP |
1.2445 |
1.2442 |
| S1 |
1.2441 |
1.2439 |
|