CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2289 |
1.2292 |
0.0003 |
0.0% |
1.2223 |
| High |
1.2289 |
1.2360 |
0.0071 |
0.6% |
1.2383 |
| Low |
1.2289 |
1.2292 |
0.0003 |
0.0% |
1.2187 |
| Close |
1.2289 |
1.2379 |
0.0090 |
0.7% |
1.2391 |
| Range |
0.0000 |
0.0068 |
0.0068 |
|
0.0196 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
0.9% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
25 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2548 |
1.2531 |
1.2416 |
|
| R3 |
1.2480 |
1.2463 |
1.2398 |
|
| R2 |
1.2412 |
1.2412 |
1.2391 |
|
| R1 |
1.2395 |
1.2395 |
1.2385 |
1.2404 |
| PP |
1.2344 |
1.2344 |
1.2344 |
1.2348 |
| S1 |
1.2327 |
1.2327 |
1.2373 |
1.2336 |
| S2 |
1.2276 |
1.2276 |
1.2367 |
|
| S3 |
1.2208 |
1.2259 |
1.2360 |
|
| S4 |
1.2140 |
1.2191 |
1.2342 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2908 |
1.2846 |
1.2499 |
|
| R3 |
1.2712 |
1.2650 |
1.2445 |
|
| R2 |
1.2516 |
1.2516 |
1.2427 |
|
| R1 |
1.2454 |
1.2454 |
1.2409 |
1.2485 |
| PP |
1.2320 |
1.2320 |
1.2320 |
1.2336 |
| S1 |
1.2258 |
1.2258 |
1.2373 |
1.2289 |
| S2 |
1.2124 |
1.2124 |
1.2355 |
|
| S3 |
1.1928 |
1.2062 |
1.2337 |
|
| S4 |
1.1732 |
1.1866 |
1.2283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2383 |
1.2187 |
0.0196 |
1.6% |
0.0025 |
0.2% |
98% |
False |
False |
2 |
| 10 |
1.2383 |
1.2187 |
0.0196 |
1.6% |
0.0021 |
0.2% |
98% |
False |
False |
5 |
| 20 |
1.2521 |
1.2187 |
0.0334 |
2.7% |
0.0020 |
0.2% |
57% |
False |
False |
11 |
| 40 |
1.2521 |
1.1732 |
0.0789 |
6.4% |
0.0028 |
0.2% |
82% |
False |
False |
14 |
| 60 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0037 |
0.3% |
66% |
False |
False |
15 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0029 |
0.2% |
66% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2649 |
|
2.618 |
1.2538 |
|
1.618 |
1.2470 |
|
1.000 |
1.2428 |
|
0.618 |
1.2402 |
|
HIGH |
1.2360 |
|
0.618 |
1.2334 |
|
0.500 |
1.2326 |
|
0.382 |
1.2318 |
|
LOW |
1.2292 |
|
0.618 |
1.2250 |
|
1.000 |
1.2224 |
|
1.618 |
1.2182 |
|
2.618 |
1.2114 |
|
4.250 |
1.2003 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2361 |
1.2365 |
| PP |
1.2344 |
1.2350 |
| S1 |
1.2326 |
1.2336 |
|