CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 09-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.2521 |
1.2486 |
-0.0035 |
-0.3% |
1.2289 |
High |
1.2549 |
1.2486 |
-0.0063 |
-0.5% |
1.2480 |
Low |
1.2521 |
1.2486 |
-0.0035 |
-0.3% |
1.2289 |
Close |
1.2526 |
1.2465 |
-0.0061 |
-0.5% |
1.2475 |
Range |
0.0028 |
0.0000 |
-0.0028 |
-100.0% |
0.0191 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
3 |
43 |
40 |
1,333.3% |
98 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2479 |
1.2472 |
1.2465 |
|
R3 |
1.2479 |
1.2472 |
1.2465 |
|
R2 |
1.2479 |
1.2479 |
1.2465 |
|
R1 |
1.2472 |
1.2472 |
1.2465 |
1.2476 |
PP |
1.2479 |
1.2479 |
1.2479 |
1.2481 |
S1 |
1.2472 |
1.2472 |
1.2465 |
1.2476 |
S2 |
1.2479 |
1.2479 |
1.2465 |
|
S3 |
1.2479 |
1.2472 |
1.2465 |
|
S4 |
1.2479 |
1.2472 |
1.2465 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2988 |
1.2922 |
1.2580 |
|
R3 |
1.2797 |
1.2731 |
1.2528 |
|
R2 |
1.2606 |
1.2606 |
1.2510 |
|
R1 |
1.2540 |
1.2540 |
1.2493 |
1.2573 |
PP |
1.2415 |
1.2415 |
1.2415 |
1.2431 |
S1 |
1.2349 |
1.2349 |
1.2457 |
1.2382 |
S2 |
1.2224 |
1.2224 |
1.2440 |
|
S3 |
1.2033 |
1.2158 |
1.2422 |
|
S4 |
1.1842 |
1.1967 |
1.2370 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2549 |
1.2480 |
0.0069 |
0.6% |
0.0006 |
0.0% |
-22% |
False |
False |
19 |
10 |
1.2549 |
1.2289 |
0.0260 |
2.1% |
0.0012 |
0.1% |
68% |
False |
False |
15 |
20 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0015 |
0.1% |
77% |
False |
False |
12 |
40 |
1.2549 |
1.1920 |
0.0629 |
5.0% |
0.0029 |
0.2% |
87% |
False |
False |
16 |
60 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0030 |
0.2% |
75% |
False |
False |
17 |
80 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0029 |
0.2% |
75% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2486 |
2.618 |
1.2486 |
1.618 |
1.2486 |
1.000 |
1.2486 |
0.618 |
1.2486 |
HIGH |
1.2486 |
0.618 |
1.2486 |
0.500 |
1.2486 |
0.382 |
1.2486 |
LOW |
1.2486 |
0.618 |
1.2486 |
1.000 |
1.2486 |
1.618 |
1.2486 |
2.618 |
1.2486 |
4.250 |
1.2486 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2486 |
1.2518 |
PP |
1.2479 |
1.2500 |
S1 |
1.2472 |
1.2483 |
|