CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2486 |
1.2459 |
-0.0027 |
-0.2% |
1.2506 |
| High |
1.2486 |
1.2503 |
0.0017 |
0.1% |
1.2549 |
| Low |
1.2486 |
1.2459 |
-0.0027 |
-0.2% |
1.2459 |
| Close |
1.2465 |
1.2464 |
-0.0001 |
0.0% |
1.2464 |
| Range |
0.0000 |
0.0044 |
0.0044 |
|
0.0090 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
43 |
41 |
-2 |
-4.7% |
91 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2607 |
1.2580 |
1.2488 |
|
| R3 |
1.2563 |
1.2536 |
1.2476 |
|
| R2 |
1.2519 |
1.2519 |
1.2472 |
|
| R1 |
1.2492 |
1.2492 |
1.2468 |
1.2506 |
| PP |
1.2475 |
1.2475 |
1.2475 |
1.2482 |
| S1 |
1.2448 |
1.2448 |
1.2460 |
1.2462 |
| S2 |
1.2431 |
1.2431 |
1.2456 |
|
| S3 |
1.2387 |
1.2404 |
1.2452 |
|
| S4 |
1.2343 |
1.2360 |
1.2440 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2761 |
1.2702 |
1.2514 |
|
| R3 |
1.2671 |
1.2612 |
1.2489 |
|
| R2 |
1.2581 |
1.2581 |
1.2481 |
|
| R1 |
1.2522 |
1.2522 |
1.2472 |
1.2507 |
| PP |
1.2491 |
1.2491 |
1.2491 |
1.2483 |
| S1 |
1.2432 |
1.2432 |
1.2456 |
1.2417 |
| S2 |
1.2401 |
1.2401 |
1.2448 |
|
| S3 |
1.2311 |
1.2342 |
1.2439 |
|
| S4 |
1.2221 |
1.2252 |
1.2415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2549 |
1.2459 |
0.0090 |
0.7% |
0.0014 |
0.1% |
6% |
False |
True |
18 |
| 10 |
1.2549 |
1.2289 |
0.0260 |
2.1% |
0.0016 |
0.1% |
67% |
False |
False |
19 |
| 20 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0017 |
0.1% |
77% |
False |
False |
12 |
| 40 |
1.2549 |
1.2020 |
0.0529 |
4.2% |
0.0028 |
0.2% |
84% |
False |
False |
17 |
| 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% |
0.0030 |
0.2% |
75% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2690 |
|
2.618 |
1.2618 |
|
1.618 |
1.2574 |
|
1.000 |
1.2547 |
|
0.618 |
1.2530 |
|
HIGH |
1.2503 |
|
0.618 |
1.2486 |
|
0.500 |
1.2481 |
|
0.382 |
1.2476 |
|
LOW |
1.2459 |
|
0.618 |
1.2432 |
|
1.000 |
1.2415 |
|
1.618 |
1.2388 |
|
2.618 |
1.2344 |
|
4.250 |
1.2272 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2481 |
1.2504 |
| PP |
1.2475 |
1.2491 |
| S1 |
1.2470 |
1.2477 |
|