CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2459 |
1.2409 |
-0.0050 |
-0.4% |
1.2506 |
| High |
1.2503 |
1.2475 |
-0.0028 |
-0.2% |
1.2549 |
| Low |
1.2459 |
1.2409 |
-0.0050 |
-0.4% |
1.2459 |
| Close |
1.2464 |
1.2485 |
0.0021 |
0.2% |
1.2464 |
| Range |
0.0044 |
0.0066 |
0.0022 |
50.0% |
0.0090 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.6% |
0.0000 |
| Volume |
41 |
39 |
-2 |
-4.9% |
91 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2654 |
1.2636 |
1.2521 |
|
| R3 |
1.2588 |
1.2570 |
1.2503 |
|
| R2 |
1.2522 |
1.2522 |
1.2497 |
|
| R1 |
1.2504 |
1.2504 |
1.2491 |
1.2513 |
| PP |
1.2456 |
1.2456 |
1.2456 |
1.2461 |
| S1 |
1.2438 |
1.2438 |
1.2479 |
1.2447 |
| S2 |
1.2390 |
1.2390 |
1.2473 |
|
| S3 |
1.2324 |
1.2372 |
1.2467 |
|
| S4 |
1.2258 |
1.2306 |
1.2449 |
|
|
| 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 |
1.2409 |
0.0140 |
1.1% |
0.0028 |
0.2% |
54% |
False |
True |
25 |
| 10 |
1.2549 |
1.2289 |
0.0260 |
2.1% |
0.0021 |
0.2% |
75% |
False |
False |
22 |
| 20 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0020 |
0.2% |
82% |
False |
False |
13 |
| 40 |
1.2549 |
1.2028 |
0.0521 |
4.2% |
0.0029 |
0.2% |
88% |
False |
False |
17 |
| 60 |
1.2617 |
1.1732 |
0.0885 |
7.1% |
0.0030 |
0.2% |
85% |
False |
False |
18 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0030 |
0.2% |
77% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2756 |
|
2.618 |
1.2648 |
|
1.618 |
1.2582 |
|
1.000 |
1.2541 |
|
0.618 |
1.2516 |
|
HIGH |
1.2475 |
|
0.618 |
1.2450 |
|
0.500 |
1.2442 |
|
0.382 |
1.2434 |
|
LOW |
1.2409 |
|
0.618 |
1.2368 |
|
1.000 |
1.2343 |
|
1.618 |
1.2302 |
|
2.618 |
1.2236 |
|
4.250 |
1.2129 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2471 |
1.2475 |
| PP |
1.2456 |
1.2466 |
| S1 |
1.2442 |
1.2456 |
|