CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2475 |
1.2384 |
-0.0091 |
-0.7% |
1.2506 |
| High |
1.2489 |
1.2420 |
-0.0069 |
-0.6% |
1.2549 |
| Low |
1.2419 |
1.2379 |
-0.0040 |
-0.3% |
1.2459 |
| Close |
1.2439 |
1.2370 |
-0.0069 |
-0.6% |
1.2464 |
| Range |
0.0070 |
0.0041 |
-0.0029 |
-41.4% |
0.0090 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.5% |
0.0000 |
| Volume |
4 |
3 |
-1 |
-25.0% |
91 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2513 |
1.2482 |
1.2393 |
|
| R3 |
1.2472 |
1.2441 |
1.2381 |
|
| R2 |
1.2431 |
1.2431 |
1.2378 |
|
| R1 |
1.2400 |
1.2400 |
1.2374 |
1.2395 |
| PP |
1.2390 |
1.2390 |
1.2390 |
1.2387 |
| S1 |
1.2359 |
1.2359 |
1.2366 |
1.2354 |
| S2 |
1.2349 |
1.2349 |
1.2362 |
|
| S3 |
1.2308 |
1.2318 |
1.2359 |
|
| S4 |
1.2267 |
1.2277 |
1.2347 |
|
|
| 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 |
1.2503 |
1.2379 |
0.0124 |
1.0% |
0.0044 |
0.4% |
-7% |
False |
True |
26 |
| 10 |
1.2549 |
1.2379 |
0.0170 |
1.4% |
0.0025 |
0.2% |
-5% |
False |
True |
22 |
| 20 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0023 |
0.2% |
51% |
False |
False |
14 |
| 40 |
1.2549 |
1.2085 |
0.0464 |
3.8% |
0.0029 |
0.2% |
61% |
False |
False |
16 |
| 60 |
1.2549 |
1.1732 |
0.0817 |
6.6% |
0.0025 |
0.2% |
78% |
False |
False |
15 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0031 |
0.3% |
65% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2594 |
|
2.618 |
1.2527 |
|
1.618 |
1.2486 |
|
1.000 |
1.2461 |
|
0.618 |
1.2445 |
|
HIGH |
1.2420 |
|
0.618 |
1.2404 |
|
0.500 |
1.2400 |
|
0.382 |
1.2395 |
|
LOW |
1.2379 |
|
0.618 |
1.2354 |
|
1.000 |
1.2338 |
|
1.618 |
1.2313 |
|
2.618 |
1.2272 |
|
4.250 |
1.2205 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2400 |
1.2434 |
| PP |
1.2390 |
1.2413 |
| S1 |
1.2380 |
1.2391 |
|