CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2369 |
1.2428 |
0.0059 |
0.5% |
1.2409 |
| High |
1.2424 |
1.2519 |
0.0095 |
0.8% |
1.2519 |
| Low |
1.2369 |
1.2428 |
0.0059 |
0.5% |
1.2369 |
| Close |
1.2414 |
1.2511 |
0.0097 |
0.8% |
1.2511 |
| Range |
0.0055 |
0.0091 |
0.0036 |
65.5% |
0.0150 |
| ATR |
0.0056 |
0.0060 |
0.0003 |
6.2% |
0.0000 |
| Volume |
44 |
129 |
85 |
193.2% |
219 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2759 |
1.2726 |
1.2561 |
|
| R3 |
1.2668 |
1.2635 |
1.2536 |
|
| R2 |
1.2577 |
1.2577 |
1.2528 |
|
| R1 |
1.2544 |
1.2544 |
1.2519 |
1.2561 |
| PP |
1.2486 |
1.2486 |
1.2486 |
1.2494 |
| S1 |
1.2453 |
1.2453 |
1.2503 |
1.2470 |
| S2 |
1.2395 |
1.2395 |
1.2494 |
|
| S3 |
1.2304 |
1.2362 |
1.2486 |
|
| S4 |
1.2213 |
1.2271 |
1.2461 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2916 |
1.2864 |
1.2594 |
|
| R3 |
1.2766 |
1.2714 |
1.2552 |
|
| R2 |
1.2616 |
1.2616 |
1.2539 |
|
| R1 |
1.2564 |
1.2564 |
1.2525 |
1.2590 |
| PP |
1.2466 |
1.2466 |
1.2466 |
1.2480 |
| S1 |
1.2414 |
1.2414 |
1.2497 |
1.2440 |
| S2 |
1.2316 |
1.2316 |
1.2484 |
|
| S3 |
1.2166 |
1.2264 |
1.2470 |
|
| S4 |
1.2016 |
1.2114 |
1.2429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2519 |
1.2369 |
0.0150 |
1.2% |
0.0065 |
0.5% |
95% |
True |
False |
43 |
| 10 |
1.2549 |
1.2369 |
0.0180 |
1.4% |
0.0040 |
0.3% |
79% |
False |
False |
31 |
| 20 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0026 |
0.2% |
90% |
False |
False |
22 |
| 40 |
1.2549 |
1.2131 |
0.0418 |
3.3% |
0.0032 |
0.3% |
91% |
False |
False |
19 |
| 60 |
1.2549 |
1.1732 |
0.0817 |
6.5% |
0.0028 |
0.2% |
95% |
False |
False |
18 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0033 |
0.3% |
80% |
False |
False |
16 |
| 100 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0027 |
0.2% |
80% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2906 |
|
2.618 |
1.2757 |
|
1.618 |
1.2666 |
|
1.000 |
1.2610 |
|
0.618 |
1.2575 |
|
HIGH |
1.2519 |
|
0.618 |
1.2484 |
|
0.500 |
1.2474 |
|
0.382 |
1.2463 |
|
LOW |
1.2428 |
|
0.618 |
1.2372 |
|
1.000 |
1.2337 |
|
1.618 |
1.2281 |
|
2.618 |
1.2190 |
|
4.250 |
1.2041 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2499 |
1.2489 |
| PP |
1.2486 |
1.2466 |
| S1 |
1.2474 |
1.2444 |
|