CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2428 |
1.2495 |
0.0067 |
0.5% |
1.2409 |
| High |
1.2519 |
1.2495 |
-0.0024 |
-0.2% |
1.2519 |
| Low |
1.2428 |
1.2487 |
0.0059 |
0.5% |
1.2369 |
| Close |
1.2511 |
1.2473 |
-0.0038 |
-0.3% |
1.2511 |
| Range |
0.0091 |
0.0008 |
-0.0083 |
-91.2% |
0.0150 |
| ATR |
0.0060 |
0.0057 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
129 |
38 |
-91 |
-70.5% |
219 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2509 |
1.2499 |
1.2477 |
|
| R3 |
1.2501 |
1.2491 |
1.2475 |
|
| R2 |
1.2493 |
1.2493 |
1.2474 |
|
| R1 |
1.2483 |
1.2483 |
1.2474 |
1.2484 |
| PP |
1.2485 |
1.2485 |
1.2485 |
1.2486 |
| S1 |
1.2475 |
1.2475 |
1.2472 |
1.2476 |
| S2 |
1.2477 |
1.2477 |
1.2472 |
|
| S3 |
1.2469 |
1.2467 |
1.2471 |
|
| S4 |
1.2461 |
1.2459 |
1.2469 |
|
|
| 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% |
0.0053 |
0.4% |
69% |
False |
False |
43 |
| 10 |
1.2549 |
1.2369 |
0.0180 |
1.4% |
0.0040 |
0.3% |
58% |
False |
False |
34 |
| 20 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0026 |
0.2% |
79% |
False |
False |
23 |
| 40 |
1.2549 |
1.2131 |
0.0418 |
3.4% |
0.0031 |
0.2% |
82% |
False |
False |
20 |
| 60 |
1.2549 |
1.1732 |
0.0817 |
6.6% |
0.0028 |
0.2% |
91% |
False |
False |
18 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0033 |
0.3% |
76% |
False |
False |
17 |
| 100 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0027 |
0.2% |
76% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2529 |
|
2.618 |
1.2516 |
|
1.618 |
1.2508 |
|
1.000 |
1.2503 |
|
0.618 |
1.2500 |
|
HIGH |
1.2495 |
|
0.618 |
1.2492 |
|
0.500 |
1.2491 |
|
0.382 |
1.2490 |
|
LOW |
1.2487 |
|
0.618 |
1.2482 |
|
1.000 |
1.2479 |
|
1.618 |
1.2474 |
|
2.618 |
1.2466 |
|
4.250 |
1.2453 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2491 |
1.2463 |
| PP |
1.2485 |
1.2454 |
| S1 |
1.2479 |
1.2444 |
|