CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2487 |
1.2476 |
-0.0011 |
-0.1% |
1.2409 |
| High |
1.2490 |
1.2512 |
0.0022 |
0.2% |
1.2519 |
| Low |
1.2487 |
1.2467 |
-0.0020 |
-0.2% |
1.2369 |
| Close |
1.2500 |
1.2469 |
-0.0031 |
-0.2% |
1.2511 |
| Range |
0.0003 |
0.0045 |
0.0042 |
1,400.0% |
0.0150 |
| ATR |
0.0054 |
0.0054 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
3 |
8 |
5 |
166.7% |
219 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2618 |
1.2588 |
1.2494 |
|
| R3 |
1.2573 |
1.2543 |
1.2481 |
|
| R2 |
1.2528 |
1.2528 |
1.2477 |
|
| R1 |
1.2498 |
1.2498 |
1.2473 |
1.2491 |
| PP |
1.2483 |
1.2483 |
1.2483 |
1.2479 |
| S1 |
1.2453 |
1.2453 |
1.2465 |
1.2446 |
| S2 |
1.2438 |
1.2438 |
1.2461 |
|
| S3 |
1.2393 |
1.2408 |
1.2457 |
|
| S4 |
1.2348 |
1.2363 |
1.2444 |
|
|
| 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% |
0.0040 |
0.3% |
67% |
False |
False |
44 |
| 10 |
1.2519 |
1.2369 |
0.0150 |
1.2% |
0.0042 |
0.3% |
67% |
False |
False |
35 |
| 20 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0029 |
0.2% |
78% |
False |
False |
23 |
| 40 |
1.2549 |
1.2131 |
0.0418 |
3.4% |
0.0032 |
0.3% |
81% |
False |
False |
20 |
| 60 |
1.2549 |
1.1732 |
0.0817 |
6.6% |
0.0028 |
0.2% |
90% |
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 |
1.2703 |
|
2.618 |
1.2630 |
|
1.618 |
1.2585 |
|
1.000 |
1.2557 |
|
0.618 |
1.2540 |
|
HIGH |
1.2512 |
|
0.618 |
1.2495 |
|
0.500 |
1.2490 |
|
0.382 |
1.2484 |
|
LOW |
1.2467 |
|
0.618 |
1.2439 |
|
1.000 |
1.2422 |
|
1.618 |
1.2394 |
|
2.618 |
1.2349 |
|
4.250 |
1.2276 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2490 |
1.2490 |
| PP |
1.2483 |
1.2483 |
| S1 |
1.2476 |
1.2476 |
|