CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2476 |
1.2411 |
-0.0065 |
-0.5% |
1.2409 |
| High |
1.2512 |
1.2444 |
-0.0068 |
-0.5% |
1.2519 |
| Low |
1.2467 |
1.2411 |
-0.0056 |
-0.4% |
1.2369 |
| Close |
1.2469 |
1.2430 |
-0.0039 |
-0.3% |
1.2511 |
| Range |
0.0045 |
0.0033 |
-0.0012 |
-26.7% |
0.0150 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.6% |
0.0000 |
| Volume |
8 |
22 |
14 |
175.0% |
219 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2527 |
1.2512 |
1.2448 |
|
| R3 |
1.2494 |
1.2479 |
1.2439 |
|
| R2 |
1.2461 |
1.2461 |
1.2436 |
|
| R1 |
1.2446 |
1.2446 |
1.2433 |
1.2454 |
| PP |
1.2428 |
1.2428 |
1.2428 |
1.2432 |
| S1 |
1.2413 |
1.2413 |
1.2427 |
1.2421 |
| S2 |
1.2395 |
1.2395 |
1.2424 |
|
| S3 |
1.2362 |
1.2380 |
1.2421 |
|
| S4 |
1.2329 |
1.2347 |
1.2412 |
|
|
| 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 |
1.2411 |
0.0108 |
0.9% |
0.0036 |
0.3% |
18% |
False |
True |
40 |
| 10 |
1.2519 |
1.2369 |
0.0150 |
1.2% |
0.0046 |
0.4% |
41% |
False |
False |
33 |
| 20 |
1.2549 |
1.2289 |
0.0260 |
2.1% |
0.0029 |
0.2% |
54% |
False |
False |
24 |
| 40 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0028 |
0.2% |
67% |
False |
False |
21 |
| 60 |
1.2549 |
1.1732 |
0.0817 |
6.6% |
0.0029 |
0.2% |
85% |
False |
False |
18 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0034 |
0.3% |
72% |
False |
False |
17 |
| 100 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0028 |
0.2% |
72% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2584 |
|
2.618 |
1.2530 |
|
1.618 |
1.2497 |
|
1.000 |
1.2477 |
|
0.618 |
1.2464 |
|
HIGH |
1.2444 |
|
0.618 |
1.2431 |
|
0.500 |
1.2428 |
|
0.382 |
1.2424 |
|
LOW |
1.2411 |
|
0.618 |
1.2391 |
|
1.000 |
1.2378 |
|
1.618 |
1.2358 |
|
2.618 |
1.2325 |
|
4.250 |
1.2271 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2429 |
1.2462 |
| PP |
1.2428 |
1.2451 |
| S1 |
1.2428 |
1.2441 |
|