CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2485 |
1.2466 |
-0.0019 |
-0.2% |
1.2466 |
| High |
1.2504 |
1.2499 |
-0.0005 |
0.0% |
1.2505 |
| Low |
1.2450 |
1.2450 |
0.0000 |
0.0% |
1.2341 |
| Close |
1.2461 |
1.2488 |
0.0027 |
0.2% |
1.2498 |
| Range |
0.0054 |
0.0049 |
-0.0005 |
-9.3% |
0.0164 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
76,317 |
62,666 |
-13,651 |
-17.9% |
541,924 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2626 |
1.2606 |
1.2515 |
|
| R3 |
1.2577 |
1.2557 |
1.2501 |
|
| R2 |
1.2528 |
1.2528 |
1.2497 |
|
| R1 |
1.2508 |
1.2508 |
1.2492 |
1.2518 |
| PP |
1.2479 |
1.2479 |
1.2479 |
1.2484 |
| S1 |
1.2459 |
1.2459 |
1.2484 |
1.2469 |
| S2 |
1.2430 |
1.2430 |
1.2479 |
|
| S3 |
1.2381 |
1.2410 |
1.2475 |
|
| S4 |
1.2332 |
1.2361 |
1.2461 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2940 |
1.2883 |
1.2588 |
|
| R3 |
1.2776 |
1.2719 |
1.2543 |
|
| R2 |
1.2612 |
1.2612 |
1.2528 |
|
| R1 |
1.2555 |
1.2555 |
1.2513 |
1.2584 |
| PP |
1.2448 |
1.2448 |
1.2448 |
1.2462 |
| S1 |
1.2391 |
1.2391 |
1.2483 |
1.2420 |
| S2 |
1.2284 |
1.2284 |
1.2468 |
|
| S3 |
1.2120 |
1.2227 |
1.2453 |
|
| S4 |
1.1956 |
1.2063 |
1.2408 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2505 |
1.2341 |
0.0164 |
1.3% |
0.0080 |
0.6% |
90% |
False |
False |
98,962 |
| 10 |
1.2553 |
1.2341 |
0.0212 |
1.7% |
0.0085 |
0.7% |
69% |
False |
False |
89,034 |
| 20 |
1.2553 |
1.2173 |
0.0380 |
3.0% |
0.0094 |
0.8% |
83% |
False |
False |
46,618 |
| 40 |
1.2570 |
1.2106 |
0.0464 |
3.7% |
0.0097 |
0.8% |
82% |
False |
False |
23,497 |
| 60 |
1.2570 |
1.1707 |
0.0863 |
6.9% |
0.0097 |
0.8% |
90% |
False |
False |
15,737 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0098 |
0.8% |
63% |
False |
False |
11,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2707 |
|
2.618 |
1.2627 |
|
1.618 |
1.2578 |
|
1.000 |
1.2548 |
|
0.618 |
1.2529 |
|
HIGH |
1.2499 |
|
0.618 |
1.2480 |
|
0.500 |
1.2475 |
|
0.382 |
1.2469 |
|
LOW |
1.2450 |
|
0.618 |
1.2420 |
|
1.000 |
1.2401 |
|
1.618 |
1.2371 |
|
2.618 |
1.2322 |
|
4.250 |
1.2242 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2484 |
1.2476 |
| PP |
1.2479 |
1.2464 |
| S1 |
1.2475 |
1.2453 |
|