CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2360 |
1.2356 |
-0.0004 |
0.0% |
1.2370 |
| High |
1.2424 |
1.2493 |
0.0069 |
0.6% |
1.2493 |
| Low |
1.2296 |
1.2345 |
0.0049 |
0.4% |
1.2229 |
| Close |
1.2368 |
1.2460 |
0.0092 |
0.7% |
1.2460 |
| Range |
0.0128 |
0.0148 |
0.0020 |
15.6% |
0.0264 |
| ATR |
0.0117 |
0.0119 |
0.0002 |
1.9% |
0.0000 |
| Volume |
105,034 |
134,737 |
29,703 |
28.3% |
474,684 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2877 |
1.2816 |
1.2541 |
|
| R3 |
1.2729 |
1.2668 |
1.2501 |
|
| R2 |
1.2581 |
1.2581 |
1.2487 |
|
| R1 |
1.2520 |
1.2520 |
1.2474 |
1.2551 |
| PP |
1.2433 |
1.2433 |
1.2433 |
1.2448 |
| S1 |
1.2372 |
1.2372 |
1.2446 |
1.2403 |
| S2 |
1.2285 |
1.2285 |
1.2433 |
|
| S3 |
1.2137 |
1.2224 |
1.2419 |
|
| S4 |
1.1989 |
1.2076 |
1.2379 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3186 |
1.3087 |
1.2605 |
|
| R3 |
1.2922 |
1.2823 |
1.2533 |
|
| R2 |
1.2658 |
1.2658 |
1.2508 |
|
| R1 |
1.2559 |
1.2559 |
1.2484 |
1.2609 |
| PP |
1.2394 |
1.2394 |
1.2394 |
1.2419 |
| S1 |
1.2295 |
1.2295 |
1.2436 |
1.2345 |
| S2 |
1.2130 |
1.2130 |
1.2412 |
|
| S3 |
1.1866 |
1.2031 |
1.2387 |
|
| S4 |
1.1602 |
1.1767 |
1.2315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2493 |
1.2229 |
0.0264 |
2.1% |
0.0134 |
1.1% |
88% |
True |
False |
116,425 |
| 10 |
1.2493 |
1.2163 |
0.0330 |
2.6% |
0.0113 |
0.9% |
90% |
True |
False |
108,148 |
| 20 |
1.2493 |
1.2161 |
0.0332 |
2.7% |
0.0114 |
0.9% |
90% |
True |
False |
108,908 |
| 40 |
1.2570 |
1.1699 |
0.0871 |
7.0% |
0.0119 |
1.0% |
87% |
False |
False |
111,374 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0135 |
1.1% |
61% |
False |
False |
121,820 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0122 |
1.0% |
61% |
False |
False |
92,957 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0115 |
0.9% |
61% |
False |
False |
74,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3122 |
|
2.618 |
1.2880 |
|
1.618 |
1.2732 |
|
1.000 |
1.2641 |
|
0.618 |
1.2584 |
|
HIGH |
1.2493 |
|
0.618 |
1.2436 |
|
0.500 |
1.2419 |
|
0.382 |
1.2402 |
|
LOW |
1.2345 |
|
0.618 |
1.2254 |
|
1.000 |
1.2197 |
|
1.618 |
1.2106 |
|
2.618 |
1.1958 |
|
4.250 |
1.1716 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2446 |
1.2434 |
| PP |
1.2433 |
1.2407 |
| S1 |
1.2419 |
1.2381 |
|