CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2356 |
1.2460 |
0.0104 |
0.8% |
1.2370 |
| High |
1.2493 |
1.2504 |
0.0011 |
0.1% |
1.2493 |
| Low |
1.2345 |
1.2439 |
0.0094 |
0.8% |
1.2229 |
| Close |
1.2460 |
1.2491 |
0.0031 |
0.2% |
1.2460 |
| Range |
0.0148 |
0.0065 |
-0.0083 |
-56.1% |
0.0264 |
| ATR |
0.0119 |
0.0115 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
134,737 |
73,955 |
-60,782 |
-45.1% |
474,684 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2673 |
1.2647 |
1.2527 |
|
| R3 |
1.2608 |
1.2582 |
1.2509 |
|
| R2 |
1.2543 |
1.2543 |
1.2503 |
|
| R1 |
1.2517 |
1.2517 |
1.2497 |
1.2530 |
| PP |
1.2478 |
1.2478 |
1.2478 |
1.2485 |
| S1 |
1.2452 |
1.2452 |
1.2485 |
1.2465 |
| S2 |
1.2413 |
1.2413 |
1.2479 |
|
| S3 |
1.2348 |
1.2387 |
1.2473 |
|
| S4 |
1.2283 |
1.2322 |
1.2455 |
|
|
| 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 |
1.2504 |
1.2229 |
0.0275 |
2.2% |
0.0127 |
1.0% |
95% |
True |
False |
109,727 |
| 10 |
1.2504 |
1.2163 |
0.0341 |
2.7% |
0.0114 |
0.9% |
96% |
True |
False |
107,724 |
| 20 |
1.2504 |
1.2161 |
0.0343 |
2.7% |
0.0111 |
0.9% |
96% |
True |
False |
104,942 |
| 40 |
1.2570 |
1.1714 |
0.0856 |
6.9% |
0.0118 |
0.9% |
91% |
False |
False |
109,340 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0135 |
1.1% |
63% |
False |
False |
121,489 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0122 |
1.0% |
63% |
False |
False |
93,879 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0115 |
0.9% |
63% |
False |
False |
75,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2780 |
|
2.618 |
1.2674 |
|
1.618 |
1.2609 |
|
1.000 |
1.2569 |
|
0.618 |
1.2544 |
|
HIGH |
1.2504 |
|
0.618 |
1.2479 |
|
0.500 |
1.2472 |
|
0.382 |
1.2464 |
|
LOW |
1.2439 |
|
0.618 |
1.2399 |
|
1.000 |
1.2374 |
|
1.618 |
1.2334 |
|
2.618 |
1.2269 |
|
4.250 |
1.2163 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2485 |
1.2461 |
| PP |
1.2478 |
1.2430 |
| S1 |
1.2472 |
1.2400 |
|