CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2460 |
1.2486 |
0.0026 |
0.2% |
1.2370 |
| High |
1.2504 |
1.2512 |
0.0008 |
0.1% |
1.2493 |
| Low |
1.2439 |
1.2448 |
0.0009 |
0.1% |
1.2229 |
| Close |
1.2491 |
1.2483 |
-0.0008 |
-0.1% |
1.2460 |
| Range |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0264 |
| ATR |
0.0115 |
0.0112 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
73,955 |
79,113 |
5,158 |
7.0% |
474,684 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2673 |
1.2642 |
1.2518 |
|
| R3 |
1.2609 |
1.2578 |
1.2501 |
|
| R2 |
1.2545 |
1.2545 |
1.2495 |
|
| R1 |
1.2514 |
1.2514 |
1.2489 |
1.2498 |
| PP |
1.2481 |
1.2481 |
1.2481 |
1.2473 |
| S1 |
1.2450 |
1.2450 |
1.2477 |
1.2434 |
| S2 |
1.2417 |
1.2417 |
1.2471 |
|
| S3 |
1.2353 |
1.2386 |
1.2465 |
|
| S4 |
1.2289 |
1.2322 |
1.2448 |
|
|
| 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 |
1.2512 |
1.2269 |
0.0243 |
1.9% |
0.0107 |
0.9% |
88% |
True |
False |
103,822 |
| 10 |
1.2512 |
1.2163 |
0.0349 |
2.8% |
0.0109 |
0.9% |
92% |
True |
False |
105,312 |
| 20 |
1.2512 |
1.2161 |
0.0351 |
2.8% |
0.0109 |
0.9% |
92% |
True |
False |
104,421 |
| 40 |
1.2570 |
1.1746 |
0.0824 |
6.6% |
0.0117 |
0.9% |
89% |
False |
False |
108,140 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0132 |
1.1% |
62% |
False |
False |
119,463 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0121 |
1.0% |
62% |
False |
False |
94,862 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0115 |
0.9% |
62% |
False |
False |
75,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2784 |
|
2.618 |
1.2680 |
|
1.618 |
1.2616 |
|
1.000 |
1.2576 |
|
0.618 |
1.2552 |
|
HIGH |
1.2512 |
|
0.618 |
1.2488 |
|
0.500 |
1.2480 |
|
0.382 |
1.2472 |
|
LOW |
1.2448 |
|
0.618 |
1.2408 |
|
1.000 |
1.2384 |
|
1.618 |
1.2344 |
|
2.618 |
1.2280 |
|
4.250 |
1.2176 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2482 |
1.2465 |
| PP |
1.2481 |
1.2447 |
| S1 |
1.2480 |
1.2429 |
|