CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2513 |
1.2444 |
-0.0069 |
-0.6% |
1.2460 |
| High |
1.2525 |
1.2505 |
-0.0020 |
-0.2% |
1.2548 |
| Low |
1.2434 |
1.2428 |
-0.0006 |
0.0% |
1.2428 |
| Close |
1.2452 |
1.2449 |
-0.0003 |
0.0% |
1.2449 |
| Range |
0.0091 |
0.0077 |
-0.0014 |
-15.4% |
0.0120 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
123,003 |
34,529 |
-88,474 |
-71.9% |
441,774 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2692 |
1.2647 |
1.2491 |
|
| R3 |
1.2615 |
1.2570 |
1.2470 |
|
| R2 |
1.2538 |
1.2538 |
1.2463 |
|
| R1 |
1.2493 |
1.2493 |
1.2456 |
1.2516 |
| PP |
1.2461 |
1.2461 |
1.2461 |
1.2472 |
| S1 |
1.2416 |
1.2416 |
1.2442 |
1.2439 |
| S2 |
1.2384 |
1.2384 |
1.2435 |
|
| S3 |
1.2307 |
1.2339 |
1.2428 |
|
| S4 |
1.2230 |
1.2262 |
1.2407 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2835 |
1.2762 |
1.2515 |
|
| R3 |
1.2715 |
1.2642 |
1.2482 |
|
| R2 |
1.2595 |
1.2595 |
1.2471 |
|
| R1 |
1.2522 |
1.2522 |
1.2460 |
1.2499 |
| PP |
1.2475 |
1.2475 |
1.2475 |
1.2463 |
| S1 |
1.2402 |
1.2402 |
1.2438 |
1.2379 |
| S2 |
1.2355 |
1.2355 |
1.2427 |
|
| S3 |
1.2235 |
1.2282 |
1.2416 |
|
| S4 |
1.2115 |
1.2162 |
1.2383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2548 |
1.2428 |
0.0120 |
1.0% |
0.0079 |
0.6% |
18% |
False |
True |
88,354 |
| 10 |
1.2548 |
1.2229 |
0.0319 |
2.6% |
0.0106 |
0.9% |
69% |
False |
False |
102,390 |
| 20 |
1.2548 |
1.2161 |
0.0387 |
3.1% |
0.0105 |
0.8% |
74% |
False |
False |
103,274 |
| 40 |
1.2570 |
1.1918 |
0.0652 |
5.2% |
0.0114 |
0.9% |
81% |
False |
False |
105,740 |
| 60 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0123 |
1.0% |
60% |
False |
False |
114,045 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0122 |
1.0% |
60% |
False |
False |
98,462 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0116 |
0.9% |
60% |
False |
False |
78,805 |
| 120 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0107 |
0.9% |
60% |
False |
False |
65,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2832 |
|
2.618 |
1.2707 |
|
1.618 |
1.2630 |
|
1.000 |
1.2582 |
|
0.618 |
1.2553 |
|
HIGH |
1.2505 |
|
0.618 |
1.2476 |
|
0.500 |
1.2467 |
|
0.382 |
1.2457 |
|
LOW |
1.2428 |
|
0.618 |
1.2380 |
|
1.000 |
1.2351 |
|
1.618 |
1.2303 |
|
2.618 |
1.2226 |
|
4.250 |
1.2101 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2467 |
1.2488 |
| PP |
1.2461 |
1.2475 |
| S1 |
1.2455 |
1.2462 |
|