CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2444 |
1.2458 |
0.0014 |
0.1% |
1.2460 |
| High |
1.2505 |
1.2463 |
-0.0042 |
-0.3% |
1.2548 |
| Low |
1.2428 |
1.2367 |
-0.0061 |
-0.5% |
1.2428 |
| Close |
1.2449 |
1.2461 |
0.0012 |
0.1% |
1.2449 |
| Range |
0.0077 |
0.0096 |
0.0019 |
24.7% |
0.0120 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
34,529 |
3,469 |
-31,060 |
-90.0% |
441,774 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2718 |
1.2686 |
1.2514 |
|
| R3 |
1.2622 |
1.2590 |
1.2487 |
|
| R2 |
1.2526 |
1.2526 |
1.2479 |
|
| R1 |
1.2494 |
1.2494 |
1.2470 |
1.2510 |
| PP |
1.2430 |
1.2430 |
1.2430 |
1.2439 |
| S1 |
1.2398 |
1.2398 |
1.2452 |
1.2414 |
| S2 |
1.2334 |
1.2334 |
1.2443 |
|
| S3 |
1.2238 |
1.2302 |
1.2435 |
|
| S4 |
1.2142 |
1.2206 |
1.2408 |
|
|
| 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 |
1.2367 |
0.0181 |
1.5% |
0.0085 |
0.7% |
52% |
False |
True |
74,257 |
| 10 |
1.2548 |
1.2229 |
0.0319 |
2.6% |
0.0106 |
0.8% |
73% |
False |
False |
91,992 |
| 20 |
1.2548 |
1.2161 |
0.0387 |
3.1% |
0.0104 |
0.8% |
78% |
False |
False |
97,638 |
| 40 |
1.2570 |
1.1937 |
0.0633 |
5.1% |
0.0113 |
0.9% |
83% |
False |
False |
102,261 |
| 60 |
1.2658 |
1.1697 |
0.0961 |
7.7% |
0.0117 |
0.9% |
80% |
False |
False |
110,167 |
| 80 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0122 |
1.0% |
61% |
False |
False |
98,500 |
| 100 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0116 |
0.9% |
61% |
False |
False |
78,838 |
| 120 |
1.2957 |
1.1697 |
0.1260 |
10.1% |
0.0108 |
0.9% |
61% |
False |
False |
65,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2871 |
|
2.618 |
1.2714 |
|
1.618 |
1.2618 |
|
1.000 |
1.2559 |
|
0.618 |
1.2522 |
|
HIGH |
1.2463 |
|
0.618 |
1.2426 |
|
0.500 |
1.2415 |
|
0.382 |
1.2404 |
|
LOW |
1.2367 |
|
0.618 |
1.2308 |
|
1.000 |
1.2271 |
|
1.618 |
1.2212 |
|
2.618 |
1.2116 |
|
4.250 |
1.1959 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2446 |
1.2456 |
| PP |
1.2430 |
1.2451 |
| S1 |
1.2415 |
1.2446 |
|