CME Japanese Yen Future September 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 |
1.2355 |
1.2465 |
0.0110 |
0.9% |
1.2376 |
| High |
1.2497 |
1.2510 |
0.0013 |
0.1% |
1.2497 |
| Low |
1.2350 |
1.2447 |
0.0097 |
0.8% |
1.2240 |
| Close |
1.2466 |
1.2497 |
0.0031 |
0.2% |
1.2466 |
| Range |
0.0147 |
0.0063 |
-0.0084 |
-57.1% |
0.0257 |
| ATR |
0.0109 |
0.0105 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
2,888 |
13,680 |
10,792 |
373.7% |
6,992 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2674 |
1.2648 |
1.2532 |
|
| R3 |
1.2611 |
1.2585 |
1.2514 |
|
| R2 |
1.2548 |
1.2548 |
1.2509 |
|
| R1 |
1.2522 |
1.2522 |
1.2503 |
1.2535 |
| PP |
1.2485 |
1.2485 |
1.2485 |
1.2491 |
| S1 |
1.2459 |
1.2459 |
1.2491 |
1.2472 |
| S2 |
1.2422 |
1.2422 |
1.2485 |
|
| S3 |
1.2359 |
1.2396 |
1.2480 |
|
| S4 |
1.2296 |
1.2333 |
1.2462 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3172 |
1.3076 |
1.2607 |
|
| R3 |
1.2915 |
1.2819 |
1.2537 |
|
| R2 |
1.2658 |
1.2658 |
1.2513 |
|
| R1 |
1.2562 |
1.2562 |
1.2490 |
1.2610 |
| PP |
1.2401 |
1.2401 |
1.2401 |
1.2425 |
| S1 |
1.2305 |
1.2305 |
1.2442 |
1.2353 |
| S2 |
1.2144 |
1.2144 |
1.2419 |
|
| S3 |
1.1887 |
1.2048 |
1.2395 |
|
| S4 |
1.1630 |
1.1791 |
1.2325 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2510 |
1.2240 |
0.0270 |
2.2% |
0.0123 |
1.0% |
95% |
True |
False |
4,134 |
| 10 |
1.2510 |
1.2173 |
0.0337 |
2.7% |
0.0107 |
0.9% |
96% |
True |
False |
2,350 |
| 20 |
1.2510 |
1.2169 |
0.0341 |
2.7% |
0.0101 |
0.8% |
96% |
True |
False |
1,409 |
| 40 |
1.2570 |
1.1726 |
0.0844 |
6.8% |
0.0103 |
0.8% |
91% |
False |
False |
830 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0112 |
0.9% |
64% |
False |
False |
616 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0088 |
0.7% |
64% |
False |
False |
463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2778 |
|
2.618 |
1.2675 |
|
1.618 |
1.2612 |
|
1.000 |
1.2573 |
|
0.618 |
1.2549 |
|
HIGH |
1.2510 |
|
0.618 |
1.2486 |
|
0.500 |
1.2479 |
|
0.382 |
1.2471 |
|
LOW |
1.2447 |
|
0.618 |
1.2408 |
|
1.000 |
1.2384 |
|
1.618 |
1.2345 |
|
2.618 |
1.2282 |
|
4.250 |
1.2179 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2491 |
1.2467 |
| PP |
1.2485 |
1.2437 |
| S1 |
1.2479 |
1.2407 |
|