CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2489 |
1.2516 |
0.0027 |
0.2% |
1.2376 |
| High |
1.2553 |
1.2530 |
-0.0023 |
-0.2% |
1.2497 |
| Low |
1.2462 |
1.2439 |
-0.0023 |
-0.2% |
1.2240 |
| Close |
1.2518 |
1.2458 |
-0.0060 |
-0.5% |
1.2466 |
| Range |
0.0091 |
0.0091 |
0.0000 |
0.0% |
0.0257 |
| ATR |
0.0101 |
0.0101 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
50,315 |
66,279 |
15,964 |
31.7% |
6,992 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2749 |
1.2694 |
1.2508 |
|
| R3 |
1.2658 |
1.2603 |
1.2483 |
|
| R2 |
1.2567 |
1.2567 |
1.2475 |
|
| R1 |
1.2512 |
1.2512 |
1.2466 |
1.2494 |
| PP |
1.2476 |
1.2476 |
1.2476 |
1.2467 |
| S1 |
1.2421 |
1.2421 |
1.2450 |
1.2403 |
| S2 |
1.2385 |
1.2385 |
1.2441 |
|
| S3 |
1.2294 |
1.2330 |
1.2433 |
|
| S4 |
1.2203 |
1.2239 |
1.2408 |
|
|
| 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 |
1.2553 |
1.2350 |
0.0203 |
1.6% |
0.0090 |
0.7% |
53% |
False |
False |
30,377 |
| 10 |
1.2553 |
1.2195 |
0.0358 |
2.9% |
0.0107 |
0.9% |
73% |
False |
False |
15,735 |
| 20 |
1.2553 |
1.2169 |
0.0384 |
3.1% |
0.0097 |
0.8% |
75% |
False |
False |
8,129 |
| 40 |
1.2570 |
1.1897 |
0.0673 |
5.4% |
0.0101 |
0.8% |
83% |
False |
False |
4,199 |
| 60 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0107 |
0.9% |
61% |
False |
False |
2,868 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0091 |
0.7% |
61% |
False |
False |
2,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2917 |
|
2.618 |
1.2768 |
|
1.618 |
1.2677 |
|
1.000 |
1.2621 |
|
0.618 |
1.2586 |
|
HIGH |
1.2530 |
|
0.618 |
1.2495 |
|
0.500 |
1.2485 |
|
0.382 |
1.2474 |
|
LOW |
1.2439 |
|
0.618 |
1.2383 |
|
1.000 |
1.2348 |
|
1.618 |
1.2292 |
|
2.618 |
1.2201 |
|
4.250 |
1.2052 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2485 |
1.2496 |
| PP |
1.2476 |
1.2483 |
| S1 |
1.2467 |
1.2471 |
|