CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2466 |
1.2470 |
0.0004 |
0.0% |
1.2465 |
| High |
1.2488 |
1.2492 |
0.0004 |
0.0% |
1.2553 |
| Low |
1.2379 |
1.2407 |
0.0028 |
0.2% |
1.2434 |
| Close |
1.2475 |
1.2431 |
-0.0044 |
-0.4% |
1.2454 |
| Range |
0.0109 |
0.0085 |
-0.0024 |
-22.0% |
0.0119 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
82,119 |
103,978 |
21,859 |
26.6% |
241,849 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2698 |
1.2650 |
1.2478 |
|
| R3 |
1.2613 |
1.2565 |
1.2454 |
|
| R2 |
1.2528 |
1.2528 |
1.2447 |
|
| R1 |
1.2480 |
1.2480 |
1.2439 |
1.2462 |
| PP |
1.2443 |
1.2443 |
1.2443 |
1.2434 |
| S1 |
1.2395 |
1.2395 |
1.2423 |
1.2377 |
| S2 |
1.2358 |
1.2358 |
1.2415 |
|
| S3 |
1.2273 |
1.2310 |
1.2408 |
|
| S4 |
1.2188 |
1.2225 |
1.2384 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2837 |
1.2765 |
1.2519 |
|
| R3 |
1.2718 |
1.2646 |
1.2487 |
|
| R2 |
1.2599 |
1.2599 |
1.2476 |
|
| R1 |
1.2527 |
1.2527 |
1.2465 |
1.2504 |
| PP |
1.2480 |
1.2480 |
1.2480 |
1.2469 |
| S1 |
1.2408 |
1.2408 |
1.2443 |
1.2385 |
| S2 |
1.2361 |
1.2361 |
1.2432 |
|
| S3 |
1.2242 |
1.2289 |
1.2421 |
|
| S4 |
1.2123 |
1.2170 |
1.2389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2553 |
1.2379 |
0.0174 |
1.4% |
0.0091 |
0.7% |
30% |
False |
False |
79,107 |
| 10 |
1.2553 |
1.2278 |
0.0275 |
2.2% |
0.0097 |
0.8% |
56% |
False |
False |
43,401 |
| 20 |
1.2553 |
1.2169 |
0.0384 |
3.1% |
0.0099 |
0.8% |
68% |
False |
False |
21,997 |
| 40 |
1.2570 |
1.2031 |
0.0539 |
4.3% |
0.0100 |
0.8% |
74% |
False |
False |
11,154 |
| 60 |
1.2570 |
1.1707 |
0.0863 |
6.9% |
0.0094 |
0.8% |
84% |
False |
False |
7,503 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0094 |
0.8% |
59% |
False |
False |
5,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2853 |
|
2.618 |
1.2715 |
|
1.618 |
1.2630 |
|
1.000 |
1.2577 |
|
0.618 |
1.2545 |
|
HIGH |
1.2492 |
|
0.618 |
1.2460 |
|
0.500 |
1.2450 |
|
0.382 |
1.2439 |
|
LOW |
1.2407 |
|
0.618 |
1.2354 |
|
1.000 |
1.2322 |
|
1.618 |
1.2269 |
|
2.618 |
1.2184 |
|
4.250 |
1.2046 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2450 |
1.2446 |
| PP |
1.2443 |
1.2441 |
| S1 |
1.2437 |
1.2436 |
|