CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2426 |
1.2360 |
-0.0066 |
-0.5% |
1.2465 |
| High |
1.2446 |
1.2433 |
-0.0013 |
-0.1% |
1.2553 |
| Low |
1.2341 |
1.2348 |
0.0007 |
0.1% |
1.2434 |
| Close |
1.2361 |
1.2400 |
0.0039 |
0.3% |
1.2454 |
| Range |
0.0105 |
0.0085 |
-0.0020 |
-19.0% |
0.0119 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
132,409 |
117,527 |
-14,882 |
-11.2% |
241,849 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2649 |
1.2609 |
1.2447 |
|
| R3 |
1.2564 |
1.2524 |
1.2423 |
|
| R2 |
1.2479 |
1.2479 |
1.2416 |
|
| R1 |
1.2439 |
1.2439 |
1.2408 |
1.2459 |
| PP |
1.2394 |
1.2394 |
1.2394 |
1.2404 |
| S1 |
1.2354 |
1.2354 |
1.2392 |
1.2374 |
| S2 |
1.2309 |
1.2309 |
1.2384 |
|
| S3 |
1.2224 |
1.2269 |
1.2377 |
|
| S4 |
1.2139 |
1.2184 |
1.2353 |
|
|
| 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 |
1.2512 |
1.2341 |
0.0171 |
1.4% |
0.0092 |
0.7% |
35% |
False |
False |
105,776 |
| 10 |
1.2553 |
1.2341 |
0.0212 |
1.7% |
0.0091 |
0.7% |
28% |
False |
False |
68,077 |
| 20 |
1.2553 |
1.2169 |
0.0384 |
3.1% |
0.0096 |
0.8% |
60% |
False |
False |
34,444 |
| 40 |
1.2570 |
1.2050 |
0.0520 |
4.2% |
0.0100 |
0.8% |
67% |
False |
False |
17,386 |
| 60 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0095 |
0.8% |
80% |
False |
False |
11,657 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0095 |
0.8% |
56% |
False |
False |
8,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2794 |
|
2.618 |
1.2656 |
|
1.618 |
1.2571 |
|
1.000 |
1.2518 |
|
0.618 |
1.2486 |
|
HIGH |
1.2433 |
|
0.618 |
1.2401 |
|
0.500 |
1.2391 |
|
0.382 |
1.2380 |
|
LOW |
1.2348 |
|
0.618 |
1.2295 |
|
1.000 |
1.2263 |
|
1.618 |
1.2210 |
|
2.618 |
1.2125 |
|
4.250 |
1.1987 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2397 |
1.2417 |
| PP |
1.2394 |
1.2411 |
| S1 |
1.2391 |
1.2406 |
|