CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2360 |
1.2411 |
0.0051 |
0.4% |
1.2466 |
| High |
1.2433 |
1.2505 |
0.0072 |
0.6% |
1.2505 |
| Low |
1.2348 |
1.2400 |
0.0052 |
0.4% |
1.2341 |
| Close |
1.2400 |
1.2498 |
0.0098 |
0.8% |
1.2498 |
| Range |
0.0085 |
0.0105 |
0.0020 |
23.5% |
0.0164 |
| ATR |
0.0098 |
0.0099 |
0.0000 |
0.5% |
0.0000 |
| Volume |
117,527 |
105,891 |
-11,636 |
-9.9% |
541,924 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2783 |
1.2745 |
1.2556 |
|
| R3 |
1.2678 |
1.2640 |
1.2527 |
|
| R2 |
1.2573 |
1.2573 |
1.2517 |
|
| R1 |
1.2535 |
1.2535 |
1.2508 |
1.2554 |
| PP |
1.2468 |
1.2468 |
1.2468 |
1.2477 |
| S1 |
1.2430 |
1.2430 |
1.2488 |
1.2449 |
| S2 |
1.2363 |
1.2363 |
1.2479 |
|
| S3 |
1.2258 |
1.2325 |
1.2469 |
|
| S4 |
1.2153 |
1.2220 |
1.2440 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2940 |
1.2883 |
1.2588 |
|
| R3 |
1.2776 |
1.2719 |
1.2543 |
|
| R2 |
1.2612 |
1.2612 |
1.2528 |
|
| R1 |
1.2555 |
1.2555 |
1.2513 |
1.2584 |
| PP |
1.2448 |
1.2448 |
1.2448 |
1.2462 |
| S1 |
1.2391 |
1.2391 |
1.2483 |
1.2420 |
| S2 |
1.2284 |
1.2284 |
1.2468 |
|
| S3 |
1.2120 |
1.2227 |
1.2453 |
|
| S4 |
1.1956 |
1.2063 |
1.2408 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2505 |
1.2341 |
0.0164 |
1.3% |
0.0098 |
0.8% |
96% |
True |
False |
108,384 |
| 10 |
1.2553 |
1.2341 |
0.0212 |
1.7% |
0.0087 |
0.7% |
74% |
False |
False |
78,377 |
| 20 |
1.2553 |
1.2173 |
0.0380 |
3.0% |
0.0096 |
0.8% |
86% |
False |
False |
39,711 |
| 40 |
1.2570 |
1.2106 |
0.0464 |
3.7% |
0.0100 |
0.8% |
84% |
False |
False |
20,032 |
| 60 |
1.2570 |
1.1707 |
0.0863 |
6.9% |
0.0097 |
0.8% |
92% |
False |
False |
13,421 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0097 |
0.8% |
64% |
False |
False |
10,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2951 |
|
2.618 |
1.2780 |
|
1.618 |
1.2675 |
|
1.000 |
1.2610 |
|
0.618 |
1.2570 |
|
HIGH |
1.2505 |
|
0.618 |
1.2465 |
|
0.500 |
1.2453 |
|
0.382 |
1.2440 |
|
LOW |
1.2400 |
|
0.618 |
1.2335 |
|
1.000 |
1.2295 |
|
1.618 |
1.2230 |
|
2.618 |
1.2125 |
|
4.250 |
1.1954 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2483 |
1.2473 |
| PP |
1.2468 |
1.2448 |
| S1 |
1.2453 |
1.2423 |
|