CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2470 |
1.2459 |
-0.0011 |
-0.1% |
1.2466 |
| High |
1.2506 |
1.2460 |
-0.0046 |
-0.4% |
1.2505 |
| Low |
1.2424 |
1.2382 |
-0.0042 |
-0.3% |
1.2341 |
| Close |
1.2458 |
1.2418 |
-0.0040 |
-0.3% |
1.2498 |
| Range |
0.0082 |
0.0078 |
-0.0004 |
-4.9% |
0.0164 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
76,991 |
125,033 |
48,042 |
62.4% |
541,924 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2654 |
1.2614 |
1.2461 |
|
| R3 |
1.2576 |
1.2536 |
1.2439 |
|
| R2 |
1.2498 |
1.2498 |
1.2432 |
|
| R1 |
1.2458 |
1.2458 |
1.2425 |
1.2439 |
| PP |
1.2420 |
1.2420 |
1.2420 |
1.2411 |
| S1 |
1.2380 |
1.2380 |
1.2411 |
1.2361 |
| S2 |
1.2342 |
1.2342 |
1.2404 |
|
| S3 |
1.2264 |
1.2302 |
1.2397 |
|
| S4 |
1.2186 |
1.2224 |
1.2375 |
|
|
| 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 |
1.2506 |
1.2382 |
0.0124 |
1.0% |
0.0074 |
0.6% |
29% |
False |
True |
89,379 |
| 10 |
1.2512 |
1.2341 |
0.0171 |
1.4% |
0.0083 |
0.7% |
45% |
False |
False |
97,577 |
| 20 |
1.2553 |
1.2195 |
0.0358 |
2.9% |
0.0095 |
0.8% |
62% |
False |
False |
56,656 |
| 40 |
1.2570 |
1.2169 |
0.0401 |
3.2% |
0.0095 |
0.8% |
62% |
False |
False |
28,542 |
| 60 |
1.2570 |
1.1707 |
0.0863 |
6.9% |
0.0097 |
0.8% |
82% |
False |
False |
19,095 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0099 |
0.8% |
57% |
False |
False |
14,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2792 |
|
2.618 |
1.2664 |
|
1.618 |
1.2586 |
|
1.000 |
1.2538 |
|
0.618 |
1.2508 |
|
HIGH |
1.2460 |
|
0.618 |
1.2430 |
|
0.500 |
1.2421 |
|
0.382 |
1.2412 |
|
LOW |
1.2382 |
|
0.618 |
1.2334 |
|
1.000 |
1.2304 |
|
1.618 |
1.2256 |
|
2.618 |
1.2178 |
|
4.250 |
1.2051 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2421 |
1.2444 |
| PP |
1.2420 |
1.2435 |
| S1 |
1.2419 |
1.2427 |
|