CME Japanese Yen Future December 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 |
1.2409 |
1.2475 |
0.0066 |
0.5% |
1.2506 |
| High |
1.2475 |
1.2489 |
0.0014 |
0.1% |
1.2549 |
| Low |
1.2409 |
1.2419 |
0.0010 |
0.1% |
1.2459 |
| Close |
1.2485 |
1.2439 |
-0.0046 |
-0.4% |
1.2464 |
| Range |
0.0066 |
0.0070 |
0.0004 |
6.1% |
0.0090 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.0% |
0.0000 |
| Volume |
39 |
4 |
-35 |
-89.7% |
91 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2659 |
1.2619 |
1.2478 |
|
| R3 |
1.2589 |
1.2549 |
1.2458 |
|
| R2 |
1.2519 |
1.2519 |
1.2452 |
|
| R1 |
1.2479 |
1.2479 |
1.2445 |
1.2464 |
| PP |
1.2449 |
1.2449 |
1.2449 |
1.2442 |
| S1 |
1.2409 |
1.2409 |
1.2433 |
1.2394 |
| S2 |
1.2379 |
1.2379 |
1.2426 |
|
| S3 |
1.2309 |
1.2339 |
1.2420 |
|
| S4 |
1.2239 |
1.2269 |
1.2401 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2761 |
1.2702 |
1.2514 |
|
| R3 |
1.2671 |
1.2612 |
1.2489 |
|
| R2 |
1.2581 |
1.2581 |
1.2481 |
|
| R1 |
1.2522 |
1.2522 |
1.2472 |
1.2507 |
| PP |
1.2491 |
1.2491 |
1.2491 |
1.2483 |
| S1 |
1.2432 |
1.2432 |
1.2456 |
1.2417 |
| S2 |
1.2401 |
1.2401 |
1.2448 |
|
| S3 |
1.2311 |
1.2342 |
1.2439 |
|
| S4 |
1.2221 |
1.2252 |
1.2415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2549 |
1.2409 |
0.0140 |
1.1% |
0.0042 |
0.3% |
21% |
False |
False |
26 |
| 10 |
1.2549 |
1.2292 |
0.0257 |
2.1% |
0.0028 |
0.2% |
57% |
False |
False |
22 |
| 20 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0024 |
0.2% |
70% |
False |
False |
14 |
| 40 |
1.2549 |
1.2082 |
0.0467 |
3.8% |
0.0030 |
0.2% |
76% |
False |
False |
16 |
| 60 |
1.2549 |
1.1732 |
0.0817 |
6.6% |
0.0025 |
0.2% |
87% |
False |
False |
17 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0031 |
0.2% |
72% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2787 |
|
2.618 |
1.2672 |
|
1.618 |
1.2602 |
|
1.000 |
1.2559 |
|
0.618 |
1.2532 |
|
HIGH |
1.2489 |
|
0.618 |
1.2462 |
|
0.500 |
1.2454 |
|
0.382 |
1.2446 |
|
LOW |
1.2419 |
|
0.618 |
1.2376 |
|
1.000 |
1.2349 |
|
1.618 |
1.2306 |
|
2.618 |
1.2236 |
|
4.250 |
1.2122 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2454 |
1.2456 |
| PP |
1.2449 |
1.2450 |
| S1 |
1.2444 |
1.2445 |
|