CME Japanese Yen Future December 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 |
1.2384 |
1.2369 |
-0.0015 |
-0.1% |
1.2506 |
| High |
1.2420 |
1.2424 |
0.0004 |
0.0% |
1.2549 |
| Low |
1.2379 |
1.2369 |
-0.0010 |
-0.1% |
1.2459 |
| Close |
1.2370 |
1.2414 |
0.0044 |
0.4% |
1.2464 |
| Range |
0.0041 |
0.0055 |
0.0014 |
34.1% |
0.0090 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
3 |
44 |
41 |
1,366.7% |
91 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2567 |
1.2546 |
1.2444 |
|
| R3 |
1.2512 |
1.2491 |
1.2429 |
|
| R2 |
1.2457 |
1.2457 |
1.2424 |
|
| R1 |
1.2436 |
1.2436 |
1.2419 |
1.2447 |
| PP |
1.2402 |
1.2402 |
1.2402 |
1.2408 |
| S1 |
1.2381 |
1.2381 |
1.2409 |
1.2392 |
| S2 |
1.2347 |
1.2347 |
1.2404 |
|
| S3 |
1.2292 |
1.2326 |
1.2399 |
|
| S4 |
1.2237 |
1.2271 |
1.2384 |
|
|
| 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 |
1.2503 |
1.2369 |
0.0134 |
1.1% |
0.0055 |
0.4% |
34% |
False |
True |
26 |
| 10 |
1.2549 |
1.2369 |
0.0180 |
1.4% |
0.0030 |
0.2% |
25% |
False |
True |
22 |
| 20 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0026 |
0.2% |
63% |
False |
False |
15 |
| 40 |
1.2549 |
1.2085 |
0.0464 |
3.7% |
0.0030 |
0.2% |
71% |
False |
False |
16 |
| 60 |
1.2549 |
1.1732 |
0.0817 |
6.6% |
0.0026 |
0.2% |
83% |
False |
False |
16 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0032 |
0.3% |
70% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2658 |
|
2.618 |
1.2568 |
|
1.618 |
1.2513 |
|
1.000 |
1.2479 |
|
0.618 |
1.2458 |
|
HIGH |
1.2424 |
|
0.618 |
1.2403 |
|
0.500 |
1.2397 |
|
0.382 |
1.2390 |
|
LOW |
1.2369 |
|
0.618 |
1.2335 |
|
1.000 |
1.2314 |
|
1.618 |
1.2280 |
|
2.618 |
1.2225 |
|
4.250 |
1.2135 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2408 |
1.2429 |
| PP |
1.2402 |
1.2424 |
| S1 |
1.2397 |
1.2419 |
|