CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2438 |
1.2374 |
-0.0064 |
-0.5% |
1.2485 |
| High |
1.2443 |
1.2404 |
-0.0039 |
-0.3% |
1.2506 |
| Low |
1.2353 |
1.2310 |
-0.0043 |
-0.3% |
1.2382 |
| Close |
1.2366 |
1.2331 |
-0.0035 |
-0.3% |
1.2437 |
| Range |
0.0090 |
0.0094 |
0.0004 |
4.4% |
0.0124 |
| ATR |
0.0089 |
0.0090 |
0.0000 |
0.4% |
0.0000 |
| Volume |
106,295 |
99,854 |
-6,441 |
-6.1% |
427,989 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2630 |
1.2575 |
1.2383 |
|
| R3 |
1.2536 |
1.2481 |
1.2357 |
|
| R2 |
1.2442 |
1.2442 |
1.2348 |
|
| R1 |
1.2387 |
1.2387 |
1.2340 |
1.2368 |
| PP |
1.2348 |
1.2348 |
1.2348 |
1.2339 |
| S1 |
1.2293 |
1.2293 |
1.2322 |
1.2274 |
| S2 |
1.2254 |
1.2254 |
1.2314 |
|
| S3 |
1.2160 |
1.2199 |
1.2305 |
|
| S4 |
1.2066 |
1.2105 |
1.2279 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2814 |
1.2749 |
1.2505 |
|
| R3 |
1.2690 |
1.2625 |
1.2471 |
|
| R2 |
1.2566 |
1.2566 |
1.2460 |
|
| R1 |
1.2501 |
1.2501 |
1.2448 |
1.2472 |
| PP |
1.2442 |
1.2442 |
1.2442 |
1.2427 |
| S1 |
1.2377 |
1.2377 |
1.2426 |
1.2348 |
| S2 |
1.2318 |
1.2318 |
1.2414 |
|
| S3 |
1.2194 |
1.2253 |
1.2403 |
|
| S4 |
1.2070 |
1.2129 |
1.2369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2506 |
1.2310 |
0.0196 |
1.6% |
0.0084 |
0.7% |
11% |
False |
True |
99,031 |
| 10 |
1.2506 |
1.2310 |
0.0196 |
1.6% |
0.0082 |
0.7% |
11% |
False |
True |
98,996 |
| 20 |
1.2553 |
1.2278 |
0.0275 |
2.2% |
0.0089 |
0.7% |
19% |
False |
False |
71,198 |
| 40 |
1.2570 |
1.2169 |
0.0401 |
3.3% |
0.0094 |
0.8% |
40% |
False |
False |
35,850 |
| 60 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0096 |
0.8% |
72% |
False |
False |
23,976 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0102 |
0.8% |
50% |
False |
False |
18,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2804 |
|
2.618 |
1.2650 |
|
1.618 |
1.2556 |
|
1.000 |
1.2498 |
|
0.618 |
1.2462 |
|
HIGH |
1.2404 |
|
0.618 |
1.2368 |
|
0.500 |
1.2357 |
|
0.382 |
1.2346 |
|
LOW |
1.2310 |
|
0.618 |
1.2252 |
|
1.000 |
1.2216 |
|
1.618 |
1.2158 |
|
2.618 |
1.2064 |
|
4.250 |
1.1911 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2357 |
1.2399 |
| PP |
1.2348 |
1.2376 |
| S1 |
1.2340 |
1.2354 |
|