CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2374 |
1.2344 |
-0.0030 |
-0.2% |
1.2485 |
| High |
1.2404 |
1.2428 |
0.0024 |
0.2% |
1.2506 |
| Low |
1.2310 |
1.2323 |
0.0013 |
0.1% |
1.2382 |
| Close |
1.2331 |
1.2367 |
0.0036 |
0.3% |
1.2437 |
| Range |
0.0094 |
0.0105 |
0.0011 |
11.7% |
0.0124 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.2% |
0.0000 |
| Volume |
99,854 |
104,395 |
4,541 |
4.5% |
427,989 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2688 |
1.2632 |
1.2425 |
|
| R3 |
1.2583 |
1.2527 |
1.2396 |
|
| R2 |
1.2478 |
1.2478 |
1.2386 |
|
| R1 |
1.2422 |
1.2422 |
1.2377 |
1.2450 |
| PP |
1.2373 |
1.2373 |
1.2373 |
1.2387 |
| S1 |
1.2317 |
1.2317 |
1.2357 |
1.2345 |
| S2 |
1.2268 |
1.2268 |
1.2348 |
|
| S3 |
1.2163 |
1.2212 |
1.2338 |
|
| S4 |
1.2058 |
1.2107 |
1.2309 |
|
|
| 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 |
1.2487 |
1.2310 |
0.0177 |
1.4% |
0.0088 |
0.7% |
32% |
False |
False |
104,511 |
| 10 |
1.2506 |
1.2310 |
0.0196 |
1.6% |
0.0082 |
0.7% |
29% |
False |
False |
96,195 |
| 20 |
1.2553 |
1.2304 |
0.0249 |
2.0% |
0.0088 |
0.7% |
25% |
False |
False |
76,348 |
| 40 |
1.2570 |
1.2169 |
0.0401 |
3.2% |
0.0095 |
0.8% |
49% |
False |
False |
38,455 |
| 60 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0097 |
0.8% |
76% |
False |
False |
25,708 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0104 |
0.8% |
53% |
False |
False |
19,320 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0085 |
0.7% |
53% |
False |
False |
15,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2874 |
|
2.618 |
1.2703 |
|
1.618 |
1.2598 |
|
1.000 |
1.2533 |
|
0.618 |
1.2493 |
|
HIGH |
1.2428 |
|
0.618 |
1.2388 |
|
0.500 |
1.2376 |
|
0.382 |
1.2363 |
|
LOW |
1.2323 |
|
0.618 |
1.2258 |
|
1.000 |
1.2218 |
|
1.618 |
1.2153 |
|
2.618 |
1.2048 |
|
4.250 |
1.1877 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2376 |
1.2377 |
| PP |
1.2373 |
1.2373 |
| S1 |
1.2370 |
1.2370 |
|