CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2344 |
1.2378 |
0.0034 |
0.3% |
1.2485 |
| High |
1.2428 |
1.2464 |
0.0036 |
0.3% |
1.2506 |
| Low |
1.2323 |
1.2367 |
0.0044 |
0.4% |
1.2382 |
| Close |
1.2367 |
1.2433 |
0.0066 |
0.5% |
1.2437 |
| Range |
0.0105 |
0.0097 |
-0.0008 |
-7.6% |
0.0124 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.5% |
0.0000 |
| Volume |
104,395 |
122,376 |
17,981 |
17.2% |
427,989 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2712 |
1.2670 |
1.2486 |
|
| R3 |
1.2615 |
1.2573 |
1.2460 |
|
| R2 |
1.2518 |
1.2518 |
1.2451 |
|
| R1 |
1.2476 |
1.2476 |
1.2442 |
1.2497 |
| PP |
1.2421 |
1.2421 |
1.2421 |
1.2432 |
| S1 |
1.2379 |
1.2379 |
1.2424 |
1.2400 |
| S2 |
1.2324 |
1.2324 |
1.2415 |
|
| S3 |
1.2227 |
1.2282 |
1.2406 |
|
| S4 |
1.2130 |
1.2185 |
1.2380 |
|
|
| 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% |
0.0092 |
0.7% |
69% |
False |
False |
103,980 |
| 10 |
1.2506 |
1.2310 |
0.0196 |
1.6% |
0.0083 |
0.7% |
63% |
False |
False |
96,680 |
| 20 |
1.2553 |
1.2310 |
0.0243 |
2.0% |
0.0087 |
0.7% |
51% |
False |
False |
82,378 |
| 40 |
1.2570 |
1.2169 |
0.0401 |
3.2% |
0.0095 |
0.8% |
66% |
False |
False |
41,507 |
| 60 |
1.2570 |
1.1707 |
0.0863 |
6.9% |
0.0097 |
0.8% |
84% |
False |
False |
27,747 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0104 |
0.8% |
59% |
False |
False |
20,849 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0086 |
0.7% |
59% |
False |
False |
16,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2876 |
|
2.618 |
1.2718 |
|
1.618 |
1.2621 |
|
1.000 |
1.2561 |
|
0.618 |
1.2524 |
|
HIGH |
1.2464 |
|
0.618 |
1.2427 |
|
0.500 |
1.2416 |
|
0.382 |
1.2404 |
|
LOW |
1.2367 |
|
0.618 |
1.2307 |
|
1.000 |
1.2270 |
|
1.618 |
1.2210 |
|
2.618 |
1.2113 |
|
4.250 |
1.1955 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2427 |
1.2418 |
| PP |
1.2421 |
1.2402 |
| S1 |
1.2416 |
1.2387 |
|