CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2378 |
1.2416 |
0.0038 |
0.3% |
1.2438 |
| High |
1.2464 |
1.2433 |
-0.0031 |
-0.2% |
1.2464 |
| Low |
1.2367 |
1.2328 |
-0.0039 |
-0.3% |
1.2310 |
| Close |
1.2433 |
1.2372 |
-0.0061 |
-0.5% |
1.2372 |
| Range |
0.0097 |
0.0105 |
0.0008 |
8.2% |
0.0154 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.1% |
0.0000 |
| Volume |
122,376 |
88,777 |
-33,599 |
-27.5% |
521,697 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2693 |
1.2637 |
1.2430 |
|
| R3 |
1.2588 |
1.2532 |
1.2401 |
|
| R2 |
1.2483 |
1.2483 |
1.2391 |
|
| R1 |
1.2427 |
1.2427 |
1.2382 |
1.2403 |
| PP |
1.2378 |
1.2378 |
1.2378 |
1.2365 |
| S1 |
1.2322 |
1.2322 |
1.2362 |
1.2298 |
| S2 |
1.2273 |
1.2273 |
1.2353 |
|
| S3 |
1.2168 |
1.2217 |
1.2343 |
|
| S4 |
1.2063 |
1.2112 |
1.2314 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2844 |
1.2762 |
1.2457 |
|
| R3 |
1.2690 |
1.2608 |
1.2414 |
|
| R2 |
1.2536 |
1.2536 |
1.2400 |
|
| R1 |
1.2454 |
1.2454 |
1.2386 |
1.2418 |
| PP |
1.2382 |
1.2382 |
1.2382 |
1.2364 |
| S1 |
1.2300 |
1.2300 |
1.2358 |
1.2264 |
| S2 |
1.2228 |
1.2228 |
1.2344 |
|
| S3 |
1.2074 |
1.2146 |
1.2330 |
|
| S4 |
1.1920 |
1.1992 |
1.2287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2464 |
1.2310 |
0.0154 |
1.2% |
0.0098 |
0.8% |
40% |
False |
False |
104,339 |
| 10 |
1.2506 |
1.2310 |
0.0196 |
1.6% |
0.0083 |
0.7% |
32% |
False |
False |
94,968 |
| 20 |
1.2553 |
1.2310 |
0.0243 |
2.0% |
0.0085 |
0.7% |
26% |
False |
False |
86,672 |
| 40 |
1.2553 |
1.2169 |
0.0384 |
3.1% |
0.0094 |
0.8% |
53% |
False |
False |
43,724 |
| 60 |
1.2570 |
1.1712 |
0.0858 |
6.9% |
0.0098 |
0.8% |
77% |
False |
False |
29,224 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0105 |
0.8% |
54% |
False |
False |
21,959 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0087 |
0.7% |
54% |
False |
False |
17,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2879 |
|
2.618 |
1.2708 |
|
1.618 |
1.2603 |
|
1.000 |
1.2538 |
|
0.618 |
1.2498 |
|
HIGH |
1.2433 |
|
0.618 |
1.2393 |
|
0.500 |
1.2381 |
|
0.382 |
1.2368 |
|
LOW |
1.2328 |
|
0.618 |
1.2263 |
|
1.000 |
1.2223 |
|
1.618 |
1.2158 |
|
2.618 |
1.2053 |
|
4.250 |
1.1882 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2381 |
1.2394 |
| PP |
1.2378 |
1.2386 |
| S1 |
1.2375 |
1.2379 |
|