CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2416 |
1.2378 |
-0.0038 |
-0.3% |
1.2438 |
| High |
1.2433 |
1.2422 |
-0.0011 |
-0.1% |
1.2464 |
| Low |
1.2328 |
1.2321 |
-0.0007 |
-0.1% |
1.2310 |
| Close |
1.2372 |
1.2342 |
-0.0030 |
-0.2% |
1.2372 |
| Range |
0.0105 |
0.0101 |
-0.0004 |
-3.8% |
0.0154 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
0.7% |
0.0000 |
| Volume |
88,777 |
96,506 |
7,729 |
8.7% |
521,697 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2665 |
1.2604 |
1.2398 |
|
| R3 |
1.2564 |
1.2503 |
1.2370 |
|
| R2 |
1.2463 |
1.2463 |
1.2361 |
|
| R1 |
1.2402 |
1.2402 |
1.2351 |
1.2382 |
| PP |
1.2362 |
1.2362 |
1.2362 |
1.2352 |
| S1 |
1.2301 |
1.2301 |
1.2333 |
1.2281 |
| S2 |
1.2261 |
1.2261 |
1.2323 |
|
| S3 |
1.2160 |
1.2200 |
1.2314 |
|
| S4 |
1.2059 |
1.2099 |
1.2286 |
|
|
| 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% |
0.0100 |
0.8% |
21% |
False |
False |
102,381 |
| 10 |
1.2506 |
1.2310 |
0.0196 |
1.6% |
0.0088 |
0.7% |
16% |
False |
False |
96,987 |
| 20 |
1.2553 |
1.2310 |
0.0243 |
2.0% |
0.0087 |
0.7% |
13% |
False |
False |
90,814 |
| 40 |
1.2553 |
1.2169 |
0.0384 |
3.1% |
0.0094 |
0.8% |
45% |
False |
False |
46,111 |
| 60 |
1.2570 |
1.1726 |
0.0844 |
6.8% |
0.0098 |
0.8% |
73% |
False |
False |
30,825 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0106 |
0.9% |
51% |
False |
False |
23,165 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0088 |
0.7% |
51% |
False |
False |
18,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2851 |
|
2.618 |
1.2686 |
|
1.618 |
1.2585 |
|
1.000 |
1.2523 |
|
0.618 |
1.2484 |
|
HIGH |
1.2422 |
|
0.618 |
1.2383 |
|
0.500 |
1.2372 |
|
0.382 |
1.2360 |
|
LOW |
1.2321 |
|
0.618 |
1.2259 |
|
1.000 |
1.2220 |
|
1.618 |
1.2158 |
|
2.618 |
1.2057 |
|
4.250 |
1.1892 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2372 |
1.2393 |
| PP |
1.2362 |
1.2376 |
| S1 |
1.2352 |
1.2359 |
|