CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2336 |
1.2362 |
0.0026 |
0.2% |
1.2438 |
| High |
1.2387 |
1.2382 |
-0.0005 |
0.0% |
1.2464 |
| Low |
1.2333 |
1.2287 |
-0.0046 |
-0.4% |
1.2310 |
| Close |
1.2363 |
1.2313 |
-0.0050 |
-0.4% |
1.2372 |
| Range |
0.0054 |
0.0095 |
0.0041 |
75.9% |
0.0154 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.4% |
0.0000 |
| Volume |
81,522 |
98,338 |
16,816 |
20.6% |
521,697 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2612 |
1.2558 |
1.2365 |
|
| R3 |
1.2517 |
1.2463 |
1.2339 |
|
| R2 |
1.2422 |
1.2422 |
1.2330 |
|
| R1 |
1.2368 |
1.2368 |
1.2322 |
1.2348 |
| PP |
1.2327 |
1.2327 |
1.2327 |
1.2317 |
| S1 |
1.2273 |
1.2273 |
1.2304 |
1.2253 |
| S2 |
1.2232 |
1.2232 |
1.2296 |
|
| S3 |
1.2137 |
1.2178 |
1.2287 |
|
| S4 |
1.2042 |
1.2083 |
1.2261 |
|
|
| 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 |
1.2287 |
0.0177 |
1.4% |
0.0090 |
0.7% |
15% |
False |
True |
97,503 |
| 10 |
1.2487 |
1.2287 |
0.0200 |
1.6% |
0.0089 |
0.7% |
13% |
False |
True |
101,007 |
| 20 |
1.2530 |
1.2287 |
0.0243 |
2.0% |
0.0087 |
0.7% |
11% |
False |
True |
96,355 |
| 40 |
1.2553 |
1.2169 |
0.0384 |
3.1% |
0.0092 |
0.8% |
38% |
False |
False |
50,594 |
| 60 |
1.2570 |
1.1822 |
0.0748 |
6.1% |
0.0097 |
0.8% |
66% |
False |
False |
33,816 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0104 |
0.8% |
49% |
False |
False |
25,412 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0089 |
0.7% |
49% |
False |
False |
20,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2786 |
|
2.618 |
1.2631 |
|
1.618 |
1.2536 |
|
1.000 |
1.2477 |
|
0.618 |
1.2441 |
|
HIGH |
1.2382 |
|
0.618 |
1.2346 |
|
0.500 |
1.2335 |
|
0.382 |
1.2323 |
|
LOW |
1.2287 |
|
0.618 |
1.2228 |
|
1.000 |
1.2192 |
|
1.618 |
1.2133 |
|
2.618 |
1.2038 |
|
4.250 |
1.1883 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2335 |
1.2355 |
| PP |
1.2327 |
1.2341 |
| S1 |
1.2320 |
1.2327 |
|