CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2456 |
1.2458 |
0.0002 |
0.0% |
1.2495 |
| High |
1.2492 |
1.2458 |
-0.0034 |
-0.3% |
1.2512 |
| Low |
1.2452 |
1.2391 |
-0.0061 |
-0.5% |
1.2411 |
| Close |
1.2449 |
1.2380 |
-0.0069 |
-0.6% |
1.2449 |
| Range |
0.0040 |
0.0067 |
0.0027 |
67.5% |
0.0101 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.6% |
0.0000 |
| Volume |
17 |
13 |
-4 |
-23.5% |
88 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2611 |
1.2562 |
1.2417 |
|
| R3 |
1.2544 |
1.2495 |
1.2398 |
|
| R2 |
1.2477 |
1.2477 |
1.2392 |
|
| R1 |
1.2428 |
1.2428 |
1.2386 |
1.2419 |
| PP |
1.2410 |
1.2410 |
1.2410 |
1.2405 |
| S1 |
1.2361 |
1.2361 |
1.2374 |
1.2352 |
| S2 |
1.2343 |
1.2343 |
1.2368 |
|
| S3 |
1.2276 |
1.2294 |
1.2362 |
|
| S4 |
1.2209 |
1.2227 |
1.2343 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2760 |
1.2706 |
1.2505 |
|
| R3 |
1.2659 |
1.2605 |
1.2477 |
|
| R2 |
1.2558 |
1.2558 |
1.2468 |
|
| R1 |
1.2504 |
1.2504 |
1.2458 |
1.2481 |
| PP |
1.2457 |
1.2457 |
1.2457 |
1.2446 |
| S1 |
1.2403 |
1.2403 |
1.2440 |
1.2380 |
| S2 |
1.2356 |
1.2356 |
1.2430 |
|
| S3 |
1.2255 |
1.2302 |
1.2421 |
|
| S4 |
1.2154 |
1.2201 |
1.2393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2512 |
1.2391 |
0.0121 |
1.0% |
0.0038 |
0.3% |
-9% |
False |
True |
12 |
| 10 |
1.2519 |
1.2369 |
0.0150 |
1.2% |
0.0045 |
0.4% |
7% |
False |
False |
28 |
| 20 |
1.2549 |
1.2289 |
0.0260 |
2.1% |
0.0033 |
0.3% |
35% |
False |
False |
25 |
| 40 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0028 |
0.2% |
53% |
False |
False |
19 |
| 60 |
1.2549 |
1.1732 |
0.0817 |
6.6% |
0.0031 |
0.2% |
79% |
False |
False |
18 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0035 |
0.3% |
66% |
False |
False |
17 |
| 100 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0029 |
0.2% |
66% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2743 |
|
2.618 |
1.2633 |
|
1.618 |
1.2566 |
|
1.000 |
1.2525 |
|
0.618 |
1.2499 |
|
HIGH |
1.2458 |
|
0.618 |
1.2432 |
|
0.500 |
1.2425 |
|
0.382 |
1.2417 |
|
LOW |
1.2391 |
|
0.618 |
1.2350 |
|
1.000 |
1.2324 |
|
1.618 |
1.2283 |
|
2.618 |
1.2216 |
|
4.250 |
1.2106 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2425 |
1.2442 |
| PP |
1.2410 |
1.2421 |
| S1 |
1.2395 |
1.2401 |
|