CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2458 |
1.2392 |
-0.0066 |
-0.5% |
1.2495 |
| High |
1.2458 |
1.2392 |
-0.0066 |
-0.5% |
1.2512 |
| Low |
1.2391 |
1.2325 |
-0.0066 |
-0.5% |
1.2411 |
| Close |
1.2380 |
1.2344 |
-0.0036 |
-0.3% |
1.2449 |
| Range |
0.0067 |
0.0067 |
0.0000 |
0.0% |
0.0101 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.5% |
0.0000 |
| Volume |
13 |
113 |
100 |
769.2% |
88 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2555 |
1.2516 |
1.2381 |
|
| R3 |
1.2488 |
1.2449 |
1.2362 |
|
| R2 |
1.2421 |
1.2421 |
1.2356 |
|
| R1 |
1.2382 |
1.2382 |
1.2350 |
1.2368 |
| PP |
1.2354 |
1.2354 |
1.2354 |
1.2347 |
| S1 |
1.2315 |
1.2315 |
1.2338 |
1.2301 |
| S2 |
1.2287 |
1.2287 |
1.2332 |
|
| S3 |
1.2220 |
1.2248 |
1.2326 |
|
| S4 |
1.2153 |
1.2181 |
1.2307 |
|
|
| 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 |
1.2325 |
0.0187 |
1.5% |
0.0050 |
0.4% |
10% |
False |
True |
34 |
| 10 |
1.2519 |
1.2325 |
0.0194 |
1.6% |
0.0045 |
0.4% |
10% |
False |
True |
39 |
| 20 |
1.2549 |
1.2292 |
0.0257 |
2.1% |
0.0036 |
0.3% |
20% |
False |
False |
30 |
| 40 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0027 |
0.2% |
43% |
False |
False |
22 |
| 60 |
1.2549 |
1.1732 |
0.0817 |
6.6% |
0.0030 |
0.2% |
75% |
False |
False |
20 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0036 |
0.3% |
63% |
False |
False |
19 |
| 100 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0030 |
0.2% |
63% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2677 |
|
2.618 |
1.2567 |
|
1.618 |
1.2500 |
|
1.000 |
1.2459 |
|
0.618 |
1.2433 |
|
HIGH |
1.2392 |
|
0.618 |
1.2366 |
|
0.500 |
1.2359 |
|
0.382 |
1.2351 |
|
LOW |
1.2325 |
|
0.618 |
1.2284 |
|
1.000 |
1.2258 |
|
1.618 |
1.2217 |
|
2.618 |
1.2150 |
|
4.250 |
1.2040 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2359 |
1.2409 |
| PP |
1.2354 |
1.2387 |
| S1 |
1.2349 |
1.2366 |
|