CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2392 |
1.2361 |
-0.0031 |
-0.3% |
1.2495 |
| High |
1.2392 |
1.2423 |
0.0031 |
0.3% |
1.2512 |
| Low |
1.2325 |
1.2359 |
0.0034 |
0.3% |
1.2411 |
| Close |
1.2344 |
1.2378 |
0.0034 |
0.3% |
1.2449 |
| Range |
0.0067 |
0.0064 |
-0.0003 |
-4.5% |
0.0101 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
2.9% |
0.0000 |
| Volume |
113 |
48 |
-65 |
-57.5% |
88 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2579 |
1.2542 |
1.2413 |
|
| R3 |
1.2515 |
1.2478 |
1.2396 |
|
| R2 |
1.2451 |
1.2451 |
1.2390 |
|
| R1 |
1.2414 |
1.2414 |
1.2384 |
1.2433 |
| PP |
1.2387 |
1.2387 |
1.2387 |
1.2396 |
| S1 |
1.2350 |
1.2350 |
1.2372 |
1.2369 |
| S2 |
1.2323 |
1.2323 |
1.2366 |
|
| S3 |
1.2259 |
1.2286 |
1.2360 |
|
| S4 |
1.2195 |
1.2222 |
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 |
1.2492 |
1.2325 |
0.0167 |
1.3% |
0.0054 |
0.4% |
32% |
False |
False |
42 |
| 10 |
1.2519 |
1.2325 |
0.0194 |
1.6% |
0.0047 |
0.4% |
27% |
False |
False |
43 |
| 20 |
1.2549 |
1.2325 |
0.0224 |
1.8% |
0.0036 |
0.3% |
24% |
False |
False |
33 |
| 40 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0028 |
0.2% |
53% |
False |
False |
22 |
| 60 |
1.2549 |
1.1732 |
0.0817 |
6.6% |
0.0031 |
0.2% |
79% |
False |
False |
20 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0037 |
0.3% |
66% |
False |
False |
19 |
| 100 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0030 |
0.2% |
66% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2695 |
|
2.618 |
1.2591 |
|
1.618 |
1.2527 |
|
1.000 |
1.2487 |
|
0.618 |
1.2463 |
|
HIGH |
1.2423 |
|
0.618 |
1.2399 |
|
0.500 |
1.2391 |
|
0.382 |
1.2383 |
|
LOW |
1.2359 |
|
0.618 |
1.2319 |
|
1.000 |
1.2295 |
|
1.618 |
1.2255 |
|
2.618 |
1.2191 |
|
4.250 |
1.2087 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2391 |
1.2392 |
| PP |
1.2387 |
1.2387 |
| S1 |
1.2382 |
1.2383 |
|