CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2361 |
1.2398 |
0.0037 |
0.3% |
1.2495 |
| High |
1.2423 |
1.2466 |
0.0043 |
0.3% |
1.2512 |
| Low |
1.2359 |
1.2398 |
0.0039 |
0.3% |
1.2411 |
| Close |
1.2378 |
1.2443 |
0.0065 |
0.5% |
1.2449 |
| Range |
0.0064 |
0.0068 |
0.0004 |
6.3% |
0.0101 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.7% |
0.0000 |
| Volume |
48 |
55 |
7 |
14.6% |
88 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2640 |
1.2609 |
1.2480 |
|
| R3 |
1.2572 |
1.2541 |
1.2462 |
|
| R2 |
1.2504 |
1.2504 |
1.2455 |
|
| R1 |
1.2473 |
1.2473 |
1.2449 |
1.2489 |
| PP |
1.2436 |
1.2436 |
1.2436 |
1.2443 |
| S1 |
1.2405 |
1.2405 |
1.2437 |
1.2421 |
| S2 |
1.2368 |
1.2368 |
1.2431 |
|
| S3 |
1.2300 |
1.2337 |
1.2424 |
|
| S4 |
1.2232 |
1.2269 |
1.2406 |
|
|
| 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% |
0.0061 |
0.5% |
71% |
False |
False |
49 |
| 10 |
1.2519 |
1.2325 |
0.0194 |
1.6% |
0.0049 |
0.4% |
61% |
False |
False |
44 |
| 20 |
1.2549 |
1.2325 |
0.0224 |
1.8% |
0.0040 |
0.3% |
53% |
False |
False |
33 |
| 40 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0030 |
0.2% |
71% |
False |
False |
23 |
| 60 |
1.2549 |
1.1732 |
0.0817 |
6.6% |
0.0032 |
0.3% |
87% |
False |
False |
21 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0038 |
0.3% |
73% |
False |
False |
20 |
| 100 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0031 |
0.2% |
73% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2755 |
|
2.618 |
1.2644 |
|
1.618 |
1.2576 |
|
1.000 |
1.2534 |
|
0.618 |
1.2508 |
|
HIGH |
1.2466 |
|
0.618 |
1.2440 |
|
0.500 |
1.2432 |
|
0.382 |
1.2424 |
|
LOW |
1.2398 |
|
0.618 |
1.2356 |
|
1.000 |
1.2330 |
|
1.618 |
1.2288 |
|
2.618 |
1.2220 |
|
4.250 |
1.2109 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2439 |
1.2427 |
| PP |
1.2436 |
1.2411 |
| S1 |
1.2432 |
1.2396 |
|