CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2419 |
1.2400 |
-0.0019 |
-0.2% |
1.2458 |
| High |
1.2419 |
1.2400 |
-0.0019 |
-0.2% |
1.2466 |
| Low |
1.2349 |
1.2333 |
-0.0016 |
-0.1% |
1.2325 |
| Close |
1.2382 |
1.2352 |
-0.0030 |
-0.2% |
1.2382 |
| Range |
0.0070 |
0.0067 |
-0.0003 |
-4.3% |
0.0141 |
| ATR |
0.0062 |
0.0063 |
0.0000 |
0.5% |
0.0000 |
| Volume |
57 |
17 |
-40 |
-70.2% |
286 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2563 |
1.2524 |
1.2389 |
|
| R3 |
1.2496 |
1.2457 |
1.2370 |
|
| R2 |
1.2429 |
1.2429 |
1.2364 |
|
| R1 |
1.2390 |
1.2390 |
1.2358 |
1.2376 |
| PP |
1.2362 |
1.2362 |
1.2362 |
1.2355 |
| S1 |
1.2323 |
1.2323 |
1.2346 |
1.2309 |
| S2 |
1.2295 |
1.2295 |
1.2340 |
|
| S3 |
1.2228 |
1.2256 |
1.2334 |
|
| S4 |
1.2161 |
1.2189 |
1.2315 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2814 |
1.2739 |
1.2460 |
|
| R3 |
1.2673 |
1.2598 |
1.2421 |
|
| R2 |
1.2532 |
1.2532 |
1.2408 |
|
| R1 |
1.2457 |
1.2457 |
1.2395 |
1.2424 |
| PP |
1.2391 |
1.2391 |
1.2391 |
1.2375 |
| S1 |
1.2316 |
1.2316 |
1.2369 |
1.2283 |
| S2 |
1.2250 |
1.2250 |
1.2356 |
|
| S3 |
1.2109 |
1.2175 |
1.2343 |
|
| S4 |
1.1968 |
1.2034 |
1.2304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2466 |
1.2325 |
0.0141 |
1.1% |
0.0067 |
0.5% |
19% |
False |
False |
58 |
| 10 |
1.2512 |
1.2325 |
0.0187 |
1.5% |
0.0052 |
0.4% |
14% |
False |
False |
35 |
| 20 |
1.2549 |
1.2325 |
0.0224 |
1.8% |
0.0046 |
0.4% |
12% |
False |
False |
34 |
| 40 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0030 |
0.2% |
46% |
False |
False |
25 |
| 60 |
1.2549 |
1.1815 |
0.0734 |
5.9% |
0.0034 |
0.3% |
73% |
False |
False |
22 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0039 |
0.3% |
64% |
False |
False |
21 |
| 100 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0032 |
0.3% |
64% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2685 |
|
2.618 |
1.2575 |
|
1.618 |
1.2508 |
|
1.000 |
1.2467 |
|
0.618 |
1.2441 |
|
HIGH |
1.2400 |
|
0.618 |
1.2374 |
|
0.500 |
1.2367 |
|
0.382 |
1.2359 |
|
LOW |
1.2333 |
|
0.618 |
1.2292 |
|
1.000 |
1.2266 |
|
1.618 |
1.2225 |
|
2.618 |
1.2158 |
|
4.250 |
1.2048 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2367 |
1.2400 |
| PP |
1.2362 |
1.2384 |
| S1 |
1.2357 |
1.2368 |
|