CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2380 |
1.2384 |
0.0004 |
0.0% |
1.2458 |
| High |
1.2380 |
1.2384 |
0.0004 |
0.0% |
1.2466 |
| Low |
1.2379 |
1.2302 |
-0.0077 |
-0.6% |
1.2325 |
| Close |
1.2374 |
1.2323 |
-0.0051 |
-0.4% |
1.2382 |
| Range |
0.0001 |
0.0082 |
0.0081 |
8,100.0% |
0.0141 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
2.6% |
0.0000 |
| Volume |
8 |
16 |
8 |
100.0% |
286 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2582 |
1.2535 |
1.2368 |
|
| R3 |
1.2500 |
1.2453 |
1.2346 |
|
| R2 |
1.2418 |
1.2418 |
1.2338 |
|
| R1 |
1.2371 |
1.2371 |
1.2331 |
1.2354 |
| PP |
1.2336 |
1.2336 |
1.2336 |
1.2328 |
| S1 |
1.2289 |
1.2289 |
1.2315 |
1.2272 |
| S2 |
1.2254 |
1.2254 |
1.2308 |
|
| S3 |
1.2172 |
1.2207 |
1.2300 |
|
| S4 |
1.2090 |
1.2125 |
1.2278 |
|
|
| 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 |
1.2302 |
0.0164 |
1.3% |
0.0058 |
0.5% |
13% |
False |
True |
30 |
| 10 |
1.2492 |
1.2302 |
0.0190 |
1.5% |
0.0056 |
0.5% |
11% |
False |
True |
36 |
| 20 |
1.2519 |
1.2302 |
0.0217 |
1.8% |
0.0049 |
0.4% |
10% |
False |
True |
35 |
| 40 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0032 |
0.3% |
38% |
False |
False |
24 |
| 60 |
1.2549 |
1.1920 |
0.0629 |
5.1% |
0.0035 |
0.3% |
64% |
False |
False |
22 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0037 |
0.3% |
61% |
False |
False |
21 |
| 100 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0033 |
0.3% |
61% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2733 |
|
2.618 |
1.2599 |
|
1.618 |
1.2517 |
|
1.000 |
1.2466 |
|
0.618 |
1.2435 |
|
HIGH |
1.2384 |
|
0.618 |
1.2353 |
|
0.500 |
1.2343 |
|
0.382 |
1.2333 |
|
LOW |
1.2302 |
|
0.618 |
1.2251 |
|
1.000 |
1.2220 |
|
1.618 |
1.2169 |
|
2.618 |
1.2087 |
|
4.250 |
1.1954 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2343 |
1.2351 |
| PP |
1.2336 |
1.2342 |
| S1 |
1.2330 |
1.2332 |
|