CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2384 |
1.2325 |
-0.0059 |
-0.5% |
1.2400 |
| High |
1.2384 |
1.2437 |
0.0053 |
0.4% |
1.2437 |
| Low |
1.2302 |
1.2250 |
-0.0052 |
-0.4% |
1.2250 |
| Close |
1.2323 |
1.2418 |
0.0095 |
0.8% |
1.2418 |
| Range |
0.0082 |
0.0187 |
0.0105 |
128.0% |
0.0187 |
| ATR |
0.0062 |
0.0071 |
0.0009 |
14.5% |
0.0000 |
| Volume |
16 |
18 |
2 |
12.5% |
59 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2929 |
1.2861 |
1.2521 |
|
| R3 |
1.2742 |
1.2674 |
1.2469 |
|
| R2 |
1.2555 |
1.2555 |
1.2452 |
|
| R1 |
1.2487 |
1.2487 |
1.2435 |
1.2521 |
| PP |
1.2368 |
1.2368 |
1.2368 |
1.2386 |
| S1 |
1.2300 |
1.2300 |
1.2401 |
1.2334 |
| S2 |
1.2181 |
1.2181 |
1.2384 |
|
| S3 |
1.1994 |
1.2113 |
1.2367 |
|
| S4 |
1.1807 |
1.1926 |
1.2315 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2929 |
1.2861 |
1.2521 |
|
| R3 |
1.2742 |
1.2674 |
1.2469 |
|
| R2 |
1.2555 |
1.2555 |
1.2452 |
|
| R1 |
1.2487 |
1.2487 |
1.2435 |
1.2521 |
| PP |
1.2368 |
1.2368 |
1.2368 |
1.2386 |
| S1 |
1.2300 |
1.2300 |
1.2401 |
1.2334 |
| S2 |
1.2181 |
1.2181 |
1.2384 |
|
| S3 |
1.1994 |
1.2113 |
1.2367 |
|
| S4 |
1.1807 |
1.1926 |
1.2315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2437 |
1.2250 |
0.0187 |
1.5% |
0.0081 |
0.7% |
90% |
True |
True |
23 |
| 10 |
1.2492 |
1.2250 |
0.0242 |
1.9% |
0.0071 |
0.6% |
69% |
False |
True |
36 |
| 20 |
1.2519 |
1.2250 |
0.0269 |
2.2% |
0.0058 |
0.5% |
62% |
False |
True |
34 |
| 40 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0037 |
0.3% |
64% |
False |
False |
23 |
| 60 |
1.2549 |
1.1920 |
0.0629 |
5.1% |
0.0039 |
0.3% |
79% |
False |
False |
22 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0037 |
0.3% |
70% |
False |
False |
21 |
| 100 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0035 |
0.3% |
70% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3232 |
|
2.618 |
1.2927 |
|
1.618 |
1.2740 |
|
1.000 |
1.2624 |
|
0.618 |
1.2553 |
|
HIGH |
1.2437 |
|
0.618 |
1.2366 |
|
0.500 |
1.2344 |
|
0.382 |
1.2321 |
|
LOW |
1.2250 |
|
0.618 |
1.2134 |
|
1.000 |
1.2063 |
|
1.618 |
1.1947 |
|
2.618 |
1.1760 |
|
4.250 |
1.1455 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2393 |
1.2393 |
| PP |
1.2368 |
1.2368 |
| S1 |
1.2344 |
1.2344 |
|