CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2441 |
1.2438 |
-0.0003 |
0.0% |
1.2485 |
| High |
1.2487 |
1.2443 |
-0.0044 |
-0.4% |
1.2506 |
| Low |
1.2412 |
1.2353 |
-0.0059 |
-0.5% |
1.2382 |
| Close |
1.2437 |
1.2366 |
-0.0071 |
-0.6% |
1.2437 |
| Range |
0.0075 |
0.0090 |
0.0015 |
20.0% |
0.0124 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.1% |
0.0000 |
| Volume |
86,982 |
106,295 |
19,313 |
22.2% |
427,989 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2657 |
1.2602 |
1.2416 |
|
| R3 |
1.2567 |
1.2512 |
1.2391 |
|
| R2 |
1.2477 |
1.2477 |
1.2383 |
|
| R1 |
1.2422 |
1.2422 |
1.2374 |
1.2405 |
| PP |
1.2387 |
1.2387 |
1.2387 |
1.2379 |
| S1 |
1.2332 |
1.2332 |
1.2358 |
1.2315 |
| S2 |
1.2297 |
1.2297 |
1.2350 |
|
| S3 |
1.2207 |
1.2242 |
1.2341 |
|
| S4 |
1.2117 |
1.2152 |
1.2317 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2814 |
1.2749 |
1.2505 |
|
| R3 |
1.2690 |
1.2625 |
1.2471 |
|
| R2 |
1.2566 |
1.2566 |
1.2460 |
|
| R1 |
1.2501 |
1.2501 |
1.2448 |
1.2472 |
| PP |
1.2442 |
1.2442 |
1.2442 |
1.2427 |
| S1 |
1.2377 |
1.2377 |
1.2426 |
1.2348 |
| S2 |
1.2318 |
1.2318 |
1.2414 |
|
| S3 |
1.2194 |
1.2253 |
1.2403 |
|
| S4 |
1.2070 |
1.2129 |
1.2369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2506 |
1.2353 |
0.0153 |
1.2% |
0.0075 |
0.6% |
8% |
False |
True |
91,593 |
| 10 |
1.2506 |
1.2341 |
0.0165 |
1.3% |
0.0081 |
0.7% |
15% |
False |
False |
99,408 |
| 20 |
1.2553 |
1.2240 |
0.0313 |
2.5% |
0.0093 |
0.7% |
40% |
False |
False |
66,252 |
| 40 |
1.2570 |
1.2169 |
0.0401 |
3.2% |
0.0094 |
0.8% |
49% |
False |
False |
33,355 |
| 60 |
1.2570 |
1.1707 |
0.0863 |
7.0% |
0.0097 |
0.8% |
76% |
False |
False |
22,314 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0101 |
0.8% |
53% |
False |
False |
16,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2826 |
|
2.618 |
1.2679 |
|
1.618 |
1.2589 |
|
1.000 |
1.2533 |
|
0.618 |
1.2499 |
|
HIGH |
1.2443 |
|
0.618 |
1.2409 |
|
0.500 |
1.2398 |
|
0.382 |
1.2387 |
|
LOW |
1.2353 |
|
0.618 |
1.2297 |
|
1.000 |
1.2263 |
|
1.618 |
1.2207 |
|
2.618 |
1.2117 |
|
4.250 |
1.1971 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2398 |
1.2420 |
| PP |
1.2387 |
1.2402 |
| S1 |
1.2377 |
1.2384 |
|