CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2378 |
1.2336 |
-0.0042 |
-0.3% |
1.2438 |
| High |
1.2422 |
1.2387 |
-0.0035 |
-0.3% |
1.2464 |
| Low |
1.2321 |
1.2333 |
0.0012 |
0.1% |
1.2310 |
| Close |
1.2342 |
1.2363 |
0.0021 |
0.2% |
1.2372 |
| Range |
0.0101 |
0.0054 |
-0.0047 |
-46.5% |
0.0154 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
96,506 |
81,522 |
-14,984 |
-15.5% |
521,697 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2523 |
1.2497 |
1.2393 |
|
| R3 |
1.2469 |
1.2443 |
1.2378 |
|
| R2 |
1.2415 |
1.2415 |
1.2373 |
|
| R1 |
1.2389 |
1.2389 |
1.2368 |
1.2402 |
| PP |
1.2361 |
1.2361 |
1.2361 |
1.2368 |
| S1 |
1.2335 |
1.2335 |
1.2358 |
1.2348 |
| S2 |
1.2307 |
1.2307 |
1.2353 |
|
| S3 |
1.2253 |
1.2281 |
1.2348 |
|
| S4 |
1.2199 |
1.2227 |
1.2333 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2844 |
1.2762 |
1.2457 |
|
| R3 |
1.2690 |
1.2608 |
1.2414 |
|
| R2 |
1.2536 |
1.2536 |
1.2400 |
|
| R1 |
1.2454 |
1.2454 |
1.2386 |
1.2418 |
| PP |
1.2382 |
1.2382 |
1.2382 |
1.2364 |
| S1 |
1.2300 |
1.2300 |
1.2358 |
1.2264 |
| S2 |
1.2228 |
1.2228 |
1.2344 |
|
| S3 |
1.2074 |
1.2146 |
1.2330 |
|
| S4 |
1.1920 |
1.1992 |
1.2287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2464 |
1.2321 |
0.0143 |
1.2% |
0.0092 |
0.7% |
29% |
False |
False |
98,715 |
| 10 |
1.2506 |
1.2310 |
0.0196 |
1.6% |
0.0088 |
0.7% |
27% |
False |
False |
98,873 |
| 20 |
1.2553 |
1.2310 |
0.0243 |
2.0% |
0.0087 |
0.7% |
22% |
False |
False |
93,954 |
| 40 |
1.2553 |
1.2169 |
0.0384 |
3.1% |
0.0093 |
0.8% |
51% |
False |
False |
48,142 |
| 60 |
1.2570 |
1.1770 |
0.0800 |
6.5% |
0.0097 |
0.8% |
74% |
False |
False |
32,182 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0106 |
0.9% |
53% |
False |
False |
24,183 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0089 |
0.7% |
53% |
False |
False |
19,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2617 |
|
2.618 |
1.2528 |
|
1.618 |
1.2474 |
|
1.000 |
1.2441 |
|
0.618 |
1.2420 |
|
HIGH |
1.2387 |
|
0.618 |
1.2366 |
|
0.500 |
1.2360 |
|
0.382 |
1.2354 |
|
LOW |
1.2333 |
|
0.618 |
1.2300 |
|
1.000 |
1.2279 |
|
1.618 |
1.2246 |
|
2.618 |
1.2192 |
|
4.250 |
1.2104 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2362 |
1.2377 |
| PP |
1.2361 |
1.2372 |
| S1 |
1.2360 |
1.2368 |
|