CME Japanese Yen Future September 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 |
1.2362 |
1.2321 |
-0.0041 |
-0.3% |
1.2378 |
| High |
1.2382 |
1.2429 |
0.0047 |
0.4% |
1.2429 |
| Low |
1.2287 |
1.2243 |
-0.0044 |
-0.4% |
1.2243 |
| Close |
1.2313 |
1.2408 |
0.0095 |
0.8% |
1.2408 |
| Range |
0.0095 |
0.0186 |
0.0091 |
95.8% |
0.0186 |
| ATR |
0.0090 |
0.0097 |
0.0007 |
7.6% |
0.0000 |
| Volume |
98,338 |
129,530 |
31,192 |
31.7% |
405,896 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2918 |
1.2849 |
1.2510 |
|
| R3 |
1.2732 |
1.2663 |
1.2459 |
|
| R2 |
1.2546 |
1.2546 |
1.2442 |
|
| R1 |
1.2477 |
1.2477 |
1.2425 |
1.2512 |
| PP |
1.2360 |
1.2360 |
1.2360 |
1.2377 |
| S1 |
1.2291 |
1.2291 |
1.2391 |
1.2326 |
| S2 |
1.2174 |
1.2174 |
1.2374 |
|
| S3 |
1.1988 |
1.2105 |
1.2357 |
|
| S4 |
1.1802 |
1.1919 |
1.2306 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2918 |
1.2849 |
1.2510 |
|
| R3 |
1.2732 |
1.2663 |
1.2459 |
|
| R2 |
1.2546 |
1.2546 |
1.2442 |
|
| R1 |
1.2477 |
1.2477 |
1.2425 |
1.2512 |
| PP |
1.2360 |
1.2360 |
1.2360 |
1.2377 |
| S1 |
1.2291 |
1.2291 |
1.2391 |
1.2326 |
| S2 |
1.2174 |
1.2174 |
1.2374 |
|
| S3 |
1.1988 |
1.2105 |
1.2357 |
|
| S4 |
1.1802 |
1.1919 |
1.2306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2433 |
1.2243 |
0.0190 |
1.5% |
0.0108 |
0.9% |
87% |
False |
True |
98,934 |
| 10 |
1.2487 |
1.2243 |
0.0244 |
2.0% |
0.0100 |
0.8% |
68% |
False |
True |
101,457 |
| 20 |
1.2512 |
1.2243 |
0.0269 |
2.2% |
0.0092 |
0.7% |
61% |
False |
True |
99,517 |
| 40 |
1.2553 |
1.2169 |
0.0384 |
3.1% |
0.0094 |
0.8% |
62% |
False |
False |
53,823 |
| 60 |
1.2570 |
1.1897 |
0.0673 |
5.4% |
0.0098 |
0.8% |
76% |
False |
False |
35,972 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0103 |
0.8% |
57% |
False |
False |
27,031 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
10.0% |
0.0091 |
0.7% |
57% |
False |
False |
21,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3220 |
|
2.618 |
1.2916 |
|
1.618 |
1.2730 |
|
1.000 |
1.2615 |
|
0.618 |
1.2544 |
|
HIGH |
1.2429 |
|
0.618 |
1.2358 |
|
0.500 |
1.2336 |
|
0.382 |
1.2314 |
|
LOW |
1.2243 |
|
0.618 |
1.2128 |
|
1.000 |
1.2057 |
|
1.618 |
1.1942 |
|
2.618 |
1.1756 |
|
4.250 |
1.1453 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2384 |
1.2384 |
| PP |
1.2360 |
1.2360 |
| S1 |
1.2336 |
1.2336 |
|