CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2398 |
1.2419 |
0.0021 |
0.2% |
1.2458 |
| High |
1.2466 |
1.2419 |
-0.0047 |
-0.4% |
1.2466 |
| Low |
1.2398 |
1.2349 |
-0.0049 |
-0.4% |
1.2325 |
| Close |
1.2443 |
1.2382 |
-0.0061 |
-0.5% |
1.2382 |
| Range |
0.0068 |
0.0070 |
0.0002 |
2.9% |
0.0141 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
4.1% |
0.0000 |
| Volume |
55 |
57 |
2 |
3.6% |
286 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2593 |
1.2558 |
1.2421 |
|
| R3 |
1.2523 |
1.2488 |
1.2401 |
|
| R2 |
1.2453 |
1.2453 |
1.2395 |
|
| R1 |
1.2418 |
1.2418 |
1.2388 |
1.2401 |
| PP |
1.2383 |
1.2383 |
1.2383 |
1.2375 |
| S1 |
1.2348 |
1.2348 |
1.2376 |
1.2331 |
| S2 |
1.2313 |
1.2313 |
1.2369 |
|
| S3 |
1.2243 |
1.2278 |
1.2363 |
|
| S4 |
1.2173 |
1.2208 |
1.2344 |
|
|
| 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 |
1.2325 |
0.0141 |
1.1% |
0.0067 |
0.5% |
40% |
False |
False |
57 |
| 10 |
1.2512 |
1.2325 |
0.0187 |
1.5% |
0.0047 |
0.4% |
30% |
False |
False |
37 |
| 20 |
1.2549 |
1.2325 |
0.0224 |
1.8% |
0.0043 |
0.3% |
25% |
False |
False |
34 |
| 40 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0029 |
0.2% |
54% |
False |
False |
25 |
| 60 |
1.2549 |
1.1756 |
0.0793 |
6.4% |
0.0033 |
0.3% |
79% |
False |
False |
21 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0038 |
0.3% |
67% |
False |
False |
21 |
| 100 |
1.2708 |
1.1732 |
0.0976 |
7.9% |
0.0032 |
0.3% |
67% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2717 |
|
2.618 |
1.2602 |
|
1.618 |
1.2532 |
|
1.000 |
1.2489 |
|
0.618 |
1.2462 |
|
HIGH |
1.2419 |
|
0.618 |
1.2392 |
|
0.500 |
1.2384 |
|
0.382 |
1.2376 |
|
LOW |
1.2349 |
|
0.618 |
1.2306 |
|
1.000 |
1.2279 |
|
1.618 |
1.2236 |
|
2.618 |
1.2166 |
|
4.250 |
1.2052 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2384 |
1.2408 |
| PP |
1.2383 |
1.2399 |
| S1 |
1.2383 |
1.2391 |
|