CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2321 |
1.2424 |
0.0103 |
0.8% |
1.2378 |
| High |
1.2429 |
1.2491 |
0.0062 |
0.5% |
1.2429 |
| Low |
1.2243 |
1.2377 |
0.0134 |
1.1% |
1.2243 |
| Close |
1.2408 |
1.2482 |
0.0074 |
0.6% |
1.2408 |
| Range |
0.0186 |
0.0114 |
-0.0072 |
-38.7% |
0.0186 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
1.2% |
0.0000 |
| Volume |
129,530 |
104,566 |
-24,964 |
-19.3% |
405,896 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2792 |
1.2751 |
1.2545 |
|
| R3 |
1.2678 |
1.2637 |
1.2513 |
|
| R2 |
1.2564 |
1.2564 |
1.2503 |
|
| R1 |
1.2523 |
1.2523 |
1.2492 |
1.2544 |
| PP |
1.2450 |
1.2450 |
1.2450 |
1.2460 |
| S1 |
1.2409 |
1.2409 |
1.2472 |
1.2430 |
| S2 |
1.2336 |
1.2336 |
1.2461 |
|
| S3 |
1.2222 |
1.2295 |
1.2451 |
|
| S4 |
1.2108 |
1.2181 |
1.2419 |
|
|
| 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 |
1.2491 |
1.2243 |
0.0248 |
2.0% |
0.0110 |
0.9% |
96% |
True |
False |
102,092 |
| 10 |
1.2491 |
1.2243 |
0.0248 |
2.0% |
0.0104 |
0.8% |
96% |
True |
False |
103,215 |
| 20 |
1.2506 |
1.2243 |
0.0263 |
2.1% |
0.0093 |
0.7% |
91% |
False |
False |
100,103 |
| 40 |
1.2553 |
1.2169 |
0.0384 |
3.1% |
0.0095 |
0.8% |
82% |
False |
False |
56,426 |
| 60 |
1.2570 |
1.1952 |
0.0618 |
5.0% |
0.0098 |
0.8% |
86% |
False |
False |
37,711 |
| 80 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0102 |
0.8% |
63% |
False |
False |
28,334 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.9% |
0.0092 |
0.7% |
63% |
False |
False |
22,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2976 |
|
2.618 |
1.2789 |
|
1.618 |
1.2675 |
|
1.000 |
1.2605 |
|
0.618 |
1.2561 |
|
HIGH |
1.2491 |
|
0.618 |
1.2447 |
|
0.500 |
1.2434 |
|
0.382 |
1.2421 |
|
LOW |
1.2377 |
|
0.618 |
1.2307 |
|
1.000 |
1.2263 |
|
1.618 |
1.2193 |
|
2.618 |
1.2079 |
|
4.250 |
1.1893 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2466 |
1.2444 |
| PP |
1.2450 |
1.2405 |
| S1 |
1.2434 |
1.2367 |
|