CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2424 |
1.2468 |
0.0044 |
0.4% |
1.2378 |
| High |
1.2491 |
1.2639 |
0.0148 |
1.2% |
1.2429 |
| Low |
1.2377 |
1.2448 |
0.0071 |
0.6% |
1.2243 |
| Close |
1.2482 |
1.2600 |
0.0118 |
0.9% |
1.2408 |
| Range |
0.0114 |
0.0191 |
0.0077 |
67.5% |
0.0186 |
| ATR |
0.0098 |
0.0105 |
0.0007 |
6.7% |
0.0000 |
| Volume |
104,566 |
148,875 |
44,309 |
42.4% |
405,896 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3135 |
1.3059 |
1.2705 |
|
| R3 |
1.2944 |
1.2868 |
1.2653 |
|
| R2 |
1.2753 |
1.2753 |
1.2635 |
|
| R1 |
1.2677 |
1.2677 |
1.2618 |
1.2715 |
| PP |
1.2562 |
1.2562 |
1.2562 |
1.2582 |
| S1 |
1.2486 |
1.2486 |
1.2582 |
1.2524 |
| S2 |
1.2371 |
1.2371 |
1.2565 |
|
| S3 |
1.2180 |
1.2295 |
1.2547 |
|
| S4 |
1.1989 |
1.2104 |
1.2495 |
|
|
| 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 |
1.2639 |
1.2243 |
0.0396 |
3.1% |
0.0128 |
1.0% |
90% |
True |
False |
112,566 |
| 10 |
1.2639 |
1.2243 |
0.0396 |
3.1% |
0.0114 |
0.9% |
90% |
True |
False |
107,473 |
| 20 |
1.2639 |
1.2243 |
0.0396 |
3.1% |
0.0098 |
0.8% |
90% |
True |
False |
103,441 |
| 40 |
1.2639 |
1.2169 |
0.0470 |
3.7% |
0.0097 |
0.8% |
92% |
True |
False |
60,142 |
| 60 |
1.2639 |
1.1952 |
0.0687 |
5.5% |
0.0100 |
0.8% |
94% |
True |
False |
40,189 |
| 80 |
1.2664 |
1.1707 |
0.0957 |
7.6% |
0.0099 |
0.8% |
93% |
False |
False |
30,192 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.8% |
0.0094 |
0.7% |
72% |
False |
False |
24,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3451 |
|
2.618 |
1.3139 |
|
1.618 |
1.2948 |
|
1.000 |
1.2830 |
|
0.618 |
1.2757 |
|
HIGH |
1.2639 |
|
0.618 |
1.2566 |
|
0.500 |
1.2544 |
|
0.382 |
1.2521 |
|
LOW |
1.2448 |
|
0.618 |
1.2330 |
|
1.000 |
1.2257 |
|
1.618 |
1.2139 |
|
2.618 |
1.1948 |
|
4.250 |
1.1636 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2581 |
1.2547 |
| PP |
1.2562 |
1.2494 |
| S1 |
1.2544 |
1.2441 |
|