CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2468 |
1.2644 |
0.0176 |
1.4% |
1.2378 |
| High |
1.2639 |
1.2682 |
0.0043 |
0.3% |
1.2429 |
| Low |
1.2448 |
1.2572 |
0.0124 |
1.0% |
1.2243 |
| Close |
1.2600 |
1.2666 |
0.0066 |
0.5% |
1.2408 |
| Range |
0.0191 |
0.0110 |
-0.0081 |
-42.4% |
0.0186 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
0.3% |
0.0000 |
| Volume |
148,875 |
112,812 |
-36,063 |
-24.2% |
405,896 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2970 |
1.2928 |
1.2727 |
|
| R3 |
1.2860 |
1.2818 |
1.2696 |
|
| R2 |
1.2750 |
1.2750 |
1.2686 |
|
| R1 |
1.2708 |
1.2708 |
1.2676 |
1.2729 |
| PP |
1.2640 |
1.2640 |
1.2640 |
1.2651 |
| S1 |
1.2598 |
1.2598 |
1.2656 |
1.2619 |
| S2 |
1.2530 |
1.2530 |
1.2646 |
|
| S3 |
1.2420 |
1.2488 |
1.2636 |
|
| S4 |
1.2310 |
1.2378 |
1.2606 |
|
|
| 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 |
1.2682 |
1.2243 |
0.0439 |
3.5% |
0.0139 |
1.1% |
96% |
True |
False |
118,824 |
| 10 |
1.2682 |
1.2243 |
0.0439 |
3.5% |
0.0116 |
0.9% |
96% |
True |
False |
108,769 |
| 20 |
1.2682 |
1.2243 |
0.0439 |
3.5% |
0.0099 |
0.8% |
96% |
True |
False |
103,883 |
| 40 |
1.2682 |
1.2169 |
0.0513 |
4.1% |
0.0099 |
0.8% |
97% |
True |
False |
62,940 |
| 60 |
1.2682 |
1.2031 |
0.0651 |
5.1% |
0.0100 |
0.8% |
98% |
True |
False |
42,063 |
| 80 |
1.2682 |
1.1707 |
0.0975 |
7.7% |
0.0095 |
0.8% |
98% |
True |
False |
31,598 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.8% |
0.0095 |
0.7% |
78% |
False |
False |
25,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3150 |
|
2.618 |
1.2970 |
|
1.618 |
1.2860 |
|
1.000 |
1.2792 |
|
0.618 |
1.2750 |
|
HIGH |
1.2682 |
|
0.618 |
1.2640 |
|
0.500 |
1.2627 |
|
0.382 |
1.2614 |
|
LOW |
1.2572 |
|
0.618 |
1.2504 |
|
1.000 |
1.2462 |
|
1.618 |
1.2394 |
|
2.618 |
1.2284 |
|
4.250 |
1.2105 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2653 |
1.2621 |
| PP |
1.2640 |
1.2575 |
| S1 |
1.2627 |
1.2530 |
|