CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2637 |
1.2650 |
0.0013 |
0.1% |
1.2424 |
| High |
1.2681 |
1.2672 |
-0.0009 |
-0.1% |
1.2749 |
| Low |
1.2620 |
1.2634 |
0.0014 |
0.1% |
1.2377 |
| Close |
1.2654 |
1.2653 |
-0.0001 |
0.0% |
1.2654 |
| Range |
0.0061 |
0.0038 |
-0.0023 |
-37.7% |
0.0372 |
| ATR |
0.0107 |
0.0102 |
-0.0005 |
-4.6% |
0.0000 |
| Volume |
77,635 |
51,163 |
-26,472 |
-34.1% |
569,065 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2767 |
1.2748 |
1.2674 |
|
| R3 |
1.2729 |
1.2710 |
1.2663 |
|
| R2 |
1.2691 |
1.2691 |
1.2660 |
|
| R1 |
1.2672 |
1.2672 |
1.2656 |
1.2682 |
| PP |
1.2653 |
1.2653 |
1.2653 |
1.2658 |
| S1 |
1.2634 |
1.2634 |
1.2650 |
1.2644 |
| S2 |
1.2615 |
1.2615 |
1.2646 |
|
| S3 |
1.2577 |
1.2596 |
1.2643 |
|
| S4 |
1.2539 |
1.2558 |
1.2632 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3709 |
1.3554 |
1.2859 |
|
| R3 |
1.3337 |
1.3182 |
1.2756 |
|
| R2 |
1.2965 |
1.2965 |
1.2722 |
|
| R1 |
1.2810 |
1.2810 |
1.2688 |
1.2888 |
| PP |
1.2593 |
1.2593 |
1.2593 |
1.2632 |
| S1 |
1.2438 |
1.2438 |
1.2620 |
1.2516 |
| S2 |
1.2221 |
1.2221 |
1.2586 |
|
| S3 |
1.1849 |
1.2066 |
1.2552 |
|
| S4 |
1.1477 |
1.1694 |
1.2449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2749 |
1.2448 |
0.0301 |
2.4% |
0.0116 |
0.9% |
68% |
False |
False |
103,132 |
| 10 |
1.2749 |
1.2243 |
0.0506 |
4.0% |
0.0113 |
0.9% |
81% |
False |
False |
102,612 |
| 20 |
1.2749 |
1.2243 |
0.0506 |
4.0% |
0.0098 |
0.8% |
81% |
False |
False |
98,790 |
| 40 |
1.2749 |
1.2173 |
0.0576 |
4.6% |
0.0097 |
0.8% |
83% |
False |
False |
69,250 |
| 60 |
1.2749 |
1.2106 |
0.0643 |
5.1% |
0.0099 |
0.8% |
85% |
False |
False |
46,285 |
| 80 |
1.2749 |
1.1707 |
0.1042 |
8.2% |
0.0097 |
0.8% |
91% |
False |
False |
34,763 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.8% |
0.0097 |
0.8% |
76% |
False |
False |
27,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2834 |
|
2.618 |
1.2771 |
|
1.618 |
1.2733 |
|
1.000 |
1.2710 |
|
0.618 |
1.2695 |
|
HIGH |
1.2672 |
|
0.618 |
1.2657 |
|
0.500 |
1.2653 |
|
0.382 |
1.2649 |
|
LOW |
1.2634 |
|
0.618 |
1.2611 |
|
1.000 |
1.2596 |
|
1.618 |
1.2573 |
|
2.618 |
1.2535 |
|
4.250 |
1.2473 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2653 |
1.2658 |
| PP |
1.2653 |
1.2656 |
| S1 |
1.2653 |
1.2655 |
|