CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2650 |
1.2656 |
0.0006 |
0.0% |
1.2424 |
| High |
1.2672 |
1.2693 |
0.0021 |
0.2% |
1.2749 |
| Low |
1.2634 |
1.2619 |
-0.0015 |
-0.1% |
1.2377 |
| Close |
1.2653 |
1.2633 |
-0.0020 |
-0.2% |
1.2654 |
| Range |
0.0038 |
0.0074 |
0.0036 |
94.7% |
0.0372 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
51,163 |
100,388 |
49,225 |
96.2% |
569,065 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2870 |
1.2826 |
1.2674 |
|
| R3 |
1.2796 |
1.2752 |
1.2653 |
|
| R2 |
1.2722 |
1.2722 |
1.2647 |
|
| R1 |
1.2678 |
1.2678 |
1.2640 |
1.2663 |
| PP |
1.2648 |
1.2648 |
1.2648 |
1.2641 |
| S1 |
1.2604 |
1.2604 |
1.2626 |
1.2589 |
| S2 |
1.2574 |
1.2574 |
1.2619 |
|
| S3 |
1.2500 |
1.2530 |
1.2613 |
|
| S4 |
1.2426 |
1.2456 |
1.2592 |
|
|
| 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 |
1.2567 |
0.0182 |
1.4% |
0.0093 |
0.7% |
36% |
False |
False |
93,435 |
| 10 |
1.2749 |
1.2243 |
0.0506 |
4.0% |
0.0111 |
0.9% |
77% |
False |
False |
103,000 |
| 20 |
1.2749 |
1.2243 |
0.0506 |
4.0% |
0.0099 |
0.8% |
77% |
False |
False |
99,994 |
| 40 |
1.2749 |
1.2173 |
0.0576 |
4.6% |
0.0098 |
0.8% |
80% |
False |
False |
71,744 |
| 60 |
1.2749 |
1.2106 |
0.0643 |
5.1% |
0.0099 |
0.8% |
82% |
False |
False |
47,954 |
| 80 |
1.2749 |
1.1707 |
0.1042 |
8.2% |
0.0098 |
0.8% |
89% |
False |
False |
36,018 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.8% |
0.0098 |
0.8% |
75% |
False |
False |
28,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3008 |
|
2.618 |
1.2887 |
|
1.618 |
1.2813 |
|
1.000 |
1.2767 |
|
0.618 |
1.2739 |
|
HIGH |
1.2693 |
|
0.618 |
1.2665 |
|
0.500 |
1.2656 |
|
0.382 |
1.2647 |
|
LOW |
1.2619 |
|
0.618 |
1.2573 |
|
1.000 |
1.2545 |
|
1.618 |
1.2499 |
|
2.618 |
1.2425 |
|
4.250 |
1.2305 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2656 |
1.2656 |
| PP |
1.2648 |
1.2648 |
| S1 |
1.2641 |
1.2641 |
|