CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2656 |
1.2638 |
-0.0018 |
-0.1% |
1.2424 |
| High |
1.2693 |
1.2711 |
0.0018 |
0.1% |
1.2749 |
| Low |
1.2619 |
1.2613 |
-0.0006 |
0.0% |
1.2377 |
| Close |
1.2633 |
1.2700 |
0.0067 |
0.5% |
1.2654 |
| Range |
0.0074 |
0.0098 |
0.0024 |
32.4% |
0.0372 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
100,388 |
78,613 |
-21,775 |
-21.7% |
569,065 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2969 |
1.2932 |
1.2754 |
|
| R3 |
1.2871 |
1.2834 |
1.2727 |
|
| R2 |
1.2773 |
1.2773 |
1.2718 |
|
| R1 |
1.2736 |
1.2736 |
1.2709 |
1.2755 |
| PP |
1.2675 |
1.2675 |
1.2675 |
1.2684 |
| S1 |
1.2638 |
1.2638 |
1.2691 |
1.2657 |
| S2 |
1.2577 |
1.2577 |
1.2682 |
|
| S3 |
1.2479 |
1.2540 |
1.2673 |
|
| S4 |
1.2381 |
1.2442 |
1.2646 |
|
|
| 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% |
0.0091 |
0.7% |
73% |
False |
False |
86,595 |
| 10 |
1.2749 |
1.2243 |
0.0506 |
4.0% |
0.0115 |
0.9% |
90% |
False |
False |
102,709 |
| 20 |
1.2749 |
1.2243 |
0.0506 |
4.0% |
0.0102 |
0.8% |
90% |
False |
False |
100,791 |
| 40 |
1.2749 |
1.2173 |
0.0576 |
4.5% |
0.0098 |
0.8% |
91% |
False |
False |
73,704 |
| 60 |
1.2749 |
1.2106 |
0.0643 |
5.1% |
0.0099 |
0.8% |
92% |
False |
False |
49,262 |
| 80 |
1.2749 |
1.1707 |
0.1042 |
8.2% |
0.0098 |
0.8% |
95% |
False |
False |
37,000 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.7% |
0.0099 |
0.8% |
80% |
False |
False |
29,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3128 |
|
2.618 |
1.2968 |
|
1.618 |
1.2870 |
|
1.000 |
1.2809 |
|
0.618 |
1.2772 |
|
HIGH |
1.2711 |
|
0.618 |
1.2674 |
|
0.500 |
1.2662 |
|
0.382 |
1.2650 |
|
LOW |
1.2613 |
|
0.618 |
1.2552 |
|
1.000 |
1.2515 |
|
1.618 |
1.2454 |
|
2.618 |
1.2356 |
|
4.250 |
1.2197 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2687 |
1.2687 |
| PP |
1.2675 |
1.2675 |
| S1 |
1.2662 |
1.2662 |
|