CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2690 |
1.2740 |
0.0050 |
0.4% |
1.2650 |
| High |
1.2780 |
1.2779 |
-0.0001 |
0.0% |
1.2780 |
| Low |
1.2657 |
1.2706 |
0.0049 |
0.4% |
1.2613 |
| Close |
1.2750 |
1.2754 |
0.0004 |
0.0% |
1.2754 |
| Range |
0.0123 |
0.0073 |
-0.0050 |
-40.7% |
0.0167 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
118,438 |
73,611 |
-44,827 |
-37.8% |
422,213 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2965 |
1.2933 |
1.2794 |
|
| R3 |
1.2892 |
1.2860 |
1.2774 |
|
| R2 |
1.2819 |
1.2819 |
1.2767 |
|
| R1 |
1.2787 |
1.2787 |
1.2761 |
1.2803 |
| PP |
1.2746 |
1.2746 |
1.2746 |
1.2755 |
| S1 |
1.2714 |
1.2714 |
1.2747 |
1.2730 |
| S2 |
1.2673 |
1.2673 |
1.2741 |
|
| S3 |
1.2600 |
1.2641 |
1.2734 |
|
| S4 |
1.2527 |
1.2568 |
1.2714 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3217 |
1.3152 |
1.2846 |
|
| R3 |
1.3050 |
1.2985 |
1.2800 |
|
| R2 |
1.2883 |
1.2883 |
1.2785 |
|
| R1 |
1.2818 |
1.2818 |
1.2769 |
1.2851 |
| PP |
1.2716 |
1.2716 |
1.2716 |
1.2732 |
| S1 |
1.2651 |
1.2651 |
1.2739 |
1.2684 |
| S2 |
1.2549 |
1.2549 |
1.2723 |
|
| S3 |
1.2382 |
1.2484 |
1.2708 |
|
| S4 |
1.2215 |
1.2317 |
1.2662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2780 |
1.2613 |
0.0167 |
1.3% |
0.0081 |
0.6% |
84% |
False |
False |
84,442 |
| 10 |
1.2780 |
1.2377 |
0.0403 |
3.2% |
0.0106 |
0.8% |
94% |
False |
False |
99,127 |
| 20 |
1.2780 |
1.2243 |
0.0537 |
4.2% |
0.0103 |
0.8% |
95% |
False |
False |
100,292 |
| 40 |
1.2780 |
1.2195 |
0.0585 |
4.6% |
0.0099 |
0.8% |
96% |
False |
False |
78,474 |
| 60 |
1.2780 |
1.2169 |
0.0611 |
4.8% |
0.0097 |
0.8% |
96% |
False |
False |
52,459 |
| 80 |
1.2780 |
1.1707 |
0.1073 |
8.4% |
0.0099 |
0.8% |
98% |
False |
False |
39,395 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.7% |
0.0100 |
0.8% |
85% |
False |
False |
31,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3089 |
|
2.618 |
1.2970 |
|
1.618 |
1.2897 |
|
1.000 |
1.2852 |
|
0.618 |
1.2824 |
|
HIGH |
1.2779 |
|
0.618 |
1.2751 |
|
0.500 |
1.2743 |
|
0.382 |
1.2734 |
|
LOW |
1.2706 |
|
0.618 |
1.2661 |
|
1.000 |
1.2633 |
|
1.618 |
1.2588 |
|
2.618 |
1.2515 |
|
4.250 |
1.2396 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2750 |
1.2735 |
| PP |
1.2746 |
1.2716 |
| S1 |
1.2743 |
1.2697 |
|