CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2740 |
1.2780 |
0.0040 |
0.3% |
1.2650 |
| High |
1.2779 |
1.2817 |
0.0038 |
0.3% |
1.2780 |
| Low |
1.2706 |
1.2734 |
0.0028 |
0.2% |
1.2613 |
| Close |
1.2754 |
1.2782 |
0.0028 |
0.2% |
1.2754 |
| Range |
0.0073 |
0.0083 |
0.0010 |
13.7% |
0.0167 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
73,611 |
81,023 |
7,412 |
10.1% |
422,213 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3027 |
1.2987 |
1.2828 |
|
| R3 |
1.2944 |
1.2904 |
1.2805 |
|
| R2 |
1.2861 |
1.2861 |
1.2797 |
|
| R1 |
1.2821 |
1.2821 |
1.2790 |
1.2841 |
| PP |
1.2778 |
1.2778 |
1.2778 |
1.2788 |
| S1 |
1.2738 |
1.2738 |
1.2774 |
1.2758 |
| S2 |
1.2695 |
1.2695 |
1.2767 |
|
| S3 |
1.2612 |
1.2655 |
1.2759 |
|
| S4 |
1.2529 |
1.2572 |
1.2736 |
|
|
| 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 |
1.2817 |
1.2613 |
0.0204 |
1.6% |
0.0090 |
0.7% |
83% |
True |
False |
90,414 |
| 10 |
1.2817 |
1.2448 |
0.0369 |
2.9% |
0.0103 |
0.8% |
91% |
True |
False |
96,773 |
| 20 |
1.2817 |
1.2243 |
0.0574 |
4.5% |
0.0104 |
0.8% |
94% |
True |
False |
99,994 |
| 40 |
1.2817 |
1.2240 |
0.0577 |
4.5% |
0.0098 |
0.8% |
94% |
True |
False |
80,482 |
| 60 |
1.2817 |
1.2169 |
0.0648 |
5.1% |
0.0097 |
0.8% |
95% |
True |
False |
53,800 |
| 80 |
1.2817 |
1.1707 |
0.1110 |
8.7% |
0.0099 |
0.8% |
97% |
True |
False |
40,406 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.7% |
0.0101 |
0.8% |
87% |
False |
False |
32,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3170 |
|
2.618 |
1.3034 |
|
1.618 |
1.2951 |
|
1.000 |
1.2900 |
|
0.618 |
1.2868 |
|
HIGH |
1.2817 |
|
0.618 |
1.2785 |
|
0.500 |
1.2776 |
|
0.382 |
1.2766 |
|
LOW |
1.2734 |
|
0.618 |
1.2683 |
|
1.000 |
1.2651 |
|
1.618 |
1.2600 |
|
2.618 |
1.2517 |
|
4.250 |
1.2381 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2780 |
1.2767 |
| PP |
1.2778 |
1.2752 |
| S1 |
1.2776 |
1.2737 |
|