CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2778 |
1.2833 |
0.0055 |
0.4% |
1.2650 |
| High |
1.2854 |
1.2896 |
0.0042 |
0.3% |
1.2780 |
| Low |
1.2692 |
1.2797 |
0.0105 |
0.8% |
1.2613 |
| Close |
1.2845 |
1.2819 |
-0.0026 |
-0.2% |
1.2754 |
| Range |
0.0162 |
0.0099 |
-0.0063 |
-38.9% |
0.0167 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
91,901 |
86,717 |
-5,184 |
-5.6% |
422,213 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3134 |
1.3076 |
1.2873 |
|
| R3 |
1.3035 |
1.2977 |
1.2846 |
|
| R2 |
1.2936 |
1.2936 |
1.2837 |
|
| R1 |
1.2878 |
1.2878 |
1.2828 |
1.2858 |
| PP |
1.2837 |
1.2837 |
1.2837 |
1.2827 |
| S1 |
1.2779 |
1.2779 |
1.2810 |
1.2759 |
| S2 |
1.2738 |
1.2738 |
1.2801 |
|
| S3 |
1.2639 |
1.2680 |
1.2792 |
|
| S4 |
1.2540 |
1.2581 |
1.2765 |
|
|
| 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 |
1.2896 |
1.2657 |
0.0239 |
1.9% |
0.0108 |
0.8% |
68% |
True |
False |
90,338 |
| 10 |
1.2896 |
1.2567 |
0.0329 |
2.6% |
0.0099 |
0.8% |
77% |
True |
False |
88,466 |
| 20 |
1.2896 |
1.2243 |
0.0653 |
5.1% |
0.0108 |
0.8% |
88% |
True |
False |
98,618 |
| 40 |
1.2896 |
1.2243 |
0.0653 |
5.1% |
0.0099 |
0.8% |
88% |
True |
False |
84,908 |
| 60 |
1.2896 |
1.2169 |
0.0727 |
5.7% |
0.0099 |
0.8% |
89% |
True |
False |
56,772 |
| 80 |
1.2896 |
1.1707 |
0.1189 |
9.3% |
0.0099 |
0.8% |
94% |
True |
False |
42,637 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.6% |
0.0103 |
0.8% |
90% |
False |
False |
34,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3317 |
|
2.618 |
1.3155 |
|
1.618 |
1.3056 |
|
1.000 |
1.2995 |
|
0.618 |
1.2957 |
|
HIGH |
1.2896 |
|
0.618 |
1.2858 |
|
0.500 |
1.2847 |
|
0.382 |
1.2835 |
|
LOW |
1.2797 |
|
0.618 |
1.2736 |
|
1.000 |
1.2698 |
|
1.618 |
1.2637 |
|
2.618 |
1.2538 |
|
4.250 |
1.2376 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2847 |
1.2811 |
| PP |
1.2837 |
1.2802 |
| S1 |
1.2828 |
1.2794 |
|