CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2833 |
1.2840 |
0.0007 |
0.1% |
1.2650 |
| High |
1.2896 |
1.2887 |
-0.0009 |
-0.1% |
1.2780 |
| Low |
1.2797 |
1.2821 |
0.0024 |
0.2% |
1.2613 |
| Close |
1.2819 |
1.2859 |
0.0040 |
0.3% |
1.2754 |
| Range |
0.0099 |
0.0066 |
-0.0033 |
-33.3% |
0.0167 |
| ATR |
0.0103 |
0.0100 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
86,717 |
75,900 |
-10,817 |
-12.5% |
422,213 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3054 |
1.3022 |
1.2895 |
|
| R3 |
1.2988 |
1.2956 |
1.2877 |
|
| R2 |
1.2922 |
1.2922 |
1.2871 |
|
| R1 |
1.2890 |
1.2890 |
1.2865 |
1.2906 |
| PP |
1.2856 |
1.2856 |
1.2856 |
1.2864 |
| S1 |
1.2824 |
1.2824 |
1.2853 |
1.2840 |
| S2 |
1.2790 |
1.2790 |
1.2847 |
|
| S3 |
1.2724 |
1.2758 |
1.2841 |
|
| S4 |
1.2658 |
1.2692 |
1.2823 |
|
|
| 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 |
1.2692 |
0.0204 |
1.6% |
0.0097 |
0.8% |
82% |
False |
False |
81,830 |
| 10 |
1.2896 |
1.2613 |
0.0283 |
2.2% |
0.0088 |
0.7% |
87% |
False |
False |
83,538 |
| 20 |
1.2896 |
1.2243 |
0.0653 |
5.1% |
0.0106 |
0.8% |
94% |
False |
False |
97,193 |
| 40 |
1.2896 |
1.2243 |
0.0653 |
5.1% |
0.0097 |
0.8% |
94% |
False |
False |
86,770 |
| 60 |
1.2896 |
1.2169 |
0.0727 |
5.7% |
0.0099 |
0.8% |
95% |
False |
False |
58,035 |
| 80 |
1.2896 |
1.1707 |
0.1189 |
9.2% |
0.0099 |
0.8% |
97% |
False |
False |
43,579 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.6% |
0.0104 |
0.8% |
93% |
False |
False |
34,894 |
| 120 |
1.2944 |
1.1707 |
0.1237 |
9.6% |
0.0088 |
0.7% |
93% |
False |
False |
29,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3168 |
|
2.618 |
1.3060 |
|
1.618 |
1.2994 |
|
1.000 |
1.2953 |
|
0.618 |
1.2928 |
|
HIGH |
1.2887 |
|
0.618 |
1.2862 |
|
0.500 |
1.2854 |
|
0.382 |
1.2846 |
|
LOW |
1.2821 |
|
0.618 |
1.2780 |
|
1.000 |
1.2755 |
|
1.618 |
1.2714 |
|
2.618 |
1.2648 |
|
4.250 |
1.2541 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2857 |
1.2837 |
| PP |
1.2856 |
1.2816 |
| S1 |
1.2854 |
1.2794 |
|