CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2325 |
1.2399 |
0.0074 |
0.6% |
1.2400 |
| High |
1.2437 |
1.2500 |
0.0063 |
0.5% |
1.2437 |
| Low |
1.2250 |
1.2399 |
0.0149 |
1.2% |
1.2250 |
| Close |
1.2418 |
1.2495 |
0.0077 |
0.6% |
1.2418 |
| Range |
0.0187 |
0.0101 |
-0.0086 |
-46.0% |
0.0187 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
3.1% |
0.0000 |
| Volume |
18 |
115 |
97 |
538.9% |
59 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2768 |
1.2732 |
1.2551 |
|
| R3 |
1.2667 |
1.2631 |
1.2523 |
|
| R2 |
1.2566 |
1.2566 |
1.2514 |
|
| R1 |
1.2530 |
1.2530 |
1.2504 |
1.2548 |
| PP |
1.2465 |
1.2465 |
1.2465 |
1.2474 |
| S1 |
1.2429 |
1.2429 |
1.2486 |
1.2447 |
| S2 |
1.2364 |
1.2364 |
1.2476 |
|
| S3 |
1.2263 |
1.2328 |
1.2467 |
|
| S4 |
1.2162 |
1.2227 |
1.2439 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2929 |
1.2861 |
1.2521 |
|
| R3 |
1.2742 |
1.2674 |
1.2469 |
|
| R2 |
1.2555 |
1.2555 |
1.2452 |
|
| R1 |
1.2487 |
1.2487 |
1.2435 |
1.2521 |
| PP |
1.2368 |
1.2368 |
1.2368 |
1.2386 |
| S1 |
1.2300 |
1.2300 |
1.2401 |
1.2334 |
| S2 |
1.2181 |
1.2181 |
1.2384 |
|
| S3 |
1.1994 |
1.2113 |
1.2367 |
|
| S4 |
1.1807 |
1.1926 |
1.2315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2500 |
1.2250 |
0.0250 |
2.0% |
0.0088 |
0.7% |
98% |
True |
False |
34 |
| 10 |
1.2500 |
1.2250 |
0.0250 |
2.0% |
0.0077 |
0.6% |
98% |
True |
False |
46 |
| 20 |
1.2519 |
1.2250 |
0.0269 |
2.2% |
0.0061 |
0.5% |
91% |
False |
False |
38 |
| 40 |
1.2549 |
1.2187 |
0.0362 |
2.9% |
0.0039 |
0.3% |
85% |
False |
False |
25 |
| 60 |
1.2549 |
1.2020 |
0.0529 |
4.2% |
0.0039 |
0.3% |
90% |
False |
False |
24 |
| 80 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0038 |
0.3% |
78% |
False |
False |
22 |
| 100 |
1.2708 |
1.1732 |
0.0976 |
7.8% |
0.0036 |
0.3% |
78% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2929 |
|
2.618 |
1.2764 |
|
1.618 |
1.2663 |
|
1.000 |
1.2601 |
|
0.618 |
1.2562 |
|
HIGH |
1.2500 |
|
0.618 |
1.2461 |
|
0.500 |
1.2450 |
|
0.382 |
1.2438 |
|
LOW |
1.2399 |
|
0.618 |
1.2337 |
|
1.000 |
1.2298 |
|
1.618 |
1.2236 |
|
2.618 |
1.2135 |
|
4.250 |
1.1970 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2480 |
1.2455 |
| PP |
1.2465 |
1.2415 |
| S1 |
1.2450 |
1.2375 |
|