CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2468 |
1.2652 |
0.0184 |
1.5% |
1.2400 |
| High |
1.2643 |
1.2689 |
0.0046 |
0.4% |
1.2437 |
| Low |
1.2468 |
1.2593 |
0.0125 |
1.0% |
1.2250 |
| Close |
1.2614 |
1.2679 |
0.0065 |
0.5% |
1.2418 |
| Range |
0.0175 |
0.0096 |
-0.0079 |
-45.1% |
0.0187 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.4% |
0.0000 |
| Volume |
63 |
265 |
202 |
320.6% |
59 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2942 |
1.2906 |
1.2732 |
|
| R3 |
1.2846 |
1.2810 |
1.2705 |
|
| R2 |
1.2750 |
1.2750 |
1.2697 |
|
| R1 |
1.2714 |
1.2714 |
1.2688 |
1.2732 |
| PP |
1.2654 |
1.2654 |
1.2654 |
1.2663 |
| S1 |
1.2618 |
1.2618 |
1.2670 |
1.2636 |
| S2 |
1.2558 |
1.2558 |
1.2661 |
|
| S3 |
1.2462 |
1.2522 |
1.2653 |
|
| S4 |
1.2366 |
1.2426 |
1.2626 |
|
|
| 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 |
1.2689 |
1.2250 |
0.0439 |
3.5% |
0.0128 |
1.0% |
98% |
True |
False |
95 |
| 10 |
1.2689 |
1.2250 |
0.0439 |
3.5% |
0.0091 |
0.7% |
98% |
True |
False |
66 |
| 20 |
1.2689 |
1.2250 |
0.0439 |
3.5% |
0.0068 |
0.5% |
98% |
True |
False |
52 |
| 40 |
1.2689 |
1.2187 |
0.0502 |
4.0% |
0.0046 |
0.4% |
98% |
True |
False |
33 |
| 60 |
1.2689 |
1.2082 |
0.0607 |
4.8% |
0.0043 |
0.3% |
98% |
True |
False |
28 |
| 80 |
1.2689 |
1.1732 |
0.0957 |
7.5% |
0.0036 |
0.3% |
99% |
True |
False |
26 |
| 100 |
1.2708 |
1.1732 |
0.0976 |
7.7% |
0.0038 |
0.3% |
97% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3097 |
|
2.618 |
1.2940 |
|
1.618 |
1.2844 |
|
1.000 |
1.2785 |
|
0.618 |
1.2748 |
|
HIGH |
1.2689 |
|
0.618 |
1.2652 |
|
0.500 |
1.2641 |
|
0.382 |
1.2630 |
|
LOW |
1.2593 |
|
0.618 |
1.2534 |
|
1.000 |
1.2497 |
|
1.618 |
1.2438 |
|
2.618 |
1.2342 |
|
4.250 |
1.2185 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2666 |
1.2634 |
| PP |
1.2654 |
1.2589 |
| S1 |
1.2641 |
1.2544 |
|