CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2652 |
1.2718 |
0.0066 |
0.5% |
1.2400 |
| High |
1.2689 |
1.2758 |
0.0069 |
0.5% |
1.2437 |
| Low |
1.2593 |
1.2615 |
0.0022 |
0.2% |
1.2250 |
| Close |
1.2679 |
1.2654 |
-0.0025 |
-0.2% |
1.2418 |
| Range |
0.0096 |
0.0143 |
0.0047 |
49.0% |
0.0187 |
| ATR |
0.0081 |
0.0086 |
0.0004 |
5.4% |
0.0000 |
| Volume |
265 |
76 |
-189 |
-71.3% |
59 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3105 |
1.3022 |
1.2733 |
|
| R3 |
1.2962 |
1.2879 |
1.2693 |
|
| R2 |
1.2819 |
1.2819 |
1.2680 |
|
| R1 |
1.2736 |
1.2736 |
1.2667 |
1.2706 |
| PP |
1.2676 |
1.2676 |
1.2676 |
1.2661 |
| S1 |
1.2593 |
1.2593 |
1.2641 |
1.2563 |
| S2 |
1.2533 |
1.2533 |
1.2628 |
|
| S3 |
1.2390 |
1.2450 |
1.2615 |
|
| S4 |
1.2247 |
1.2307 |
1.2575 |
|
|
| 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 |
1.2758 |
1.2250 |
0.0508 |
4.0% |
0.0140 |
1.1% |
80% |
True |
False |
107 |
| 10 |
1.2758 |
1.2250 |
0.0508 |
4.0% |
0.0099 |
0.8% |
80% |
True |
False |
69 |
| 20 |
1.2758 |
1.2250 |
0.0508 |
4.0% |
0.0073 |
0.6% |
80% |
True |
False |
56 |
| 40 |
1.2758 |
1.2187 |
0.0571 |
4.5% |
0.0048 |
0.4% |
82% |
True |
False |
35 |
| 60 |
1.2758 |
1.2085 |
0.0673 |
5.3% |
0.0044 |
0.3% |
85% |
True |
False |
29 |
| 80 |
1.2758 |
1.1732 |
0.1026 |
8.1% |
0.0037 |
0.3% |
90% |
True |
False |
26 |
| 100 |
1.2758 |
1.1732 |
0.1026 |
8.1% |
0.0040 |
0.3% |
90% |
True |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3366 |
|
2.618 |
1.3132 |
|
1.618 |
1.2989 |
|
1.000 |
1.2901 |
|
0.618 |
1.2846 |
|
HIGH |
1.2758 |
|
0.618 |
1.2703 |
|
0.500 |
1.2687 |
|
0.382 |
1.2670 |
|
LOW |
1.2615 |
|
0.618 |
1.2527 |
|
1.000 |
1.2472 |
|
1.618 |
1.2384 |
|
2.618 |
1.2241 |
|
4.250 |
1.2007 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2687 |
1.2640 |
| PP |
1.2676 |
1.2627 |
| S1 |
1.2665 |
1.2613 |
|