CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2718 |
1.2642 |
-0.0076 |
-0.6% |
1.2399 |
| High |
1.2758 |
1.2678 |
-0.0080 |
-0.6% |
1.2758 |
| Low |
1.2615 |
1.2642 |
0.0027 |
0.2% |
1.2399 |
| Close |
1.2654 |
1.2667 |
0.0013 |
0.1% |
1.2667 |
| Range |
0.0143 |
0.0036 |
-0.0107 |
-74.8% |
0.0359 |
| ATR |
0.0086 |
0.0082 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
76 |
380 |
304 |
400.0% |
899 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2770 |
1.2755 |
1.2687 |
|
| R3 |
1.2734 |
1.2719 |
1.2677 |
|
| R2 |
1.2698 |
1.2698 |
1.2674 |
|
| R1 |
1.2683 |
1.2683 |
1.2670 |
1.2691 |
| PP |
1.2662 |
1.2662 |
1.2662 |
1.2666 |
| S1 |
1.2647 |
1.2647 |
1.2664 |
1.2655 |
| S2 |
1.2626 |
1.2626 |
1.2660 |
|
| S3 |
1.2590 |
1.2611 |
1.2657 |
|
| S4 |
1.2554 |
1.2575 |
1.2647 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3685 |
1.3535 |
1.2864 |
|
| R3 |
1.3326 |
1.3176 |
1.2766 |
|
| R2 |
1.2967 |
1.2967 |
1.2733 |
|
| R1 |
1.2817 |
1.2817 |
1.2700 |
1.2892 |
| PP |
1.2608 |
1.2608 |
1.2608 |
1.2646 |
| S1 |
1.2458 |
1.2458 |
1.2634 |
1.2533 |
| S2 |
1.2249 |
1.2249 |
1.2601 |
|
| S3 |
1.1890 |
1.2099 |
1.2568 |
|
| S4 |
1.1531 |
1.1740 |
1.2470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2758 |
1.2399 |
0.0359 |
2.8% |
0.0110 |
0.9% |
75% |
False |
False |
179 |
| 10 |
1.2758 |
1.2250 |
0.0508 |
4.0% |
0.0096 |
0.8% |
82% |
False |
False |
101 |
| 20 |
1.2758 |
1.2250 |
0.0508 |
4.0% |
0.0072 |
0.6% |
82% |
False |
False |
73 |
| 40 |
1.2758 |
1.2187 |
0.0571 |
4.5% |
0.0049 |
0.4% |
84% |
False |
False |
44 |
| 60 |
1.2758 |
1.2085 |
0.0673 |
5.3% |
0.0044 |
0.3% |
86% |
False |
False |
35 |
| 80 |
1.2758 |
1.1732 |
0.1026 |
8.1% |
0.0038 |
0.3% |
91% |
False |
False |
30 |
| 100 |
1.2758 |
1.1732 |
0.1026 |
8.1% |
0.0040 |
0.3% |
91% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2831 |
|
2.618 |
1.2772 |
|
1.618 |
1.2736 |
|
1.000 |
1.2714 |
|
0.618 |
1.2700 |
|
HIGH |
1.2678 |
|
0.618 |
1.2664 |
|
0.500 |
1.2660 |
|
0.382 |
1.2656 |
|
LOW |
1.2642 |
|
0.618 |
1.2620 |
|
1.000 |
1.2606 |
|
1.618 |
1.2584 |
|
2.618 |
1.2548 |
|
4.250 |
1.2489 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2665 |
1.2676 |
| PP |
1.2662 |
1.2673 |
| S1 |
1.2660 |
1.2670 |
|