CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2680 |
1.2679 |
-0.0001 |
0.0% |
1.2399 |
| High |
1.2680 |
1.2690 |
0.0010 |
0.1% |
1.2758 |
| Low |
1.2680 |
1.2637 |
-0.0043 |
-0.3% |
1.2399 |
| Close |
1.2666 |
1.2646 |
-0.0020 |
-0.2% |
1.2667 |
| Range |
0.0000 |
0.0053 |
0.0053 |
|
0.0359 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
105 |
3 |
-102 |
-97.1% |
899 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2817 |
1.2784 |
1.2675 |
|
| R3 |
1.2764 |
1.2731 |
1.2661 |
|
| R2 |
1.2711 |
1.2711 |
1.2656 |
|
| R1 |
1.2678 |
1.2678 |
1.2651 |
1.2668 |
| PP |
1.2658 |
1.2658 |
1.2658 |
1.2653 |
| S1 |
1.2625 |
1.2625 |
1.2641 |
1.2615 |
| S2 |
1.2605 |
1.2605 |
1.2636 |
|
| S3 |
1.2552 |
1.2572 |
1.2631 |
|
| S4 |
1.2499 |
1.2519 |
1.2617 |
|
|
| 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 |
1.2593 |
0.0165 |
1.3% |
0.0066 |
0.5% |
32% |
False |
False |
165 |
| 10 |
1.2758 |
1.2250 |
0.0508 |
4.0% |
0.0087 |
0.7% |
78% |
False |
False |
104 |
| 20 |
1.2758 |
1.2250 |
0.0508 |
4.0% |
0.0070 |
0.6% |
78% |
False |
False |
70 |
| 40 |
1.2758 |
1.2187 |
0.0571 |
4.5% |
0.0048 |
0.4% |
80% |
False |
False |
46 |
| 60 |
1.2758 |
1.2131 |
0.0627 |
5.0% |
0.0044 |
0.3% |
82% |
False |
False |
37 |
| 80 |
1.2758 |
1.1732 |
0.1026 |
8.1% |
0.0038 |
0.3% |
89% |
False |
False |
31 |
| 100 |
1.2758 |
1.1732 |
0.1026 |
8.1% |
0.0040 |
0.3% |
89% |
False |
False |
27 |
| 120 |
1.2758 |
1.1732 |
0.1026 |
8.1% |
0.0034 |
0.3% |
89% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2915 |
|
2.618 |
1.2829 |
|
1.618 |
1.2776 |
|
1.000 |
1.2743 |
|
0.618 |
1.2723 |
|
HIGH |
1.2690 |
|
0.618 |
1.2670 |
|
0.500 |
1.2664 |
|
0.382 |
1.2657 |
|
LOW |
1.2637 |
|
0.618 |
1.2604 |
|
1.000 |
1.2584 |
|
1.618 |
1.2551 |
|
2.618 |
1.2498 |
|
4.250 |
1.2412 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2664 |
1.2664 |
| PP |
1.2658 |
1.2658 |
| S1 |
1.2652 |
1.2652 |
|