CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2638 |
1.2698 |
0.0060 |
0.5% |
1.2399 |
| High |
1.2713 |
1.2774 |
0.0061 |
0.5% |
1.2758 |
| Low |
1.2631 |
1.2682 |
0.0051 |
0.4% |
1.2399 |
| Close |
1.2711 |
1.2759 |
0.0048 |
0.4% |
1.2667 |
| Range |
0.0082 |
0.0092 |
0.0010 |
12.2% |
0.0359 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.5% |
0.0000 |
| Volume |
50 |
41 |
-9 |
-18.0% |
899 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3014 |
1.2979 |
1.2810 |
|
| R3 |
1.2922 |
1.2887 |
1.2784 |
|
| R2 |
1.2830 |
1.2830 |
1.2776 |
|
| R1 |
1.2795 |
1.2795 |
1.2767 |
1.2813 |
| PP |
1.2738 |
1.2738 |
1.2738 |
1.2747 |
| S1 |
1.2703 |
1.2703 |
1.2751 |
1.2721 |
| S2 |
1.2646 |
1.2646 |
1.2742 |
|
| S3 |
1.2554 |
1.2611 |
1.2734 |
|
| S4 |
1.2462 |
1.2519 |
1.2708 |
|
|
| 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 |
1.2774 |
1.2631 |
0.0143 |
1.1% |
0.0053 |
0.4% |
90% |
True |
False |
115 |
| 10 |
1.2774 |
1.2250 |
0.0524 |
4.1% |
0.0097 |
0.8% |
97% |
True |
False |
111 |
| 20 |
1.2774 |
1.2250 |
0.0524 |
4.1% |
0.0076 |
0.6% |
97% |
True |
False |
74 |
| 40 |
1.2774 |
1.2187 |
0.0587 |
4.6% |
0.0053 |
0.4% |
97% |
True |
False |
48 |
| 60 |
1.2774 |
1.2131 |
0.0643 |
5.0% |
0.0047 |
0.4% |
98% |
True |
False |
38 |
| 80 |
1.2774 |
1.1732 |
0.1042 |
8.2% |
0.0040 |
0.3% |
99% |
True |
False |
32 |
| 100 |
1.2774 |
1.1732 |
0.1042 |
8.2% |
0.0042 |
0.3% |
99% |
True |
False |
28 |
| 120 |
1.2774 |
1.1732 |
0.1042 |
8.2% |
0.0036 |
0.3% |
99% |
True |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3165 |
|
2.618 |
1.3015 |
|
1.618 |
1.2923 |
|
1.000 |
1.2866 |
|
0.618 |
1.2831 |
|
HIGH |
1.2774 |
|
0.618 |
1.2739 |
|
0.500 |
1.2728 |
|
0.382 |
1.2717 |
|
LOW |
1.2682 |
|
0.618 |
1.2625 |
|
1.000 |
1.2590 |
|
1.618 |
1.2533 |
|
2.618 |
1.2441 |
|
4.250 |
1.2291 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2749 |
1.2740 |
| PP |
1.2738 |
1.2721 |
| S1 |
1.2728 |
1.2703 |
|