CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2698 |
1.2726 |
0.0028 |
0.2% |
1.2680 |
| High |
1.2774 |
1.2788 |
0.0014 |
0.1% |
1.2788 |
| Low |
1.2682 |
1.2726 |
0.0044 |
0.3% |
1.2631 |
| Close |
1.2759 |
1.2764 |
0.0005 |
0.0% |
1.2764 |
| Range |
0.0092 |
0.0062 |
-0.0030 |
-32.6% |
0.0157 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
41 |
78 |
37 |
90.2% |
277 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2945 |
1.2917 |
1.2798 |
|
| R3 |
1.2883 |
1.2855 |
1.2781 |
|
| R2 |
1.2821 |
1.2821 |
1.2775 |
|
| R1 |
1.2793 |
1.2793 |
1.2770 |
1.2807 |
| PP |
1.2759 |
1.2759 |
1.2759 |
1.2767 |
| S1 |
1.2731 |
1.2731 |
1.2758 |
1.2745 |
| S2 |
1.2697 |
1.2697 |
1.2753 |
|
| S3 |
1.2635 |
1.2669 |
1.2747 |
|
| S4 |
1.2573 |
1.2607 |
1.2730 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3199 |
1.3138 |
1.2850 |
|
| R3 |
1.3042 |
1.2981 |
1.2807 |
|
| R2 |
1.2885 |
1.2885 |
1.2793 |
|
| R1 |
1.2824 |
1.2824 |
1.2778 |
1.2855 |
| PP |
1.2728 |
1.2728 |
1.2728 |
1.2743 |
| S1 |
1.2667 |
1.2667 |
1.2750 |
1.2698 |
| S2 |
1.2571 |
1.2571 |
1.2735 |
|
| S3 |
1.2414 |
1.2510 |
1.2721 |
|
| S4 |
1.2257 |
1.2353 |
1.2678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2788 |
1.2631 |
0.0157 |
1.2% |
0.0058 |
0.5% |
85% |
True |
False |
55 |
| 10 |
1.2788 |
1.2399 |
0.0389 |
3.0% |
0.0084 |
0.7% |
94% |
True |
False |
117 |
| 20 |
1.2788 |
1.2250 |
0.0538 |
4.2% |
0.0078 |
0.6% |
96% |
True |
False |
76 |
| 40 |
1.2788 |
1.2250 |
0.0538 |
4.2% |
0.0053 |
0.4% |
96% |
True |
False |
50 |
| 60 |
1.2788 |
1.2187 |
0.0601 |
4.7% |
0.0045 |
0.4% |
96% |
True |
False |
39 |
| 80 |
1.2788 |
1.1732 |
0.1056 |
8.3% |
0.0041 |
0.3% |
98% |
True |
False |
33 |
| 100 |
1.2788 |
1.1732 |
0.1056 |
8.3% |
0.0043 |
0.3% |
98% |
True |
False |
29 |
| 120 |
1.2788 |
1.1732 |
0.1056 |
8.3% |
0.0036 |
0.3% |
98% |
True |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3052 |
|
2.618 |
1.2950 |
|
1.618 |
1.2888 |
|
1.000 |
1.2850 |
|
0.618 |
1.2826 |
|
HIGH |
1.2788 |
|
0.618 |
1.2764 |
|
0.500 |
1.2757 |
|
0.382 |
1.2750 |
|
LOW |
1.2726 |
|
0.618 |
1.2688 |
|
1.000 |
1.2664 |
|
1.618 |
1.2626 |
|
2.618 |
1.2564 |
|
4.250 |
1.2463 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2762 |
1.2746 |
| PP |
1.2759 |
1.2728 |
| S1 |
1.2757 |
1.2710 |
|