CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2790 |
1.2820 |
0.0030 |
0.2% |
1.2680 |
| High |
1.2826 |
1.2855 |
0.0029 |
0.2% |
1.2788 |
| Low |
1.2759 |
1.2675 |
-0.0084 |
-0.7% |
1.2631 |
| Close |
1.2793 |
1.2856 |
0.0063 |
0.5% |
1.2764 |
| Range |
0.0067 |
0.0180 |
0.0113 |
168.7% |
0.0157 |
| ATR |
0.0075 |
0.0083 |
0.0007 |
9.9% |
0.0000 |
| Volume |
80 |
182 |
102 |
127.5% |
277 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3335 |
1.3276 |
1.2955 |
|
| R3 |
1.3155 |
1.3096 |
1.2906 |
|
| R2 |
1.2975 |
1.2975 |
1.2889 |
|
| R1 |
1.2916 |
1.2916 |
1.2873 |
1.2946 |
| PP |
1.2795 |
1.2795 |
1.2795 |
1.2810 |
| S1 |
1.2736 |
1.2736 |
1.2840 |
1.2766 |
| S2 |
1.2615 |
1.2615 |
1.2823 |
|
| S3 |
1.2435 |
1.2556 |
1.2807 |
|
| S4 |
1.2255 |
1.2376 |
1.2757 |
|
|
| 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 |
1.2855 |
1.2631 |
0.0224 |
1.7% |
0.0097 |
0.8% |
100% |
True |
False |
86 |
| 10 |
1.2855 |
1.2593 |
0.0262 |
2.0% |
0.0081 |
0.6% |
100% |
True |
False |
126 |
| 20 |
1.2855 |
1.2250 |
0.0605 |
4.7% |
0.0085 |
0.7% |
100% |
True |
False |
88 |
| 40 |
1.2855 |
1.2250 |
0.0605 |
4.7% |
0.0059 |
0.5% |
100% |
True |
False |
56 |
| 60 |
1.2855 |
1.2187 |
0.0668 |
5.2% |
0.0047 |
0.4% |
100% |
True |
False |
42 |
| 80 |
1.2855 |
1.1732 |
0.1123 |
8.7% |
0.0044 |
0.3% |
100% |
True |
False |
36 |
| 100 |
1.2855 |
1.1732 |
0.1123 |
8.7% |
0.0045 |
0.4% |
100% |
True |
False |
32 |
| 120 |
1.2855 |
1.1732 |
0.1123 |
8.7% |
0.0038 |
0.3% |
100% |
True |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3620 |
|
2.618 |
1.3326 |
|
1.618 |
1.3146 |
|
1.000 |
1.3035 |
|
0.618 |
1.2966 |
|
HIGH |
1.2855 |
|
0.618 |
1.2786 |
|
0.500 |
1.2765 |
|
0.382 |
1.2744 |
|
LOW |
1.2675 |
|
0.618 |
1.2564 |
|
1.000 |
1.2495 |
|
1.618 |
1.2384 |
|
2.618 |
1.2204 |
|
4.250 |
1.1910 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2826 |
1.2826 |
| PP |
1.2795 |
1.2795 |
| S1 |
1.2765 |
1.2765 |
|