CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2820 |
1.2860 |
0.0040 |
0.3% |
1.2680 |
| High |
1.2855 |
1.2899 |
0.0044 |
0.3% |
1.2788 |
| Low |
1.2675 |
1.2815 |
0.0140 |
1.1% |
1.2631 |
| Close |
1.2856 |
1.2830 |
-0.0026 |
-0.2% |
1.2764 |
| Range |
0.0180 |
0.0084 |
-0.0096 |
-53.3% |
0.0157 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.1% |
0.0000 |
| Volume |
182 |
224 |
42 |
23.1% |
277 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3100 |
1.3049 |
1.2876 |
|
| R3 |
1.3016 |
1.2965 |
1.2853 |
|
| R2 |
1.2932 |
1.2932 |
1.2845 |
|
| R1 |
1.2881 |
1.2881 |
1.2838 |
1.2865 |
| PP |
1.2848 |
1.2848 |
1.2848 |
1.2840 |
| S1 |
1.2797 |
1.2797 |
1.2822 |
1.2781 |
| S2 |
1.2764 |
1.2764 |
1.2815 |
|
| S3 |
1.2680 |
1.2713 |
1.2807 |
|
| S4 |
1.2596 |
1.2629 |
1.2784 |
|
|
| 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 |
1.2899 |
1.2675 |
0.0224 |
1.7% |
0.0097 |
0.8% |
69% |
True |
False |
121 |
| 10 |
1.2899 |
1.2615 |
0.0284 |
2.2% |
0.0080 |
0.6% |
76% |
True |
False |
121 |
| 20 |
1.2899 |
1.2250 |
0.0649 |
5.1% |
0.0086 |
0.7% |
89% |
True |
False |
94 |
| 40 |
1.2899 |
1.2250 |
0.0649 |
5.1% |
0.0061 |
0.5% |
89% |
True |
False |
62 |
| 60 |
1.2899 |
1.2187 |
0.0712 |
5.5% |
0.0047 |
0.4% |
90% |
True |
False |
46 |
| 80 |
1.2899 |
1.1732 |
0.1167 |
9.1% |
0.0044 |
0.3% |
94% |
True |
False |
38 |
| 100 |
1.2899 |
1.1732 |
0.1167 |
9.1% |
0.0046 |
0.4% |
94% |
True |
False |
34 |
| 120 |
1.2899 |
1.1732 |
0.1167 |
9.1% |
0.0039 |
0.3% |
94% |
True |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3256 |
|
2.618 |
1.3119 |
|
1.618 |
1.3035 |
|
1.000 |
1.2983 |
|
0.618 |
1.2951 |
|
HIGH |
1.2899 |
|
0.618 |
1.2867 |
|
0.500 |
1.2857 |
|
0.382 |
1.2847 |
|
LOW |
1.2815 |
|
0.618 |
1.2763 |
|
1.000 |
1.2731 |
|
1.618 |
1.2679 |
|
2.618 |
1.2595 |
|
4.250 |
1.2458 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2857 |
1.2816 |
| PP |
1.2848 |
1.2801 |
| S1 |
1.2839 |
1.2787 |
|