CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2860 |
1.2840 |
-0.0020 |
-0.2% |
1.2680 |
| High |
1.2899 |
1.2893 |
-0.0006 |
0.0% |
1.2788 |
| Low |
1.2815 |
1.2838 |
0.0023 |
0.2% |
1.2631 |
| Close |
1.2830 |
1.2870 |
0.0040 |
0.3% |
1.2764 |
| Range |
0.0084 |
0.0055 |
-0.0029 |
-34.5% |
0.0157 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
224 |
342 |
118 |
52.7% |
277 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3032 |
1.3006 |
1.2900 |
|
| R3 |
1.2977 |
1.2951 |
1.2885 |
|
| R2 |
1.2922 |
1.2922 |
1.2880 |
|
| R1 |
1.2896 |
1.2896 |
1.2875 |
1.2909 |
| PP |
1.2867 |
1.2867 |
1.2867 |
1.2874 |
| S1 |
1.2841 |
1.2841 |
1.2865 |
1.2854 |
| S2 |
1.2812 |
1.2812 |
1.2860 |
|
| S3 |
1.2757 |
1.2786 |
1.2855 |
|
| S4 |
1.2702 |
1.2731 |
1.2840 |
|
|
| 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% |
0.0090 |
0.7% |
87% |
False |
False |
181 |
| 10 |
1.2899 |
1.2631 |
0.0268 |
2.1% |
0.0071 |
0.6% |
89% |
False |
False |
148 |
| 20 |
1.2899 |
1.2250 |
0.0649 |
5.0% |
0.0085 |
0.7% |
96% |
False |
False |
108 |
| 40 |
1.2899 |
1.2250 |
0.0649 |
5.0% |
0.0061 |
0.5% |
96% |
False |
False |
70 |
| 60 |
1.2899 |
1.2187 |
0.0712 |
5.5% |
0.0047 |
0.4% |
96% |
False |
False |
51 |
| 80 |
1.2899 |
1.1732 |
0.1167 |
9.1% |
0.0044 |
0.3% |
98% |
False |
False |
42 |
| 100 |
1.2899 |
1.1732 |
0.1167 |
9.1% |
0.0046 |
0.4% |
98% |
False |
False |
37 |
| 120 |
1.2899 |
1.1732 |
0.1167 |
9.1% |
0.0039 |
0.3% |
98% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3127 |
|
2.618 |
1.3037 |
|
1.618 |
1.2982 |
|
1.000 |
1.2948 |
|
0.618 |
1.2927 |
|
HIGH |
1.2893 |
|
0.618 |
1.2872 |
|
0.500 |
1.2866 |
|
0.382 |
1.2859 |
|
LOW |
1.2838 |
|
0.618 |
1.2804 |
|
1.000 |
1.2783 |
|
1.618 |
1.2749 |
|
2.618 |
1.2694 |
|
4.250 |
1.2604 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2869 |
1.2842 |
| PP |
1.2867 |
1.2815 |
| S1 |
1.2866 |
1.2787 |
|