CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2840 |
1.2913 |
0.0073 |
0.6% |
1.2790 |
| High |
1.2893 |
1.3030 |
0.0137 |
1.1% |
1.3030 |
| Low |
1.2838 |
1.2892 |
0.0054 |
0.4% |
1.2675 |
| Close |
1.2870 |
1.2996 |
0.0126 |
1.0% |
1.2996 |
| Range |
0.0055 |
0.0138 |
0.0083 |
150.9% |
0.0355 |
| ATR |
0.0082 |
0.0087 |
0.0006 |
6.9% |
0.0000 |
| Volume |
342 |
165 |
-177 |
-51.8% |
993 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3387 |
1.3329 |
1.3072 |
|
| R3 |
1.3249 |
1.3191 |
1.3034 |
|
| R2 |
1.3111 |
1.3111 |
1.3021 |
|
| R1 |
1.3053 |
1.3053 |
1.3009 |
1.3082 |
| PP |
1.2973 |
1.2973 |
1.2973 |
1.2987 |
| S1 |
1.2915 |
1.2915 |
1.2983 |
1.2944 |
| S2 |
1.2835 |
1.2835 |
1.2971 |
|
| S3 |
1.2697 |
1.2777 |
1.2958 |
|
| S4 |
1.2559 |
1.2639 |
1.2920 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3965 |
1.3836 |
1.3191 |
|
| R3 |
1.3610 |
1.3481 |
1.3094 |
|
| R2 |
1.3255 |
1.3255 |
1.3061 |
|
| R1 |
1.3126 |
1.3126 |
1.3029 |
1.3191 |
| PP |
1.2900 |
1.2900 |
1.2900 |
1.2933 |
| S1 |
1.2771 |
1.2771 |
1.2963 |
1.2836 |
| S2 |
1.2545 |
1.2545 |
1.2931 |
|
| S3 |
1.2190 |
1.2416 |
1.2898 |
|
| S4 |
1.1835 |
1.2061 |
1.2801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3030 |
1.2675 |
0.0355 |
2.7% |
0.0105 |
0.8% |
90% |
True |
False |
198 |
| 10 |
1.3030 |
1.2631 |
0.0399 |
3.1% |
0.0081 |
0.6% |
91% |
True |
False |
127 |
| 20 |
1.3030 |
1.2250 |
0.0780 |
6.0% |
0.0089 |
0.7% |
96% |
True |
False |
114 |
| 40 |
1.3030 |
1.2250 |
0.0780 |
6.0% |
0.0064 |
0.5% |
96% |
True |
False |
73 |
| 60 |
1.3030 |
1.2187 |
0.0843 |
6.5% |
0.0049 |
0.4% |
96% |
True |
False |
53 |
| 80 |
1.3030 |
1.1732 |
0.1298 |
10.0% |
0.0046 |
0.4% |
97% |
True |
False |
44 |
| 100 |
1.3030 |
1.1732 |
0.1298 |
10.0% |
0.0048 |
0.4% |
97% |
True |
False |
39 |
| 120 |
1.3030 |
1.1732 |
0.1298 |
10.0% |
0.0040 |
0.3% |
97% |
True |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3617 |
|
2.618 |
1.3391 |
|
1.618 |
1.3253 |
|
1.000 |
1.3168 |
|
0.618 |
1.3115 |
|
HIGH |
1.3030 |
|
0.618 |
1.2977 |
|
0.500 |
1.2961 |
|
0.382 |
1.2945 |
|
LOW |
1.2892 |
|
0.618 |
1.2807 |
|
1.000 |
1.2754 |
|
1.618 |
1.2669 |
|
2.618 |
1.2531 |
|
4.250 |
1.2306 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2984 |
1.2972 |
| PP |
1.2973 |
1.2947 |
| S1 |
1.2961 |
1.2923 |
|