CME Japanese Yen Future March 2012
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 |
1.2888 |
1.3014 |
0.0126 |
1.0% |
1.2810 |
High |
1.2888 |
1.3014 |
0.0126 |
1.0% |
1.3014 |
Low |
1.2888 |
1.3014 |
0.0126 |
1.0% |
1.2810 |
Close |
1.2888 |
1.3014 |
0.0126 |
1.0% |
1.3014 |
Range |
|
|
|
|
|
ATR |
0.0037 |
0.0044 |
0.0006 |
16.9% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3014 |
1.3014 |
1.3014 |
|
R3 |
1.3014 |
1.3014 |
1.3014 |
|
R2 |
1.3014 |
1.3014 |
1.3014 |
|
R1 |
1.3014 |
1.3014 |
1.3014 |
1.3014 |
PP |
1.3014 |
1.3014 |
1.3014 |
1.3014 |
S1 |
1.3014 |
1.3014 |
1.3014 |
1.3014 |
S2 |
1.3014 |
1.3014 |
1.3014 |
|
S3 |
1.3014 |
1.3014 |
1.3014 |
|
S4 |
1.3014 |
1.3014 |
1.3014 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3558 |
1.3490 |
1.3126 |
|
R3 |
1.3354 |
1.3286 |
1.3070 |
|
R2 |
1.3150 |
1.3150 |
1.3051 |
|
R1 |
1.3082 |
1.3082 |
1.3033 |
1.3116 |
PP |
1.2946 |
1.2946 |
1.2946 |
1.2963 |
S1 |
1.2878 |
1.2878 |
1.2995 |
1.2912 |
S2 |
1.2742 |
1.2742 |
1.2977 |
|
S3 |
1.2538 |
1.2674 |
1.2958 |
|
S4 |
1.2334 |
1.2470 |
1.2902 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3014 |
1.2810 |
0.0204 |
1.6% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
10 |
1.3014 |
1.2665 |
0.0349 |
2.7% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
20 |
1.3014 |
1.2338 |
0.0676 |
5.2% |
0.0002 |
0.0% |
100% |
True |
False |
1 |
40 |
1.3014 |
1.2338 |
0.0676 |
5.2% |
0.0001 |
0.0% |
100% |
True |
False |
14 |
60 |
1.3014 |
1.2201 |
0.0813 |
6.2% |
0.0001 |
0.0% |
100% |
True |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3014 |
2.618 |
1.3014 |
1.618 |
1.3014 |
1.000 |
1.3014 |
0.618 |
1.3014 |
HIGH |
1.3014 |
0.618 |
1.3014 |
0.500 |
1.3014 |
0.382 |
1.3014 |
LOW |
1.3014 |
0.618 |
1.3014 |
1.000 |
1.3014 |
1.618 |
1.3014 |
2.618 |
1.3014 |
4.250 |
1.3014 |
|
|
Fisher Pivots for day following 29-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3014 |
1.2986 |
PP |
1.3014 |
1.2959 |
S1 |
1.3014 |
1.2931 |
|