CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2399 |
1.2468 |
0.0069 |
0.6% |
1.2400 |
| High |
1.2500 |
1.2643 |
0.0143 |
1.1% |
1.2437 |
| Low |
1.2399 |
1.2468 |
0.0069 |
0.6% |
1.2250 |
| Close |
1.2495 |
1.2614 |
0.0119 |
1.0% |
1.2418 |
| Range |
0.0101 |
0.0175 |
0.0074 |
73.3% |
0.0187 |
| ATR |
0.0073 |
0.0080 |
0.0007 |
10.0% |
0.0000 |
| Volume |
115 |
63 |
-52 |
-45.2% |
59 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3100 |
1.3032 |
1.2710 |
|
| R3 |
1.2925 |
1.2857 |
1.2662 |
|
| R2 |
1.2750 |
1.2750 |
1.2646 |
|
| R1 |
1.2682 |
1.2682 |
1.2630 |
1.2716 |
| PP |
1.2575 |
1.2575 |
1.2575 |
1.2592 |
| S1 |
1.2507 |
1.2507 |
1.2598 |
1.2541 |
| S2 |
1.2400 |
1.2400 |
1.2582 |
|
| S3 |
1.2225 |
1.2332 |
1.2566 |
|
| S4 |
1.2050 |
1.2157 |
1.2518 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2929 |
1.2861 |
1.2521 |
|
| R3 |
1.2742 |
1.2674 |
1.2469 |
|
| R2 |
1.2555 |
1.2555 |
1.2452 |
|
| R1 |
1.2487 |
1.2487 |
1.2435 |
1.2521 |
| PP |
1.2368 |
1.2368 |
1.2368 |
1.2386 |
| S1 |
1.2300 |
1.2300 |
1.2401 |
1.2334 |
| S2 |
1.2181 |
1.2181 |
1.2384 |
|
| S3 |
1.1994 |
1.2113 |
1.2367 |
|
| S4 |
1.1807 |
1.1926 |
1.2315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2643 |
1.2250 |
0.0393 |
3.1% |
0.0109 |
0.9% |
93% |
True |
False |
44 |
| 10 |
1.2643 |
1.2250 |
0.0393 |
3.1% |
0.0088 |
0.7% |
93% |
True |
False |
51 |
| 20 |
1.2643 |
1.2250 |
0.0393 |
3.1% |
0.0067 |
0.5% |
93% |
True |
False |
39 |
| 40 |
1.2643 |
1.2187 |
0.0456 |
3.6% |
0.0043 |
0.3% |
94% |
True |
False |
26 |
| 60 |
1.2643 |
1.2028 |
0.0615 |
4.9% |
0.0041 |
0.3% |
95% |
True |
False |
24 |
| 80 |
1.2643 |
1.1732 |
0.0911 |
7.2% |
0.0039 |
0.3% |
97% |
True |
False |
23 |
| 100 |
1.2708 |
1.1732 |
0.0976 |
7.7% |
0.0037 |
0.3% |
90% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3387 |
|
2.618 |
1.3101 |
|
1.618 |
1.2926 |
|
1.000 |
1.2818 |
|
0.618 |
1.2751 |
|
HIGH |
1.2643 |
|
0.618 |
1.2576 |
|
0.500 |
1.2556 |
|
0.382 |
1.2535 |
|
LOW |
1.2468 |
|
0.618 |
1.2360 |
|
1.000 |
1.2293 |
|
1.618 |
1.2185 |
|
2.618 |
1.2010 |
|
4.250 |
1.1724 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2595 |
1.2558 |
| PP |
1.2575 |
1.2502 |
| S1 |
1.2556 |
1.2447 |
|