CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2679 |
1.2638 |
-0.0041 |
-0.3% |
1.2399 |
| High |
1.2690 |
1.2713 |
0.0023 |
0.2% |
1.2758 |
| Low |
1.2637 |
1.2631 |
-0.0006 |
0.0% |
1.2399 |
| Close |
1.2646 |
1.2711 |
0.0065 |
0.5% |
1.2667 |
| Range |
0.0053 |
0.0082 |
0.0029 |
54.7% |
0.0359 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.6% |
0.0000 |
| Volume |
3 |
50 |
47 |
1,566.7% |
899 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2931 |
1.2903 |
1.2756 |
|
| R3 |
1.2849 |
1.2821 |
1.2734 |
|
| R2 |
1.2767 |
1.2767 |
1.2726 |
|
| R1 |
1.2739 |
1.2739 |
1.2719 |
1.2753 |
| PP |
1.2685 |
1.2685 |
1.2685 |
1.2692 |
| S1 |
1.2657 |
1.2657 |
1.2703 |
1.2671 |
| S2 |
1.2603 |
1.2603 |
1.2696 |
|
| S3 |
1.2521 |
1.2575 |
1.2688 |
|
| S4 |
1.2439 |
1.2493 |
1.2666 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3685 |
1.3535 |
1.2864 |
|
| R3 |
1.3326 |
1.3176 |
1.2766 |
|
| R2 |
1.2967 |
1.2967 |
1.2733 |
|
| R1 |
1.2817 |
1.2817 |
1.2700 |
1.2892 |
| PP |
1.2608 |
1.2608 |
1.2608 |
1.2646 |
| S1 |
1.2458 |
1.2458 |
1.2634 |
1.2533 |
| S2 |
1.2249 |
1.2249 |
1.2601 |
|
| S3 |
1.1890 |
1.2099 |
1.2568 |
|
| S4 |
1.1531 |
1.1740 |
1.2470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2758 |
1.2615 |
0.0143 |
1.1% |
0.0063 |
0.5% |
67% |
False |
False |
122 |
| 10 |
1.2758 |
1.2250 |
0.0508 |
4.0% |
0.0096 |
0.8% |
91% |
False |
False |
109 |
| 20 |
1.2758 |
1.2250 |
0.0508 |
4.0% |
0.0074 |
0.6% |
91% |
False |
False |
72 |
| 40 |
1.2758 |
1.2187 |
0.0571 |
4.5% |
0.0050 |
0.4% |
92% |
False |
False |
47 |
| 60 |
1.2758 |
1.2131 |
0.0627 |
4.9% |
0.0045 |
0.4% |
93% |
False |
False |
37 |
| 80 |
1.2758 |
1.1732 |
0.1026 |
8.1% |
0.0039 |
0.3% |
95% |
False |
False |
31 |
| 100 |
1.2758 |
1.1732 |
0.1026 |
8.1% |
0.0041 |
0.3% |
95% |
False |
False |
28 |
| 120 |
1.2758 |
1.1732 |
0.1026 |
8.1% |
0.0035 |
0.3% |
95% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3062 |
|
2.618 |
1.2928 |
|
1.618 |
1.2846 |
|
1.000 |
1.2795 |
|
0.618 |
1.2764 |
|
HIGH |
1.2713 |
|
0.618 |
1.2682 |
|
0.500 |
1.2672 |
|
0.382 |
1.2662 |
|
LOW |
1.2631 |
|
0.618 |
1.2580 |
|
1.000 |
1.2549 |
|
1.618 |
1.2498 |
|
2.618 |
1.2416 |
|
4.250 |
1.2283 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2698 |
1.2698 |
| PP |
1.2685 |
1.2685 |
| S1 |
1.2672 |
1.2672 |
|