CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2644 |
1.2679 |
0.0035 |
0.3% |
1.2378 |
| High |
1.2682 |
1.2749 |
0.0067 |
0.5% |
1.2429 |
| Low |
1.2572 |
1.2567 |
-0.0005 |
0.0% |
1.2243 |
| Close |
1.2666 |
1.2642 |
-0.0024 |
-0.2% |
1.2408 |
| Range |
0.0110 |
0.0182 |
0.0072 |
65.5% |
0.0186 |
| ATR |
0.0105 |
0.0111 |
0.0005 |
5.2% |
0.0000 |
| Volume |
112,812 |
125,177 |
12,365 |
11.0% |
405,896 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3199 |
1.3102 |
1.2742 |
|
| R3 |
1.3017 |
1.2920 |
1.2692 |
|
| R2 |
1.2835 |
1.2835 |
1.2675 |
|
| R1 |
1.2738 |
1.2738 |
1.2659 |
1.2696 |
| PP |
1.2653 |
1.2653 |
1.2653 |
1.2631 |
| S1 |
1.2556 |
1.2556 |
1.2625 |
1.2514 |
| S2 |
1.2471 |
1.2471 |
1.2609 |
|
| S3 |
1.2289 |
1.2374 |
1.2592 |
|
| S4 |
1.2107 |
1.2192 |
1.2542 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2918 |
1.2849 |
1.2510 |
|
| R3 |
1.2732 |
1.2663 |
1.2459 |
|
| R2 |
1.2546 |
1.2546 |
1.2442 |
|
| R1 |
1.2477 |
1.2477 |
1.2425 |
1.2512 |
| PP |
1.2360 |
1.2360 |
1.2360 |
1.2377 |
| S1 |
1.2291 |
1.2291 |
1.2391 |
1.2326 |
| S2 |
1.2174 |
1.2174 |
1.2374 |
|
| S3 |
1.1988 |
1.2105 |
1.2357 |
|
| S4 |
1.1802 |
1.1919 |
1.2306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2749 |
1.2243 |
0.0506 |
4.0% |
0.0157 |
1.2% |
79% |
True |
False |
124,192 |
| 10 |
1.2749 |
1.2243 |
0.0506 |
4.0% |
0.0124 |
1.0% |
79% |
True |
False |
110,847 |
| 20 |
1.2749 |
1.2243 |
0.0506 |
4.0% |
0.0103 |
0.8% |
79% |
True |
False |
103,521 |
| 40 |
1.2749 |
1.2169 |
0.0580 |
4.6% |
0.0100 |
0.8% |
82% |
True |
False |
66,053 |
| 60 |
1.2749 |
1.2050 |
0.0699 |
5.5% |
0.0100 |
0.8% |
85% |
True |
False |
44,146 |
| 80 |
1.2749 |
1.1707 |
0.1042 |
8.2% |
0.0097 |
0.8% |
90% |
True |
False |
33,155 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.8% |
0.0097 |
0.8% |
76% |
False |
False |
26,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3523 |
|
2.618 |
1.3225 |
|
1.618 |
1.3043 |
|
1.000 |
1.2931 |
|
0.618 |
1.2861 |
|
HIGH |
1.2749 |
|
0.618 |
1.2679 |
|
0.500 |
1.2658 |
|
0.382 |
1.2637 |
|
LOW |
1.2567 |
|
0.618 |
1.2455 |
|
1.000 |
1.2385 |
|
1.618 |
1.2273 |
|
2.618 |
1.2091 |
|
4.250 |
1.1794 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2658 |
1.2628 |
| PP |
1.2653 |
1.2613 |
| S1 |
1.2647 |
1.2599 |
|