CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2679 |
1.2637 |
-0.0042 |
-0.3% |
1.2424 |
| High |
1.2749 |
1.2681 |
-0.0068 |
-0.5% |
1.2749 |
| Low |
1.2567 |
1.2620 |
0.0053 |
0.4% |
1.2377 |
| Close |
1.2642 |
1.2654 |
0.0012 |
0.1% |
1.2654 |
| Range |
0.0182 |
0.0061 |
-0.0121 |
-66.5% |
0.0372 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
125,177 |
77,635 |
-47,542 |
-38.0% |
569,065 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2835 |
1.2805 |
1.2688 |
|
| R3 |
1.2774 |
1.2744 |
1.2671 |
|
| R2 |
1.2713 |
1.2713 |
1.2665 |
|
| R1 |
1.2683 |
1.2683 |
1.2660 |
1.2698 |
| PP |
1.2652 |
1.2652 |
1.2652 |
1.2659 |
| S1 |
1.2622 |
1.2622 |
1.2648 |
1.2637 |
| S2 |
1.2591 |
1.2591 |
1.2643 |
|
| S3 |
1.2530 |
1.2561 |
1.2637 |
|
| S4 |
1.2469 |
1.2500 |
1.2620 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3709 |
1.3554 |
1.2859 |
|
| R3 |
1.3337 |
1.3182 |
1.2756 |
|
| R2 |
1.2965 |
1.2965 |
1.2722 |
|
| R1 |
1.2810 |
1.2810 |
1.2688 |
1.2888 |
| PP |
1.2593 |
1.2593 |
1.2593 |
1.2632 |
| S1 |
1.2438 |
1.2438 |
1.2620 |
1.2516 |
| S2 |
1.2221 |
1.2221 |
1.2586 |
|
| S3 |
1.1849 |
1.2066 |
1.2552 |
|
| S4 |
1.1477 |
1.1694 |
1.2449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2749 |
1.2377 |
0.0372 |
2.9% |
0.0132 |
1.0% |
74% |
False |
False |
113,813 |
| 10 |
1.2749 |
1.2243 |
0.0506 |
4.0% |
0.0120 |
0.9% |
81% |
False |
False |
106,373 |
| 20 |
1.2749 |
1.2243 |
0.0506 |
4.0% |
0.0101 |
0.8% |
81% |
False |
False |
101,526 |
| 40 |
1.2749 |
1.2169 |
0.0580 |
4.6% |
0.0099 |
0.8% |
84% |
False |
False |
67,985 |
| 60 |
1.2749 |
1.2050 |
0.0699 |
5.5% |
0.0101 |
0.8% |
86% |
False |
False |
45,433 |
| 80 |
1.2749 |
1.1707 |
0.1042 |
8.2% |
0.0097 |
0.8% |
91% |
False |
False |
34,124 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.8% |
0.0097 |
0.8% |
77% |
False |
False |
27,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2940 |
|
2.618 |
1.2841 |
|
1.618 |
1.2780 |
|
1.000 |
1.2742 |
|
0.618 |
1.2719 |
|
HIGH |
1.2681 |
|
0.618 |
1.2658 |
|
0.500 |
1.2651 |
|
0.382 |
1.2643 |
|
LOW |
1.2620 |
|
0.618 |
1.2582 |
|
1.000 |
1.2559 |
|
1.618 |
1.2521 |
|
2.618 |
1.2460 |
|
4.250 |
1.2361 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2653 |
1.2658 |
| PP |
1.2652 |
1.2657 |
| S1 |
1.2651 |
1.2655 |
|