CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2638 |
1.2690 |
0.0052 |
0.4% |
1.2424 |
| High |
1.2711 |
1.2780 |
0.0069 |
0.5% |
1.2749 |
| Low |
1.2613 |
1.2657 |
0.0044 |
0.3% |
1.2377 |
| Close |
1.2700 |
1.2750 |
0.0050 |
0.4% |
1.2654 |
| Range |
0.0098 |
0.0123 |
0.0025 |
25.5% |
0.0372 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
1.6% |
0.0000 |
| Volume |
78,613 |
118,438 |
39,825 |
50.7% |
569,065 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3098 |
1.3047 |
1.2818 |
|
| R3 |
1.2975 |
1.2924 |
1.2784 |
|
| R2 |
1.2852 |
1.2852 |
1.2773 |
|
| R1 |
1.2801 |
1.2801 |
1.2761 |
1.2827 |
| PP |
1.2729 |
1.2729 |
1.2729 |
1.2742 |
| S1 |
1.2678 |
1.2678 |
1.2739 |
1.2704 |
| S2 |
1.2606 |
1.2606 |
1.2727 |
|
| S3 |
1.2483 |
1.2555 |
1.2716 |
|
| S4 |
1.2360 |
1.2432 |
1.2682 |
|
|
| 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 |
1.2780 |
1.2613 |
0.0167 |
1.3% |
0.0079 |
0.6% |
82% |
True |
False |
85,247 |
| 10 |
1.2780 |
1.2243 |
0.0537 |
4.2% |
0.0118 |
0.9% |
94% |
True |
False |
104,719 |
| 20 |
1.2780 |
1.2243 |
0.0537 |
4.2% |
0.0104 |
0.8% |
94% |
True |
False |
102,863 |
| 40 |
1.2780 |
1.2175 |
0.0605 |
4.7% |
0.0099 |
0.8% |
95% |
True |
False |
76,644 |
| 60 |
1.2780 |
1.2106 |
0.0674 |
5.3% |
0.0100 |
0.8% |
96% |
True |
False |
51,233 |
| 80 |
1.2780 |
1.1707 |
0.1073 |
8.4% |
0.0099 |
0.8% |
97% |
True |
False |
38,481 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.7% |
0.0100 |
0.8% |
84% |
False |
False |
30,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3303 |
|
2.618 |
1.3102 |
|
1.618 |
1.2979 |
|
1.000 |
1.2903 |
|
0.618 |
1.2856 |
|
HIGH |
1.2780 |
|
0.618 |
1.2733 |
|
0.500 |
1.2719 |
|
0.382 |
1.2704 |
|
LOW |
1.2657 |
|
0.618 |
1.2581 |
|
1.000 |
1.2534 |
|
1.618 |
1.2458 |
|
2.618 |
1.2335 |
|
4.250 |
1.2134 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2740 |
1.2732 |
| PP |
1.2729 |
1.2714 |
| S1 |
1.2719 |
1.2697 |
|