CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2780 |
1.2778 |
-0.0002 |
0.0% |
1.2650 |
| High |
1.2817 |
1.2854 |
0.0037 |
0.3% |
1.2780 |
| Low |
1.2734 |
1.2692 |
-0.0042 |
-0.3% |
1.2613 |
| Close |
1.2782 |
1.2845 |
0.0063 |
0.5% |
1.2754 |
| Range |
0.0083 |
0.0162 |
0.0079 |
95.2% |
0.0167 |
| ATR |
0.0099 |
0.0103 |
0.0005 |
4.6% |
0.0000 |
| Volume |
81,023 |
91,901 |
10,878 |
13.4% |
422,213 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3283 |
1.3226 |
1.2934 |
|
| R3 |
1.3121 |
1.3064 |
1.2890 |
|
| R2 |
1.2959 |
1.2959 |
1.2875 |
|
| R1 |
1.2902 |
1.2902 |
1.2860 |
1.2931 |
| PP |
1.2797 |
1.2797 |
1.2797 |
1.2811 |
| S1 |
1.2740 |
1.2740 |
1.2830 |
1.2769 |
| S2 |
1.2635 |
1.2635 |
1.2815 |
|
| S3 |
1.2473 |
1.2578 |
1.2800 |
|
| S4 |
1.2311 |
1.2416 |
1.2756 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3217 |
1.3152 |
1.2846 |
|
| R3 |
1.3050 |
1.2985 |
1.2800 |
|
| R2 |
1.2883 |
1.2883 |
1.2785 |
|
| R1 |
1.2818 |
1.2818 |
1.2769 |
1.2851 |
| PP |
1.2716 |
1.2716 |
1.2716 |
1.2732 |
| S1 |
1.2651 |
1.2651 |
1.2739 |
1.2684 |
| S2 |
1.2549 |
1.2549 |
1.2723 |
|
| S3 |
1.2382 |
1.2484 |
1.2708 |
|
| S4 |
1.2215 |
1.2317 |
1.2662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2854 |
1.2613 |
0.0241 |
1.9% |
0.0108 |
0.8% |
96% |
True |
False |
88,717 |
| 10 |
1.2854 |
1.2567 |
0.0287 |
2.2% |
0.0100 |
0.8% |
97% |
True |
False |
91,076 |
| 20 |
1.2854 |
1.2243 |
0.0611 |
4.8% |
0.0107 |
0.8% |
99% |
True |
False |
99,275 |
| 40 |
1.2854 |
1.2240 |
0.0614 |
4.8% |
0.0100 |
0.8% |
99% |
True |
False |
82,763 |
| 60 |
1.2854 |
1.2169 |
0.0685 |
5.3% |
0.0099 |
0.8% |
99% |
True |
False |
55,328 |
| 80 |
1.2854 |
1.1707 |
0.1147 |
8.9% |
0.0100 |
0.8% |
99% |
True |
False |
41,554 |
| 100 |
1.2944 |
1.1707 |
0.1237 |
9.6% |
0.0102 |
0.8% |
92% |
False |
False |
33,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3543 |
|
2.618 |
1.3278 |
|
1.618 |
1.3116 |
|
1.000 |
1.3016 |
|
0.618 |
1.2954 |
|
HIGH |
1.2854 |
|
0.618 |
1.2792 |
|
0.500 |
1.2773 |
|
0.382 |
1.2754 |
|
LOW |
1.2692 |
|
0.618 |
1.2592 |
|
1.000 |
1.2530 |
|
1.618 |
1.2430 |
|
2.618 |
1.2268 |
|
4.250 |
1.2004 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2821 |
1.2821 |
| PP |
1.2797 |
1.2797 |
| S1 |
1.2773 |
1.2773 |
|