CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2840 |
1.2877 |
0.0037 |
0.3% |
1.2780 |
| High |
1.2887 |
1.3043 |
0.0156 |
1.2% |
1.3043 |
| Low |
1.2821 |
1.2846 |
0.0025 |
0.2% |
1.2692 |
| Close |
1.2859 |
1.2982 |
0.0123 |
1.0% |
1.2982 |
| Range |
0.0066 |
0.0197 |
0.0131 |
198.5% |
0.0351 |
| ATR |
0.0100 |
0.0107 |
0.0007 |
6.9% |
0.0000 |
| Volume |
75,900 |
127,736 |
51,836 |
68.3% |
463,277 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3548 |
1.3462 |
1.3090 |
|
| R3 |
1.3351 |
1.3265 |
1.3036 |
|
| R2 |
1.3154 |
1.3154 |
1.3018 |
|
| R1 |
1.3068 |
1.3068 |
1.3000 |
1.3111 |
| PP |
1.2957 |
1.2957 |
1.2957 |
1.2979 |
| S1 |
1.2871 |
1.2871 |
1.2964 |
1.2914 |
| S2 |
1.2760 |
1.2760 |
1.2946 |
|
| S3 |
1.2563 |
1.2674 |
1.2928 |
|
| S4 |
1.2366 |
1.2477 |
1.2874 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3959 |
1.3821 |
1.3175 |
|
| R3 |
1.3608 |
1.3470 |
1.3079 |
|
| R2 |
1.3257 |
1.3257 |
1.3046 |
|
| R1 |
1.3119 |
1.3119 |
1.3014 |
1.3188 |
| PP |
1.2906 |
1.2906 |
1.2906 |
1.2940 |
| S1 |
1.2768 |
1.2768 |
1.2950 |
1.2837 |
| S2 |
1.2555 |
1.2555 |
1.2918 |
|
| S3 |
1.2204 |
1.2417 |
1.2885 |
|
| S4 |
1.1853 |
1.2066 |
1.2789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3043 |
1.2692 |
0.0351 |
2.7% |
0.0121 |
0.9% |
83% |
True |
False |
92,655 |
| 10 |
1.3043 |
1.2613 |
0.0430 |
3.3% |
0.0101 |
0.8% |
86% |
True |
False |
88,549 |
| 20 |
1.3043 |
1.2243 |
0.0800 |
6.2% |
0.0111 |
0.9% |
92% |
True |
False |
97,461 |
| 40 |
1.3043 |
1.2243 |
0.0800 |
6.2% |
0.0099 |
0.8% |
92% |
True |
False |
89,919 |
| 60 |
1.3043 |
1.2169 |
0.0874 |
6.7% |
0.0100 |
0.8% |
93% |
True |
False |
60,158 |
| 80 |
1.3043 |
1.1707 |
0.1336 |
10.3% |
0.0100 |
0.8% |
95% |
True |
False |
45,175 |
| 100 |
1.3043 |
1.1707 |
0.1336 |
10.3% |
0.0105 |
0.8% |
95% |
True |
False |
36,172 |
| 120 |
1.3043 |
1.1707 |
0.1336 |
10.3% |
0.0090 |
0.7% |
95% |
True |
False |
30,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3880 |
|
2.618 |
1.3559 |
|
1.618 |
1.3362 |
|
1.000 |
1.3240 |
|
0.618 |
1.3165 |
|
HIGH |
1.3043 |
|
0.618 |
1.2968 |
|
0.500 |
1.2945 |
|
0.382 |
1.2921 |
|
LOW |
1.2846 |
|
0.618 |
1.2724 |
|
1.000 |
1.2649 |
|
1.618 |
1.2527 |
|
2.618 |
1.2330 |
|
4.250 |
1.2009 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2970 |
1.2961 |
| PP |
1.2957 |
1.2941 |
| S1 |
1.2945 |
1.2920 |
|