CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.2642 |
1.2680 |
0.0038 |
0.3% |
1.2399 |
High |
1.2678 |
1.2680 |
0.0002 |
0.0% |
1.2758 |
Low |
1.2642 |
1.2680 |
0.0038 |
0.3% |
1.2399 |
Close |
1.2667 |
1.2666 |
-0.0001 |
0.0% |
1.2667 |
Range |
0.0036 |
0.0000 |
-0.0036 |
-100.0% |
0.0359 |
ATR |
0.0082 |
0.0077 |
-0.0005 |
-6.0% |
0.0000 |
Volume |
380 |
105 |
-275 |
-72.4% |
899 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2675 |
1.2671 |
1.2666 |
|
R3 |
1.2675 |
1.2671 |
1.2666 |
|
R2 |
1.2675 |
1.2675 |
1.2666 |
|
R1 |
1.2671 |
1.2671 |
1.2666 |
1.2673 |
PP |
1.2675 |
1.2675 |
1.2675 |
1.2677 |
S1 |
1.2671 |
1.2671 |
1.2666 |
1.2673 |
S2 |
1.2675 |
1.2675 |
1.2666 |
|
S3 |
1.2675 |
1.2671 |
1.2666 |
|
S4 |
1.2675 |
1.2671 |
1.2666 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3685 |
1.3535 |
1.2864 |
|
R3 |
1.3326 |
1.3176 |
1.2766 |
|
R2 |
1.2967 |
1.2967 |
1.2733 |
|
R1 |
1.2817 |
1.2817 |
1.2700 |
1.2892 |
PP |
1.2608 |
1.2608 |
1.2608 |
1.2646 |
S1 |
1.2458 |
1.2458 |
1.2634 |
1.2533 |
S2 |
1.2249 |
1.2249 |
1.2601 |
|
S3 |
1.1890 |
1.2099 |
1.2568 |
|
S4 |
1.1531 |
1.1740 |
1.2470 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2758 |
1.2468 |
0.0290 |
2.3% |
0.0090 |
0.7% |
68% |
False |
False |
177 |
10 |
1.2758 |
1.2250 |
0.0508 |
4.0% |
0.0089 |
0.7% |
82% |
False |
False |
106 |
20 |
1.2758 |
1.2250 |
0.0508 |
4.0% |
0.0068 |
0.5% |
82% |
False |
False |
71 |
40 |
1.2758 |
1.2187 |
0.0571 |
4.5% |
0.0047 |
0.4% |
84% |
False |
False |
46 |
60 |
1.2758 |
1.2131 |
0.0627 |
5.0% |
0.0044 |
0.3% |
85% |
False |
False |
37 |
80 |
1.2758 |
1.1732 |
0.1026 |
8.1% |
0.0038 |
0.3% |
91% |
False |
False |
31 |
100 |
1.2758 |
1.1732 |
0.1026 |
8.1% |
0.0040 |
0.3% |
91% |
False |
False |
27 |
120 |
1.2758 |
1.1732 |
0.1026 |
8.1% |
0.0034 |
0.3% |
91% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2680 |
2.618 |
1.2680 |
1.618 |
1.2680 |
1.000 |
1.2680 |
0.618 |
1.2680 |
HIGH |
1.2680 |
0.618 |
1.2680 |
0.500 |
1.2680 |
0.382 |
1.2680 |
LOW |
1.2680 |
0.618 |
1.2680 |
1.000 |
1.2680 |
1.618 |
1.2680 |
2.618 |
1.2680 |
4.250 |
1.2680 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2680 |
1.2687 |
PP |
1.2675 |
1.2680 |
S1 |
1.2671 |
1.2673 |
|