CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.2726 |
1.2790 |
0.0064 |
0.5% |
1.2680 |
High |
1.2788 |
1.2826 |
0.0038 |
0.3% |
1.2788 |
Low |
1.2726 |
1.2759 |
0.0033 |
0.3% |
1.2631 |
Close |
1.2764 |
1.2793 |
0.0029 |
0.2% |
1.2764 |
Range |
0.0062 |
0.0067 |
0.0005 |
8.1% |
0.0157 |
ATR |
0.0076 |
0.0075 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
78 |
80 |
2 |
2.6% |
277 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2994 |
1.2960 |
1.2830 |
|
R3 |
1.2927 |
1.2893 |
1.2811 |
|
R2 |
1.2860 |
1.2860 |
1.2805 |
|
R1 |
1.2826 |
1.2826 |
1.2799 |
1.2843 |
PP |
1.2793 |
1.2793 |
1.2793 |
1.2801 |
S1 |
1.2759 |
1.2759 |
1.2787 |
1.2776 |
S2 |
1.2726 |
1.2726 |
1.2781 |
|
S3 |
1.2659 |
1.2692 |
1.2775 |
|
S4 |
1.2592 |
1.2625 |
1.2756 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3199 |
1.3138 |
1.2850 |
|
R3 |
1.3042 |
1.2981 |
1.2807 |
|
R2 |
1.2885 |
1.2885 |
1.2793 |
|
R1 |
1.2824 |
1.2824 |
1.2778 |
1.2855 |
PP |
1.2728 |
1.2728 |
1.2728 |
1.2743 |
S1 |
1.2667 |
1.2667 |
1.2750 |
1.2698 |
S2 |
1.2571 |
1.2571 |
1.2735 |
|
S3 |
1.2414 |
1.2510 |
1.2721 |
|
S4 |
1.2257 |
1.2353 |
1.2678 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2826 |
1.2631 |
0.0195 |
1.5% |
0.0071 |
0.6% |
83% |
True |
False |
50 |
10 |
1.2826 |
1.2468 |
0.0358 |
2.8% |
0.0081 |
0.6% |
91% |
True |
False |
114 |
20 |
1.2826 |
1.2250 |
0.0576 |
4.5% |
0.0079 |
0.6% |
94% |
True |
False |
80 |
40 |
1.2826 |
1.2250 |
0.0576 |
4.5% |
0.0055 |
0.4% |
94% |
True |
False |
52 |
60 |
1.2826 |
1.2187 |
0.0639 |
5.0% |
0.0044 |
0.3% |
95% |
True |
False |
40 |
80 |
1.2826 |
1.1732 |
0.1094 |
8.6% |
0.0042 |
0.3% |
97% |
True |
False |
34 |
100 |
1.2826 |
1.1732 |
0.1094 |
8.6% |
0.0043 |
0.3% |
97% |
True |
False |
30 |
120 |
1.2826 |
1.1732 |
0.1094 |
8.6% |
0.0037 |
0.3% |
97% |
True |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3111 |
2.618 |
1.3001 |
1.618 |
1.2934 |
1.000 |
1.2893 |
0.618 |
1.2867 |
HIGH |
1.2826 |
0.618 |
1.2800 |
0.500 |
1.2793 |
0.382 |
1.2785 |
LOW |
1.2759 |
0.618 |
1.2718 |
1.000 |
1.2692 |
1.618 |
1.2651 |
2.618 |
1.2584 |
4.250 |
1.2474 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2793 |
1.2780 |
PP |
1.2793 |
1.2767 |
S1 |
1.2793 |
1.2754 |
|