CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2993 |
1.3000 |
0.0007 |
0.1% |
1.2810 |
| High |
1.2993 |
1.3068 |
0.0075 |
0.6% |
1.3014 |
| Low |
1.2993 |
1.3000 |
0.0007 |
0.1% |
1.2810 |
| Close |
1.2993 |
1.3044 |
0.0051 |
0.4% |
1.3014 |
| Range |
0.0000 |
0.0068 |
0.0068 |
|
0.0204 |
| ATR |
0.0041 |
0.0044 |
0.0002 |
5.8% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3241 |
1.3211 |
1.3081 |
|
| R3 |
1.3173 |
1.3143 |
1.3063 |
|
| R2 |
1.3105 |
1.3105 |
1.3056 |
|
| R1 |
1.3075 |
1.3075 |
1.3050 |
1.3090 |
| PP |
1.3037 |
1.3037 |
1.3037 |
1.3045 |
| S1 |
1.3007 |
1.3007 |
1.3038 |
1.3022 |
| S2 |
1.2969 |
1.2969 |
1.3032 |
|
| S3 |
1.2901 |
1.2939 |
1.3025 |
|
| S4 |
1.2833 |
1.2871 |
1.3007 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3558 |
1.3490 |
1.3126 |
|
| R3 |
1.3354 |
1.3286 |
1.3070 |
|
| R2 |
1.3150 |
1.3150 |
1.3051 |
|
| R1 |
1.3082 |
1.3082 |
1.3033 |
1.3116 |
| PP |
1.2946 |
1.2946 |
1.2946 |
1.2963 |
| S1 |
1.2878 |
1.2878 |
1.2995 |
1.2912 |
| S2 |
1.2742 |
1.2742 |
1.2977 |
|
| S3 |
1.2538 |
1.2674 |
1.2958 |
|
| S4 |
1.2334 |
1.2470 |
1.2902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3068 |
1.2888 |
0.0180 |
1.4% |
0.0022 |
0.2% |
87% |
True |
False |
2 |
| 10 |
1.3068 |
1.2776 |
0.0292 |
2.2% |
0.0011 |
0.1% |
92% |
True |
False |
2 |
| 20 |
1.3068 |
1.2338 |
0.0730 |
5.6% |
0.0007 |
0.1% |
97% |
True |
False |
1 |
| 40 |
1.3068 |
1.2338 |
0.0730 |
5.6% |
0.0004 |
0.0% |
97% |
True |
False |
14 |
| 60 |
1.3068 |
1.2201 |
0.0867 |
6.6% |
0.0002 |
0.0% |
97% |
True |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3357 |
|
2.618 |
1.3246 |
|
1.618 |
1.3178 |
|
1.000 |
1.3136 |
|
0.618 |
1.3110 |
|
HIGH |
1.3068 |
|
0.618 |
1.3042 |
|
0.500 |
1.3034 |
|
0.382 |
1.3026 |
|
LOW |
1.3000 |
|
0.618 |
1.2958 |
|
1.000 |
1.2932 |
|
1.618 |
1.2890 |
|
2.618 |
1.2822 |
|
4.250 |
1.2711 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3041 |
1.3040 |
| PP |
1.3037 |
1.3035 |
| S1 |
1.3034 |
1.3031 |
|