CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2877 |
1.2930 |
0.0053 |
0.4% |
1.2780 |
| High |
1.3043 |
1.3113 |
0.0070 |
0.5% |
1.3043 |
| Low |
1.2846 |
1.2817 |
-0.0029 |
-0.2% |
1.2692 |
| Close |
1.2982 |
1.2976 |
-0.0006 |
0.0% |
1.2982 |
| Range |
0.0197 |
0.0296 |
0.0099 |
50.3% |
0.0351 |
| ATR |
0.0107 |
0.0121 |
0.0013 |
12.6% |
0.0000 |
| Volume |
127,736 |
185,765 |
58,029 |
45.4% |
463,277 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3857 |
1.3712 |
1.3139 |
|
| R3 |
1.3561 |
1.3416 |
1.3057 |
|
| R2 |
1.3265 |
1.3265 |
1.3030 |
|
| R1 |
1.3120 |
1.3120 |
1.3003 |
1.3193 |
| PP |
1.2969 |
1.2969 |
1.2969 |
1.3005 |
| S1 |
1.2824 |
1.2824 |
1.2949 |
1.2897 |
| S2 |
1.2673 |
1.2673 |
1.2922 |
|
| S3 |
1.2377 |
1.2528 |
1.2895 |
|
| S4 |
1.2081 |
1.2232 |
1.2813 |
|
|
| 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 |
1.3113 |
1.2692 |
0.0421 |
3.2% |
0.0164 |
1.3% |
67% |
True |
False |
113,603 |
| 10 |
1.3113 |
1.2613 |
0.0500 |
3.9% |
0.0127 |
1.0% |
73% |
True |
False |
102,009 |
| 20 |
1.3113 |
1.2243 |
0.0870 |
6.7% |
0.0120 |
0.9% |
84% |
True |
False |
102,310 |
| 40 |
1.3113 |
1.2243 |
0.0870 |
6.7% |
0.0103 |
0.8% |
84% |
True |
False |
94,491 |
| 60 |
1.3113 |
1.2169 |
0.0944 |
7.3% |
0.0103 |
0.8% |
85% |
True |
False |
63,253 |
| 80 |
1.3113 |
1.1712 |
0.1401 |
10.8% |
0.0103 |
0.8% |
90% |
True |
False |
47,496 |
| 100 |
1.3113 |
1.1707 |
0.1406 |
10.8% |
0.0108 |
0.8% |
90% |
True |
False |
38,029 |
| 120 |
1.3113 |
1.1707 |
0.1406 |
10.8% |
0.0092 |
0.7% |
90% |
True |
False |
31,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4371 |
|
2.618 |
1.3888 |
|
1.618 |
1.3592 |
|
1.000 |
1.3409 |
|
0.618 |
1.3296 |
|
HIGH |
1.3113 |
|
0.618 |
1.3000 |
|
0.500 |
1.2965 |
|
0.382 |
1.2930 |
|
LOW |
1.2817 |
|
0.618 |
1.2634 |
|
1.000 |
1.2521 |
|
1.618 |
1.2338 |
|
2.618 |
1.2042 |
|
4.250 |
1.1559 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2972 |
1.2972 |
| PP |
1.2969 |
1.2969 |
| S1 |
1.2965 |
1.2965 |
|