CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2652 |
1.2798 |
0.0146 |
1.2% |
1.2930 |
| High |
1.2775 |
1.2918 |
0.0143 |
1.1% |
1.3113 |
| Low |
1.2596 |
1.2749 |
0.0153 |
1.2% |
1.2467 |
| Close |
1.2755 |
1.2891 |
0.0136 |
1.1% |
1.2755 |
| Range |
0.0179 |
0.0169 |
-0.0010 |
-5.6% |
0.0646 |
| ATR |
0.0153 |
0.0155 |
0.0001 |
0.7% |
0.0000 |
| Volume |
166,447 |
122,687 |
-43,760 |
-26.3% |
943,882 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3360 |
1.3294 |
1.2984 |
|
| R3 |
1.3191 |
1.3125 |
1.2937 |
|
| R2 |
1.3022 |
1.3022 |
1.2922 |
|
| R1 |
1.2956 |
1.2956 |
1.2906 |
1.2989 |
| PP |
1.2853 |
1.2853 |
1.2853 |
1.2869 |
| S1 |
1.2787 |
1.2787 |
1.2876 |
1.2820 |
| S2 |
1.2684 |
1.2684 |
1.2860 |
|
| S3 |
1.2515 |
1.2618 |
1.2845 |
|
| S4 |
1.2346 |
1.2449 |
1.2798 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4716 |
1.4382 |
1.3110 |
|
| R3 |
1.4070 |
1.3736 |
1.2933 |
|
| R2 |
1.3424 |
1.3424 |
1.2873 |
|
| R1 |
1.3090 |
1.3090 |
1.2814 |
1.2934 |
| PP |
1.2778 |
1.2778 |
1.2778 |
1.2701 |
| S1 |
1.2444 |
1.2444 |
1.2696 |
1.2288 |
| S2 |
1.2132 |
1.2132 |
1.2637 |
|
| S3 |
1.1486 |
1.1798 |
1.2577 |
|
| S4 |
1.0840 |
1.1152 |
1.2400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3031 |
1.2467 |
0.0564 |
4.4% |
0.0229 |
1.8% |
75% |
False |
False |
176,160 |
| 10 |
1.3113 |
1.2467 |
0.0646 |
5.0% |
0.0196 |
1.5% |
66% |
False |
False |
144,882 |
| 20 |
1.3113 |
1.2448 |
0.0665 |
5.2% |
0.0150 |
1.2% |
67% |
False |
False |
120,827 |
| 40 |
1.3113 |
1.2243 |
0.0870 |
6.7% |
0.0122 |
0.9% |
74% |
False |
False |
110,465 |
| 60 |
1.3113 |
1.2169 |
0.0944 |
7.3% |
0.0113 |
0.9% |
76% |
False |
False |
77,893 |
| 80 |
1.3113 |
1.1952 |
0.1161 |
9.0% |
0.0111 |
0.9% |
81% |
False |
False |
58,490 |
| 100 |
1.3113 |
1.1707 |
0.1406 |
10.9% |
0.0111 |
0.9% |
84% |
False |
False |
46,833 |
| 120 |
1.3113 |
1.1707 |
0.1406 |
10.9% |
0.0102 |
0.8% |
84% |
False |
False |
39,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3636 |
|
2.618 |
1.3360 |
|
1.618 |
1.3191 |
|
1.000 |
1.3087 |
|
0.618 |
1.3022 |
|
HIGH |
1.2918 |
|
0.618 |
1.2853 |
|
0.500 |
1.2834 |
|
0.382 |
1.2814 |
|
LOW |
1.2749 |
|
0.618 |
1.2645 |
|
1.000 |
1.2580 |
|
1.618 |
1.2476 |
|
2.618 |
1.2307 |
|
4.250 |
1.2031 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2872 |
1.2840 |
| PP |
1.2853 |
1.2790 |
| S1 |
1.2834 |
1.2739 |
|