CME Japanese Yen Future December 2011
| 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 |
1.2943 |
1.2949 |
0.0006 |
0.0% |
1.2790 |
| High |
1.3001 |
1.3039 |
0.0038 |
0.3% |
1.3030 |
| Low |
1.2871 |
1.2947 |
0.0076 |
0.6% |
1.2675 |
| Close |
1.2974 |
1.3025 |
0.0051 |
0.4% |
1.2996 |
| Range |
0.0130 |
0.0092 |
-0.0038 |
-29.2% |
0.0355 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
393 |
396 |
3 |
0.8% |
993 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3280 |
1.3244 |
1.3076 |
|
| R3 |
1.3188 |
1.3152 |
1.3050 |
|
| R2 |
1.3096 |
1.3096 |
1.3042 |
|
| R1 |
1.3060 |
1.3060 |
1.3033 |
1.3078 |
| PP |
1.3004 |
1.3004 |
1.3004 |
1.3013 |
| S1 |
1.2968 |
1.2968 |
1.3017 |
1.2986 |
| S2 |
1.2912 |
1.2912 |
1.3008 |
|
| S3 |
1.2820 |
1.2876 |
1.3000 |
|
| S4 |
1.2728 |
1.2784 |
1.2974 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3965 |
1.3836 |
1.3191 |
|
| R3 |
1.3610 |
1.3481 |
1.3094 |
|
| R2 |
1.3255 |
1.3255 |
1.3061 |
|
| R1 |
1.3126 |
1.3126 |
1.3029 |
1.3191 |
| PP |
1.2900 |
1.2900 |
1.2900 |
1.2933 |
| S1 |
1.2771 |
1.2771 |
1.2963 |
1.2836 |
| S2 |
1.2545 |
1.2545 |
1.2931 |
|
| S3 |
1.2190 |
1.2416 |
1.2898 |
|
| S4 |
1.1835 |
1.2061 |
1.2801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3120 |
1.2838 |
0.0282 |
2.2% |
0.0138 |
1.1% |
66% |
False |
False |
342 |
| 10 |
1.3120 |
1.2675 |
0.0445 |
3.4% |
0.0118 |
0.9% |
79% |
False |
False |
231 |
| 20 |
1.3120 |
1.2250 |
0.0870 |
6.7% |
0.0107 |
0.8% |
89% |
False |
False |
170 |
| 40 |
1.3120 |
1.2250 |
0.0870 |
6.7% |
0.0077 |
0.6% |
89% |
False |
False |
102 |
| 60 |
1.3120 |
1.2187 |
0.0933 |
7.2% |
0.0055 |
0.4% |
90% |
False |
False |
73 |
| 80 |
1.3120 |
1.1838 |
0.1282 |
9.8% |
0.0052 |
0.4% |
93% |
False |
False |
59 |
| 100 |
1.3120 |
1.1732 |
0.1388 |
10.7% |
0.0053 |
0.4% |
93% |
False |
False |
51 |
| 120 |
1.3120 |
1.1732 |
0.1388 |
10.7% |
0.0045 |
0.3% |
93% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3430 |
|
2.618 |
1.3280 |
|
1.618 |
1.3188 |
|
1.000 |
1.3131 |
|
0.618 |
1.3096 |
|
HIGH |
1.3039 |
|
0.618 |
1.3004 |
|
0.500 |
1.2993 |
|
0.382 |
1.2982 |
|
LOW |
1.2947 |
|
0.618 |
1.2890 |
|
1.000 |
1.2855 |
|
1.618 |
1.2798 |
|
2.618 |
1.2706 |
|
4.250 |
1.2556 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3014 |
1.3011 |
| PP |
1.3004 |
1.2996 |
| S1 |
1.2993 |
1.2982 |
|