CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2949 |
1.3003 |
0.0054 |
0.4% |
1.2790 |
| High |
1.3039 |
1.3003 |
-0.0036 |
-0.3% |
1.3030 |
| Low |
1.2947 |
1.2484 |
-0.0463 |
-3.6% |
1.2675 |
| Close |
1.3025 |
1.2668 |
-0.0357 |
-2.7% |
1.2996 |
| Range |
0.0092 |
0.0519 |
0.0427 |
464.1% |
0.0355 |
| ATR |
0.0102 |
0.0133 |
0.0031 |
30.7% |
0.0000 |
| Volume |
396 |
211 |
-185 |
-46.7% |
993 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4275 |
1.3991 |
1.2953 |
|
| R3 |
1.3756 |
1.3472 |
1.2811 |
|
| R2 |
1.3237 |
1.3237 |
1.2763 |
|
| R1 |
1.2953 |
1.2953 |
1.2716 |
1.2836 |
| PP |
1.2718 |
1.2718 |
1.2718 |
1.2660 |
| S1 |
1.2434 |
1.2434 |
1.2620 |
1.2317 |
| S2 |
1.2199 |
1.2199 |
1.2573 |
|
| S3 |
1.1680 |
1.1915 |
1.2525 |
|
| S4 |
1.1161 |
1.1396 |
1.2383 |
|
|
| 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 |
1.2484 |
0.0636 |
5.0% |
0.0231 |
1.8% |
29% |
False |
True |
316 |
| 10 |
1.3120 |
1.2484 |
0.0636 |
5.0% |
0.0160 |
1.3% |
29% |
False |
True |
248 |
| 20 |
1.3120 |
1.2250 |
0.0870 |
6.9% |
0.0128 |
1.0% |
48% |
False |
False |
180 |
| 40 |
1.3120 |
1.2250 |
0.0870 |
6.9% |
0.0089 |
0.7% |
48% |
False |
False |
108 |
| 60 |
1.3120 |
1.2187 |
0.0933 |
7.4% |
0.0064 |
0.5% |
52% |
False |
False |
76 |
| 80 |
1.3120 |
1.1920 |
0.1200 |
9.5% |
0.0059 |
0.5% |
62% |
False |
False |
61 |
| 100 |
1.3120 |
1.1732 |
0.1388 |
11.0% |
0.0055 |
0.4% |
67% |
False |
False |
53 |
| 120 |
1.3120 |
1.1732 |
0.1388 |
11.0% |
0.0049 |
0.4% |
67% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5209 |
|
2.618 |
1.4362 |
|
1.618 |
1.3843 |
|
1.000 |
1.3522 |
|
0.618 |
1.3324 |
|
HIGH |
1.3003 |
|
0.618 |
1.2805 |
|
0.500 |
1.2744 |
|
0.382 |
1.2682 |
|
LOW |
1.2484 |
|
0.618 |
1.2163 |
|
1.000 |
1.1965 |
|
1.618 |
1.1644 |
|
2.618 |
1.1125 |
|
4.250 |
1.0278 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2744 |
1.2762 |
| PP |
1.2718 |
1.2730 |
| S1 |
1.2693 |
1.2699 |
|