CME Japanese Yen Future December 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 |
1.2659 |
1.2807 |
0.0148 |
1.2% |
1.2970 |
| High |
1.2783 |
1.2935 |
0.0152 |
1.2% |
1.3120 |
| Low |
1.2616 |
1.2781 |
0.0165 |
1.3% |
1.2484 |
| Close |
1.2770 |
1.2911 |
0.0141 |
1.1% |
1.2770 |
| Range |
0.0167 |
0.0154 |
-0.0013 |
-7.8% |
0.0636 |
| ATR |
0.0136 |
0.0138 |
0.0002 |
1.5% |
0.0000 |
| Volume |
1,180 |
402 |
-778 |
-65.9% |
2,595 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3338 |
1.3278 |
1.2996 |
|
| R3 |
1.3184 |
1.3124 |
1.2953 |
|
| R2 |
1.3030 |
1.3030 |
1.2939 |
|
| R1 |
1.2970 |
1.2970 |
1.2925 |
1.3000 |
| PP |
1.2876 |
1.2876 |
1.2876 |
1.2891 |
| S1 |
1.2816 |
1.2816 |
1.2897 |
1.2846 |
| S2 |
1.2722 |
1.2722 |
1.2883 |
|
| S3 |
1.2568 |
1.2662 |
1.2869 |
|
| S4 |
1.2414 |
1.2508 |
1.2826 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4699 |
1.4371 |
1.3120 |
|
| R3 |
1.4063 |
1.3735 |
1.2945 |
|
| R2 |
1.3427 |
1.3427 |
1.2887 |
|
| R1 |
1.3099 |
1.3099 |
1.2828 |
1.2945 |
| PP |
1.2791 |
1.2791 |
1.2791 |
1.2715 |
| S1 |
1.2463 |
1.2463 |
1.2712 |
1.2309 |
| S2 |
1.2155 |
1.2155 |
1.2653 |
|
| S3 |
1.1519 |
1.1827 |
1.2595 |
|
| S4 |
1.0883 |
1.1191 |
1.2420 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3039 |
1.2484 |
0.0555 |
4.3% |
0.0212 |
1.6% |
77% |
False |
False |
516 |
| 10 |
1.3120 |
1.2484 |
0.0636 |
4.9% |
0.0180 |
1.4% |
67% |
False |
False |
391 |
| 20 |
1.3120 |
1.2468 |
0.0652 |
5.0% |
0.0130 |
1.0% |
68% |
False |
False |
252 |
| 40 |
1.3120 |
1.2250 |
0.0870 |
6.7% |
0.0096 |
0.7% |
76% |
False |
False |
145 |
| 60 |
1.3120 |
1.2187 |
0.0933 |
7.2% |
0.0069 |
0.5% |
78% |
False |
False |
100 |
| 80 |
1.3120 |
1.2020 |
0.1100 |
8.5% |
0.0062 |
0.5% |
81% |
False |
False |
81 |
| 100 |
1.3120 |
1.1732 |
0.1388 |
10.8% |
0.0056 |
0.4% |
85% |
False |
False |
68 |
| 120 |
1.3120 |
1.1732 |
0.1388 |
10.8% |
0.0052 |
0.4% |
85% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3590 |
|
2.618 |
1.3338 |
|
1.618 |
1.3184 |
|
1.000 |
1.3089 |
|
0.618 |
1.3030 |
|
HIGH |
1.2935 |
|
0.618 |
1.2876 |
|
0.500 |
1.2858 |
|
0.382 |
1.2840 |
|
LOW |
1.2781 |
|
0.618 |
1.2686 |
|
1.000 |
1.2627 |
|
1.618 |
1.2532 |
|
2.618 |
1.2378 |
|
4.250 |
1.2127 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2893 |
1.2855 |
| PP |
1.2876 |
1.2799 |
| S1 |
1.2858 |
1.2744 |
|