CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3050 |
1.2993 |
-0.0057 |
-0.4% |
1.2810 |
| High |
1.3050 |
1.2993 |
-0.0057 |
-0.4% |
1.3014 |
| Low |
1.3010 |
1.2993 |
-0.0017 |
-0.1% |
1.2810 |
| Close |
1.3006 |
1.2993 |
-0.0013 |
-0.1% |
1.3014 |
| Range |
0.0040 |
0.0000 |
-0.0040 |
-100.0% |
0.0204 |
| ATR |
0.0043 |
0.0041 |
-0.0002 |
-5.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2993 |
1.2993 |
1.2993 |
|
| R3 |
1.2993 |
1.2993 |
1.2993 |
|
| R2 |
1.2993 |
1.2993 |
1.2993 |
|
| R1 |
1.2993 |
1.2993 |
1.2993 |
1.2993 |
| PP |
1.2993 |
1.2993 |
1.2993 |
1.2993 |
| S1 |
1.2993 |
1.2993 |
1.2993 |
1.2993 |
| S2 |
1.2993 |
1.2993 |
1.2993 |
|
| S3 |
1.2993 |
1.2993 |
1.2993 |
|
| S4 |
1.2993 |
1.2993 |
1.2993 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3558 |
1.3490 |
1.3126 |
|
| R3 |
1.3354 |
1.3286 |
1.3070 |
|
| R2 |
1.3150 |
1.3150 |
1.3051 |
|
| R1 |
1.3082 |
1.3082 |
1.3033 |
1.3116 |
| PP |
1.2946 |
1.2946 |
1.2946 |
1.2963 |
| S1 |
1.2878 |
1.2878 |
1.2995 |
1.2912 |
| S2 |
1.2742 |
1.2742 |
1.2977 |
|
| S3 |
1.2538 |
1.2674 |
1.2958 |
|
| S4 |
1.2334 |
1.2470 |
1.2902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3050 |
1.2848 |
0.0202 |
1.6% |
0.0008 |
0.1% |
72% |
False |
False |
2 |
| 10 |
1.3050 |
1.2729 |
0.0321 |
2.5% |
0.0004 |
0.0% |
82% |
False |
False |
2 |
| 20 |
1.3050 |
1.2338 |
0.0712 |
5.5% |
0.0004 |
0.0% |
92% |
False |
False |
1 |
| 40 |
1.3050 |
1.2338 |
0.0712 |
5.5% |
0.0002 |
0.0% |
92% |
False |
False |
14 |
| 60 |
1.3050 |
1.2201 |
0.0849 |
6.5% |
0.0001 |
0.0% |
93% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2993 |
|
2.618 |
1.2993 |
|
1.618 |
1.2993 |
|
1.000 |
1.2993 |
|
0.618 |
1.2993 |
|
HIGH |
1.2993 |
|
0.618 |
1.2993 |
|
0.500 |
1.2993 |
|
0.382 |
1.2993 |
|
LOW |
1.2993 |
|
0.618 |
1.2993 |
|
1.000 |
1.2993 |
|
1.618 |
1.2993 |
|
2.618 |
1.2993 |
|
4.250 |
1.2993 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2993 |
1.3022 |
| PP |
1.2993 |
1.3012 |
| S1 |
1.2993 |
1.3003 |
|