CME Japanese Yen Future September 2011
| 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 |
1.2930 |
1.2931 |
0.0001 |
0.0% |
1.2780 |
| High |
1.3113 |
1.3001 |
-0.0112 |
-0.9% |
1.3043 |
| Low |
1.2817 |
1.2854 |
0.0037 |
0.3% |
1.2692 |
| Close |
1.2976 |
1.2960 |
-0.0016 |
-0.1% |
1.2982 |
| Range |
0.0296 |
0.0147 |
-0.0149 |
-50.3% |
0.0351 |
| ATR |
0.0121 |
0.0123 |
0.0002 |
1.6% |
0.0000 |
| Volume |
185,765 |
112,414 |
-73,351 |
-39.5% |
463,277 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3379 |
1.3317 |
1.3041 |
|
| R3 |
1.3232 |
1.3170 |
1.3000 |
|
| R2 |
1.3085 |
1.3085 |
1.2987 |
|
| R1 |
1.3023 |
1.3023 |
1.2973 |
1.3054 |
| PP |
1.2938 |
1.2938 |
1.2938 |
1.2954 |
| S1 |
1.2876 |
1.2876 |
1.2947 |
1.2907 |
| S2 |
1.2791 |
1.2791 |
1.2933 |
|
| S3 |
1.2644 |
1.2729 |
1.2920 |
|
| S4 |
1.2497 |
1.2582 |
1.2879 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3959 |
1.3821 |
1.3175 |
|
| R3 |
1.3608 |
1.3470 |
1.3079 |
|
| R2 |
1.3257 |
1.3257 |
1.3046 |
|
| R1 |
1.3119 |
1.3119 |
1.3014 |
1.3188 |
| PP |
1.2906 |
1.2906 |
1.2906 |
1.2940 |
| S1 |
1.2768 |
1.2768 |
1.2950 |
1.2837 |
| S2 |
1.2555 |
1.2555 |
1.2918 |
|
| S3 |
1.2204 |
1.2417 |
1.2885 |
|
| S4 |
1.1853 |
1.2066 |
1.2789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3113 |
1.2797 |
0.0316 |
2.4% |
0.0161 |
1.2% |
52% |
False |
False |
117,706 |
| 10 |
1.3113 |
1.2613 |
0.0500 |
3.9% |
0.0134 |
1.0% |
69% |
False |
False |
103,211 |
| 20 |
1.3113 |
1.2243 |
0.0870 |
6.7% |
0.0122 |
0.9% |
82% |
False |
False |
103,106 |
| 40 |
1.3113 |
1.2243 |
0.0870 |
6.7% |
0.0105 |
0.8% |
82% |
False |
False |
96,960 |
| 60 |
1.3113 |
1.2169 |
0.0944 |
7.3% |
0.0103 |
0.8% |
84% |
False |
False |
65,109 |
| 80 |
1.3113 |
1.1726 |
0.1387 |
10.7% |
0.0104 |
0.8% |
89% |
False |
False |
48,895 |
| 100 |
1.3113 |
1.1707 |
0.1406 |
10.8% |
0.0109 |
0.8% |
89% |
False |
False |
39,153 |
| 120 |
1.3113 |
1.1707 |
0.1406 |
10.8% |
0.0094 |
0.7% |
89% |
False |
False |
32,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3626 |
|
2.618 |
1.3386 |
|
1.618 |
1.3239 |
|
1.000 |
1.3148 |
|
0.618 |
1.3092 |
|
HIGH |
1.3001 |
|
0.618 |
1.2945 |
|
0.500 |
1.2928 |
|
0.382 |
1.2910 |
|
LOW |
1.2854 |
|
0.618 |
1.2763 |
|
1.000 |
1.2707 |
|
1.618 |
1.2616 |
|
2.618 |
1.2469 |
|
4.250 |
1.2229 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2949 |
1.2965 |
| PP |
1.2938 |
1.2963 |
| S1 |
1.2928 |
1.2962 |
|