CME Japanese Yen Future September 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 |
1.2931 |
1.2940 |
0.0009 |
0.1% |
1.2780 |
| High |
1.3001 |
1.3031 |
0.0030 |
0.2% |
1.3043 |
| Low |
1.2854 |
1.2926 |
0.0072 |
0.6% |
1.2692 |
| Close |
1.2960 |
1.3011 |
0.0051 |
0.4% |
1.2982 |
| Range |
0.0147 |
0.0105 |
-0.0042 |
-28.6% |
0.0351 |
| ATR |
0.0123 |
0.0121 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
112,414 |
117,506 |
5,092 |
4.5% |
463,277 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3304 |
1.3263 |
1.3069 |
|
| R3 |
1.3199 |
1.3158 |
1.3040 |
|
| R2 |
1.3094 |
1.3094 |
1.3030 |
|
| R1 |
1.3053 |
1.3053 |
1.3021 |
1.3074 |
| PP |
1.2989 |
1.2989 |
1.2989 |
1.3000 |
| S1 |
1.2948 |
1.2948 |
1.3001 |
1.2969 |
| S2 |
1.2884 |
1.2884 |
1.2992 |
|
| S3 |
1.2779 |
1.2843 |
1.2982 |
|
| S4 |
1.2674 |
1.2738 |
1.2953 |
|
|
| 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 |
1.2817 |
0.0296 |
2.3% |
0.0162 |
1.2% |
66% |
False |
False |
123,864 |
| 10 |
1.3113 |
1.2657 |
0.0456 |
3.5% |
0.0135 |
1.0% |
78% |
False |
False |
107,101 |
| 20 |
1.3113 |
1.2243 |
0.0870 |
6.7% |
0.0125 |
1.0% |
88% |
False |
False |
104,905 |
| 40 |
1.3113 |
1.2243 |
0.0870 |
6.7% |
0.0106 |
0.8% |
88% |
False |
False |
99,429 |
| 60 |
1.3113 |
1.2169 |
0.0944 |
7.3% |
0.0104 |
0.8% |
89% |
False |
False |
67,063 |
| 80 |
1.3113 |
1.1770 |
0.1343 |
10.3% |
0.0104 |
0.8% |
92% |
False |
False |
50,363 |
| 100 |
1.3113 |
1.1707 |
0.1406 |
10.8% |
0.0110 |
0.8% |
93% |
False |
False |
40,328 |
| 120 |
1.3113 |
1.1707 |
0.1406 |
10.8% |
0.0095 |
0.7% |
93% |
False |
False |
33,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3477 |
|
2.618 |
1.3306 |
|
1.618 |
1.3201 |
|
1.000 |
1.3136 |
|
0.618 |
1.3096 |
|
HIGH |
1.3031 |
|
0.618 |
1.2991 |
|
0.500 |
1.2979 |
|
0.382 |
1.2966 |
|
LOW |
1.2926 |
|
0.618 |
1.2861 |
|
1.000 |
1.2821 |
|
1.618 |
1.2756 |
|
2.618 |
1.2651 |
|
4.250 |
1.2480 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3000 |
1.2996 |
| PP |
1.2989 |
1.2980 |
| S1 |
1.2979 |
1.2965 |
|