CME Japanese Yen Future September 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 |
1.2940 |
1.2985 |
0.0045 |
0.3% |
1.2780 |
| High |
1.3031 |
1.3011 |
-0.0020 |
-0.2% |
1.3043 |
| Low |
1.2926 |
1.2467 |
-0.0459 |
-3.6% |
1.2692 |
| Close |
1.3011 |
1.2656 |
-0.0355 |
-2.7% |
1.2982 |
| Range |
0.0105 |
0.0544 |
0.0439 |
418.1% |
0.0351 |
| ATR |
0.0121 |
0.0152 |
0.0030 |
24.9% |
0.0000 |
| Volume |
117,506 |
361,750 |
244,244 |
207.9% |
463,277 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4343 |
1.4044 |
1.2955 |
|
| R3 |
1.3799 |
1.3500 |
1.2806 |
|
| R2 |
1.3255 |
1.3255 |
1.2756 |
|
| R1 |
1.2956 |
1.2956 |
1.2706 |
1.2834 |
| PP |
1.2711 |
1.2711 |
1.2711 |
1.2650 |
| S1 |
1.2412 |
1.2412 |
1.2606 |
1.2290 |
| S2 |
1.2167 |
1.2167 |
1.2556 |
|
| S3 |
1.1623 |
1.1868 |
1.2506 |
|
| S4 |
1.1079 |
1.1324 |
1.2357 |
|
|
| 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 |
1.2467 |
0.0646 |
5.1% |
0.0258 |
2.0% |
29% |
False |
True |
181,034 |
| 10 |
1.3113 |
1.2467 |
0.0646 |
5.1% |
0.0177 |
1.4% |
29% |
False |
True |
131,432 |
| 20 |
1.3113 |
1.2243 |
0.0870 |
6.9% |
0.0147 |
1.2% |
47% |
False |
False |
118,076 |
| 40 |
1.3113 |
1.2243 |
0.0870 |
6.9% |
0.0117 |
0.9% |
47% |
False |
False |
107,215 |
| 60 |
1.3113 |
1.2169 |
0.0944 |
7.5% |
0.0111 |
0.9% |
52% |
False |
False |
73,088 |
| 80 |
1.3113 |
1.1822 |
0.1291 |
10.2% |
0.0110 |
0.9% |
65% |
False |
False |
54,881 |
| 100 |
1.3113 |
1.1707 |
0.1406 |
11.1% |
0.0112 |
0.9% |
67% |
False |
False |
43,945 |
| 120 |
1.3113 |
1.1707 |
0.1406 |
11.1% |
0.0099 |
0.8% |
67% |
False |
False |
36,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5323 |
|
2.618 |
1.4435 |
|
1.618 |
1.3891 |
|
1.000 |
1.3555 |
|
0.618 |
1.3347 |
|
HIGH |
1.3011 |
|
0.618 |
1.2803 |
|
0.500 |
1.2739 |
|
0.382 |
1.2675 |
|
LOW |
1.2467 |
|
0.618 |
1.2131 |
|
1.000 |
1.1923 |
|
1.618 |
1.1587 |
|
2.618 |
1.1043 |
|
4.250 |
1.0155 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2739 |
1.2749 |
| PP |
1.2711 |
1.2718 |
| S1 |
1.2684 |
1.2687 |
|