CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2985 |
1.2652 |
-0.0333 |
-2.6% |
1.2930 |
| High |
1.3011 |
1.2775 |
-0.0236 |
-1.8% |
1.3113 |
| Low |
1.2467 |
1.2596 |
0.0129 |
1.0% |
1.2467 |
| Close |
1.2656 |
1.2755 |
0.0099 |
0.8% |
1.2755 |
| Range |
0.0544 |
0.0179 |
-0.0365 |
-67.1% |
0.0646 |
| ATR |
0.0152 |
0.0153 |
0.0002 |
1.3% |
0.0000 |
| Volume |
361,750 |
166,447 |
-195,303 |
-54.0% |
943,882 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3246 |
1.3179 |
1.2853 |
|
| R3 |
1.3067 |
1.3000 |
1.2804 |
|
| R2 |
1.2888 |
1.2888 |
1.2788 |
|
| R1 |
1.2821 |
1.2821 |
1.2771 |
1.2855 |
| PP |
1.2709 |
1.2709 |
1.2709 |
1.2725 |
| S1 |
1.2642 |
1.2642 |
1.2739 |
1.2676 |
| S2 |
1.2530 |
1.2530 |
1.2722 |
|
| S3 |
1.2351 |
1.2463 |
1.2706 |
|
| S4 |
1.2172 |
1.2284 |
1.2657 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4716 |
1.4382 |
1.3110 |
|
| R3 |
1.4070 |
1.3736 |
1.2933 |
|
| R2 |
1.3424 |
1.3424 |
1.2873 |
|
| R1 |
1.3090 |
1.3090 |
1.2814 |
1.2934 |
| PP |
1.2778 |
1.2778 |
1.2778 |
1.2701 |
| S1 |
1.2444 |
1.2444 |
1.2696 |
1.2288 |
| S2 |
1.2132 |
1.2132 |
1.2637 |
|
| S3 |
1.1486 |
1.1798 |
1.2577 |
|
| S4 |
1.0840 |
1.1152 |
1.2400 |
|
|
| 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% |
0.0254 |
2.0% |
45% |
False |
False |
188,776 |
| 10 |
1.3113 |
1.2467 |
0.0646 |
5.1% |
0.0188 |
1.5% |
45% |
False |
False |
140,715 |
| 20 |
1.3113 |
1.2377 |
0.0736 |
5.8% |
0.0147 |
1.2% |
51% |
False |
False |
119,921 |
| 40 |
1.3113 |
1.2243 |
0.0870 |
6.8% |
0.0119 |
0.9% |
59% |
False |
False |
109,719 |
| 60 |
1.3113 |
1.2169 |
0.0944 |
7.4% |
0.0112 |
0.9% |
62% |
False |
False |
75,856 |
| 80 |
1.3113 |
1.1897 |
0.1216 |
9.5% |
0.0110 |
0.9% |
71% |
False |
False |
56,959 |
| 100 |
1.3113 |
1.1707 |
0.1406 |
11.0% |
0.0112 |
0.9% |
75% |
False |
False |
45,609 |
| 120 |
1.3113 |
1.1707 |
0.1406 |
11.0% |
0.0101 |
0.8% |
75% |
False |
False |
38,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3536 |
|
2.618 |
1.3244 |
|
1.618 |
1.3065 |
|
1.000 |
1.2954 |
|
0.618 |
1.2886 |
|
HIGH |
1.2775 |
|
0.618 |
1.2707 |
|
0.500 |
1.2686 |
|
0.382 |
1.2664 |
|
LOW |
1.2596 |
|
0.618 |
1.2485 |
|
1.000 |
1.2417 |
|
1.618 |
1.2306 |
|
2.618 |
1.2127 |
|
4.250 |
1.1835 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2732 |
1.2753 |
| PP |
1.2709 |
1.2751 |
| S1 |
1.2686 |
1.2749 |
|