CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2913 |
1.2970 |
0.0057 |
0.4% |
1.2790 |
| High |
1.3030 |
1.3120 |
0.0090 |
0.7% |
1.3030 |
| Low |
1.2892 |
1.2843 |
-0.0049 |
-0.4% |
1.2675 |
| Close |
1.2996 |
1.2988 |
-0.0008 |
-0.1% |
1.2996 |
| Range |
0.0138 |
0.0277 |
0.0139 |
100.7% |
0.0355 |
| ATR |
0.0087 |
0.0101 |
0.0014 |
15.6% |
0.0000 |
| Volume |
165 |
415 |
250 |
151.5% |
993 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3815 |
1.3678 |
1.3140 |
|
| R3 |
1.3538 |
1.3401 |
1.3064 |
|
| R2 |
1.3261 |
1.3261 |
1.3039 |
|
| R1 |
1.3124 |
1.3124 |
1.3013 |
1.3193 |
| PP |
1.2984 |
1.2984 |
1.2984 |
1.3018 |
| S1 |
1.2847 |
1.2847 |
1.2963 |
1.2916 |
| S2 |
1.2707 |
1.2707 |
1.2937 |
|
| S3 |
1.2430 |
1.2570 |
1.2912 |
|
| S4 |
1.2153 |
1.2293 |
1.2836 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3965 |
1.3836 |
1.3191 |
|
| R3 |
1.3610 |
1.3481 |
1.3094 |
|
| R2 |
1.3255 |
1.3255 |
1.3061 |
|
| R1 |
1.3126 |
1.3126 |
1.3029 |
1.3191 |
| PP |
1.2900 |
1.2900 |
1.2900 |
1.2933 |
| S1 |
1.2771 |
1.2771 |
1.2963 |
1.2836 |
| S2 |
1.2545 |
1.2545 |
1.2931 |
|
| S3 |
1.2190 |
1.2416 |
1.2898 |
|
| S4 |
1.1835 |
1.2061 |
1.2801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3120 |
1.2675 |
0.0445 |
3.4% |
0.0147 |
1.1% |
70% |
True |
False |
265 |
| 10 |
1.3120 |
1.2631 |
0.0489 |
3.8% |
0.0109 |
0.8% |
73% |
True |
False |
158 |
| 20 |
1.3120 |
1.2250 |
0.0870 |
6.7% |
0.0099 |
0.8% |
85% |
True |
False |
132 |
| 40 |
1.3120 |
1.2250 |
0.0870 |
6.7% |
0.0071 |
0.5% |
85% |
True |
False |
83 |
| 60 |
1.3120 |
1.2187 |
0.0933 |
7.2% |
0.0053 |
0.4% |
86% |
True |
False |
60 |
| 80 |
1.3120 |
1.1756 |
0.1364 |
10.5% |
0.0049 |
0.4% |
90% |
True |
False |
49 |
| 100 |
1.3120 |
1.1732 |
0.1388 |
10.7% |
0.0051 |
0.4% |
90% |
True |
False |
43 |
| 120 |
1.3120 |
1.1732 |
0.1388 |
10.7% |
0.0043 |
0.3% |
90% |
True |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4297 |
|
2.618 |
1.3845 |
|
1.618 |
1.3568 |
|
1.000 |
1.3397 |
|
0.618 |
1.3291 |
|
HIGH |
1.3120 |
|
0.618 |
1.3014 |
|
0.500 |
1.2982 |
|
0.382 |
1.2949 |
|
LOW |
1.2843 |
|
0.618 |
1.2672 |
|
1.000 |
1.2566 |
|
1.618 |
1.2395 |
|
2.618 |
1.2118 |
|
4.250 |
1.1666 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2986 |
1.2985 |
| PP |
1.2984 |
1.2982 |
| S1 |
1.2982 |
1.2979 |
|