CME Japanese Yen Future December 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 |
1.2970 |
1.2943 |
-0.0027 |
-0.2% |
1.2790 |
| High |
1.3120 |
1.3001 |
-0.0119 |
-0.9% |
1.3030 |
| Low |
1.2843 |
1.2871 |
0.0028 |
0.2% |
1.2675 |
| Close |
1.2988 |
1.2974 |
-0.0014 |
-0.1% |
1.2996 |
| Range |
0.0277 |
0.0130 |
-0.0147 |
-53.1% |
0.0355 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
2.1% |
0.0000 |
| Volume |
415 |
393 |
-22 |
-5.3% |
993 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3339 |
1.3286 |
1.3046 |
|
| R3 |
1.3209 |
1.3156 |
1.3010 |
|
| R2 |
1.3079 |
1.3079 |
1.2998 |
|
| R1 |
1.3026 |
1.3026 |
1.2986 |
1.3053 |
| PP |
1.2949 |
1.2949 |
1.2949 |
1.2962 |
| S1 |
1.2896 |
1.2896 |
1.2962 |
1.2923 |
| S2 |
1.2819 |
1.2819 |
1.2950 |
|
| S3 |
1.2689 |
1.2766 |
1.2938 |
|
| S4 |
1.2559 |
1.2636 |
1.2903 |
|
|
| 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 |
1.2815 |
0.0305 |
2.4% |
0.0137 |
1.1% |
52% |
False |
False |
307 |
| 10 |
1.3120 |
1.2631 |
0.0489 |
3.8% |
0.0117 |
0.9% |
70% |
False |
False |
197 |
| 20 |
1.3120 |
1.2250 |
0.0870 |
6.7% |
0.0102 |
0.8% |
83% |
False |
False |
150 |
| 40 |
1.3120 |
1.2250 |
0.0870 |
6.7% |
0.0074 |
0.6% |
83% |
False |
False |
92 |
| 60 |
1.3120 |
1.2187 |
0.0933 |
7.2% |
0.0054 |
0.4% |
84% |
False |
False |
67 |
| 80 |
1.3120 |
1.1815 |
0.1305 |
10.1% |
0.0051 |
0.4% |
89% |
False |
False |
54 |
| 100 |
1.3120 |
1.1732 |
0.1388 |
10.7% |
0.0052 |
0.4% |
89% |
False |
False |
47 |
| 120 |
1.3120 |
1.1732 |
0.1388 |
10.7% |
0.0044 |
0.3% |
89% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3554 |
|
2.618 |
1.3341 |
|
1.618 |
1.3211 |
|
1.000 |
1.3131 |
|
0.618 |
1.3081 |
|
HIGH |
1.3001 |
|
0.618 |
1.2951 |
|
0.500 |
1.2936 |
|
0.382 |
1.2921 |
|
LOW |
1.2871 |
|
0.618 |
1.2791 |
|
1.000 |
1.2741 |
|
1.618 |
1.2661 |
|
2.618 |
1.2531 |
|
4.250 |
1.2319 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2961 |
1.2982 |
| PP |
1.2949 |
1.2979 |
| S1 |
1.2936 |
1.2977 |
|