CME Japanese Yen Future December 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 |
1.3003 |
1.2659 |
-0.0344 |
-2.6% |
1.2970 |
| High |
1.3003 |
1.2783 |
-0.0220 |
-1.7% |
1.3120 |
| Low |
1.2484 |
1.2616 |
0.0132 |
1.1% |
1.2484 |
| Close |
1.2668 |
1.2770 |
0.0102 |
0.8% |
1.2770 |
| Range |
0.0519 |
0.0167 |
-0.0352 |
-67.8% |
0.0636 |
| ATR |
0.0133 |
0.0136 |
0.0002 |
1.8% |
0.0000 |
| Volume |
211 |
1,180 |
969 |
459.2% |
2,595 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3224 |
1.3164 |
1.2862 |
|
| R3 |
1.3057 |
1.2997 |
1.2816 |
|
| R2 |
1.2890 |
1.2890 |
1.2801 |
|
| R1 |
1.2830 |
1.2830 |
1.2785 |
1.2860 |
| PP |
1.2723 |
1.2723 |
1.2723 |
1.2738 |
| S1 |
1.2663 |
1.2663 |
1.2755 |
1.2693 |
| S2 |
1.2556 |
1.2556 |
1.2739 |
|
| S3 |
1.2389 |
1.2496 |
1.2724 |
|
| S4 |
1.2222 |
1.2329 |
1.2678 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4699 |
1.4371 |
1.3120 |
|
| R3 |
1.4063 |
1.3735 |
1.2945 |
|
| R2 |
1.3427 |
1.3427 |
1.2887 |
|
| R1 |
1.3099 |
1.3099 |
1.2828 |
1.2945 |
| PP |
1.2791 |
1.2791 |
1.2791 |
1.2715 |
| S1 |
1.2463 |
1.2463 |
1.2712 |
1.2309 |
| S2 |
1.2155 |
1.2155 |
1.2653 |
|
| S3 |
1.1519 |
1.1827 |
1.2595 |
|
| S4 |
1.0883 |
1.1191 |
1.2420 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3120 |
1.2484 |
0.0636 |
5.0% |
0.0237 |
1.9% |
45% |
False |
False |
519 |
| 10 |
1.3120 |
1.2484 |
0.0636 |
5.0% |
0.0171 |
1.3% |
45% |
False |
False |
358 |
| 20 |
1.3120 |
1.2399 |
0.0721 |
5.6% |
0.0127 |
1.0% |
51% |
False |
False |
238 |
| 40 |
1.3120 |
1.2250 |
0.0870 |
6.8% |
0.0093 |
0.7% |
60% |
False |
False |
136 |
| 60 |
1.3120 |
1.2187 |
0.0933 |
7.3% |
0.0067 |
0.5% |
62% |
False |
False |
95 |
| 80 |
1.3120 |
1.1920 |
0.1200 |
9.4% |
0.0061 |
0.5% |
71% |
False |
False |
76 |
| 100 |
1.3120 |
1.1732 |
0.1388 |
10.9% |
0.0055 |
0.4% |
75% |
False |
False |
64 |
| 120 |
1.3120 |
1.1732 |
0.1388 |
10.9% |
0.0050 |
0.4% |
75% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3493 |
|
2.618 |
1.3220 |
|
1.618 |
1.3053 |
|
1.000 |
1.2950 |
|
0.618 |
1.2886 |
|
HIGH |
1.2783 |
|
0.618 |
1.2719 |
|
0.500 |
1.2700 |
|
0.382 |
1.2680 |
|
LOW |
1.2616 |
|
0.618 |
1.2513 |
|
1.000 |
1.2449 |
|
1.618 |
1.2346 |
|
2.618 |
1.2179 |
|
4.250 |
1.1906 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2747 |
1.2767 |
| PP |
1.2723 |
1.2764 |
| S1 |
1.2700 |
1.2762 |
|