CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2857 |
1.2959 |
0.0102 |
0.8% |
1.2930 |
| High |
1.3048 |
1.3108 |
0.0060 |
0.5% |
1.3113 |
| Low |
1.2856 |
1.2944 |
0.0088 |
0.7% |
1.2467 |
| Close |
1.2977 |
1.3032 |
0.0055 |
0.4% |
1.2755 |
| Range |
0.0192 |
0.0164 |
-0.0028 |
-14.6% |
0.0646 |
| ATR |
0.0157 |
0.0158 |
0.0000 |
0.3% |
0.0000 |
| Volume |
174,623 |
128,014 |
-46,609 |
-26.7% |
943,882 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3520 |
1.3440 |
1.3122 |
|
| R3 |
1.3356 |
1.3276 |
1.3077 |
|
| R2 |
1.3192 |
1.3192 |
1.3062 |
|
| R1 |
1.3112 |
1.3112 |
1.3047 |
1.3152 |
| PP |
1.3028 |
1.3028 |
1.3028 |
1.3048 |
| S1 |
1.2948 |
1.2948 |
1.3017 |
1.2988 |
| S2 |
1.2864 |
1.2864 |
1.3002 |
|
| S3 |
1.2700 |
1.2784 |
1.2987 |
|
| S4 |
1.2536 |
1.2620 |
1.2942 |
|
|
| 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 |
1.3108 |
1.2467 |
0.0641 |
4.9% |
0.0250 |
1.9% |
88% |
True |
False |
190,704 |
| 10 |
1.3113 |
1.2467 |
0.0646 |
5.0% |
0.0206 |
1.6% |
87% |
False |
False |
157,284 |
| 20 |
1.3113 |
1.2467 |
0.0646 |
5.0% |
0.0153 |
1.2% |
87% |
False |
False |
122,875 |
| 40 |
1.3113 |
1.2243 |
0.0870 |
6.7% |
0.0126 |
1.0% |
91% |
False |
False |
113,379 |
| 60 |
1.3113 |
1.2169 |
0.0944 |
7.2% |
0.0117 |
0.9% |
91% |
False |
False |
82,918 |
| 80 |
1.3113 |
1.2031 |
0.1082 |
8.3% |
0.0113 |
0.9% |
93% |
False |
False |
62,266 |
| 100 |
1.3113 |
1.1707 |
0.1406 |
10.8% |
0.0107 |
0.8% |
94% |
False |
False |
49,853 |
| 120 |
1.3113 |
1.1707 |
0.1406 |
10.8% |
0.0105 |
0.8% |
94% |
False |
False |
41,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3805 |
|
2.618 |
1.3537 |
|
1.618 |
1.3373 |
|
1.000 |
1.3272 |
|
0.618 |
1.3209 |
|
HIGH |
1.3108 |
|
0.618 |
1.3045 |
|
0.500 |
1.3026 |
|
0.382 |
1.3007 |
|
LOW |
1.2944 |
|
0.618 |
1.2843 |
|
1.000 |
1.2780 |
|
1.618 |
1.2679 |
|
2.618 |
1.2515 |
|
4.250 |
1.2247 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3030 |
1.2998 |
| PP |
1.3028 |
1.2963 |
| S1 |
1.3026 |
1.2929 |
|