CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2959 |
1.3028 |
0.0069 |
0.5% |
1.2930 |
| High |
1.3108 |
1.3127 |
0.0019 |
0.1% |
1.3113 |
| Low |
1.2944 |
1.2957 |
0.0013 |
0.1% |
1.2467 |
| Close |
1.3032 |
1.3017 |
-0.0015 |
-0.1% |
1.2755 |
| Range |
0.0164 |
0.0170 |
0.0006 |
3.7% |
0.0646 |
| ATR |
0.0158 |
0.0159 |
0.0001 |
0.6% |
0.0000 |
| Volume |
128,014 |
134,736 |
6,722 |
5.3% |
943,882 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3544 |
1.3450 |
1.3111 |
|
| R3 |
1.3374 |
1.3280 |
1.3064 |
|
| R2 |
1.3204 |
1.3204 |
1.3048 |
|
| R1 |
1.3110 |
1.3110 |
1.3033 |
1.3072 |
| PP |
1.3034 |
1.3034 |
1.3034 |
1.3015 |
| S1 |
1.2940 |
1.2940 |
1.3001 |
1.2902 |
| S2 |
1.2864 |
1.2864 |
1.2986 |
|
| S3 |
1.2694 |
1.2770 |
1.2970 |
|
| S4 |
1.2524 |
1.2600 |
1.2924 |
|
|
| 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 |
1.3127 |
1.2596 |
0.0531 |
4.1% |
0.0175 |
1.3% |
79% |
True |
False |
145,301 |
| 10 |
1.3127 |
1.2467 |
0.0660 |
5.1% |
0.0216 |
1.7% |
83% |
True |
False |
163,167 |
| 20 |
1.3127 |
1.2467 |
0.0660 |
5.1% |
0.0152 |
1.2% |
83% |
True |
False |
123,353 |
| 40 |
1.3127 |
1.2243 |
0.0884 |
6.8% |
0.0127 |
1.0% |
88% |
True |
False |
113,437 |
| 60 |
1.3127 |
1.2169 |
0.0958 |
7.4% |
0.0117 |
0.9% |
89% |
True |
False |
85,153 |
| 80 |
1.3127 |
1.2050 |
0.1077 |
8.3% |
0.0113 |
0.9% |
90% |
True |
False |
63,948 |
| 100 |
1.3127 |
1.1707 |
0.1420 |
10.9% |
0.0108 |
0.8% |
92% |
True |
False |
51,194 |
| 120 |
1.3127 |
1.1707 |
0.1420 |
10.9% |
0.0106 |
0.8% |
92% |
True |
False |
42,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3850 |
|
2.618 |
1.3572 |
|
1.618 |
1.3402 |
|
1.000 |
1.3297 |
|
0.618 |
1.3232 |
|
HIGH |
1.3127 |
|
0.618 |
1.3062 |
|
0.500 |
1.3042 |
|
0.382 |
1.3022 |
|
LOW |
1.2957 |
|
0.618 |
1.2852 |
|
1.000 |
1.2787 |
|
1.618 |
1.2682 |
|
2.618 |
1.2512 |
|
4.250 |
1.2235 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3042 |
1.3009 |
| PP |
1.3034 |
1.3000 |
| S1 |
1.3025 |
1.2992 |
|