CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3028 |
1.3016 |
-0.0012 |
-0.1% |
1.2798 |
| High |
1.3127 |
1.3078 |
-0.0049 |
-0.4% |
1.3127 |
| Low |
1.2957 |
1.2992 |
0.0035 |
0.3% |
1.2749 |
| Close |
1.3017 |
1.3029 |
0.0012 |
0.1% |
1.3029 |
| Range |
0.0170 |
0.0086 |
-0.0084 |
-49.4% |
0.0378 |
| ATR |
0.0159 |
0.0153 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
134,736 |
77,672 |
-57,064 |
-42.4% |
637,732 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3291 |
1.3246 |
1.3076 |
|
| R3 |
1.3205 |
1.3160 |
1.3053 |
|
| R2 |
1.3119 |
1.3119 |
1.3045 |
|
| R1 |
1.3074 |
1.3074 |
1.3037 |
1.3097 |
| PP |
1.3033 |
1.3033 |
1.3033 |
1.3044 |
| S1 |
1.2988 |
1.2988 |
1.3021 |
1.3011 |
| S2 |
1.2947 |
1.2947 |
1.3013 |
|
| S3 |
1.2861 |
1.2902 |
1.3005 |
|
| S4 |
1.2775 |
1.2816 |
1.2982 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4102 |
1.3944 |
1.3237 |
|
| R3 |
1.3724 |
1.3566 |
1.3133 |
|
| R2 |
1.3346 |
1.3346 |
1.3098 |
|
| R1 |
1.3188 |
1.3188 |
1.3064 |
1.3267 |
| PP |
1.2968 |
1.2968 |
1.2968 |
1.3008 |
| S1 |
1.2810 |
1.2810 |
1.2994 |
1.2889 |
| S2 |
1.2590 |
1.2590 |
1.2960 |
|
| S3 |
1.2212 |
1.2432 |
1.2925 |
|
| S4 |
1.1834 |
1.2054 |
1.2821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3127 |
1.2749 |
0.0378 |
2.9% |
0.0156 |
1.2% |
74% |
False |
False |
127,546 |
| 10 |
1.3127 |
1.2467 |
0.0660 |
5.1% |
0.0205 |
1.6% |
85% |
False |
False |
158,161 |
| 20 |
1.3127 |
1.2467 |
0.0660 |
5.1% |
0.0153 |
1.2% |
85% |
False |
False |
123,355 |
| 40 |
1.3127 |
1.2243 |
0.0884 |
6.8% |
0.0127 |
1.0% |
89% |
False |
False |
112,441 |
| 60 |
1.3127 |
1.2169 |
0.0958 |
7.4% |
0.0117 |
0.9% |
90% |
False |
False |
86,442 |
| 80 |
1.3127 |
1.2050 |
0.1077 |
8.3% |
0.0114 |
0.9% |
91% |
False |
False |
64,913 |
| 100 |
1.3127 |
1.1707 |
0.1420 |
10.9% |
0.0108 |
0.8% |
93% |
False |
False |
51,970 |
| 120 |
1.3127 |
1.1707 |
0.1420 |
10.9% |
0.0106 |
0.8% |
93% |
False |
False |
43,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3444 |
|
2.618 |
1.3303 |
|
1.618 |
1.3217 |
|
1.000 |
1.3164 |
|
0.618 |
1.3131 |
|
HIGH |
1.3078 |
|
0.618 |
1.3045 |
|
0.500 |
1.3035 |
|
0.382 |
1.3025 |
|
LOW |
1.2992 |
|
0.618 |
1.2939 |
|
1.000 |
1.2906 |
|
1.618 |
1.2853 |
|
2.618 |
1.2767 |
|
4.250 |
1.2627 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3035 |
1.3036 |
| PP |
1.3033 |
1.3033 |
| S1 |
1.3031 |
1.3031 |
|