CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3021 |
1.3053 |
0.0032 |
0.2% |
1.2798 |
| High |
1.3092 |
1.3087 |
-0.0005 |
0.0% |
1.3127 |
| Low |
1.3021 |
1.3041 |
0.0020 |
0.2% |
1.2749 |
| Close |
1.3079 |
1.3073 |
-0.0006 |
0.0% |
1.3029 |
| Range |
0.0071 |
0.0046 |
-0.0025 |
-35.2% |
0.0378 |
| ATR |
0.0136 |
0.0130 |
-0.0006 |
-4.7% |
0.0000 |
| Volume |
59,189 |
69,814 |
10,625 |
18.0% |
637,732 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3205 |
1.3185 |
1.3098 |
|
| R3 |
1.3159 |
1.3139 |
1.3086 |
|
| R2 |
1.3113 |
1.3113 |
1.3081 |
|
| R1 |
1.3093 |
1.3093 |
1.3077 |
1.3103 |
| PP |
1.3067 |
1.3067 |
1.3067 |
1.3072 |
| S1 |
1.3047 |
1.3047 |
1.3069 |
1.3057 |
| S2 |
1.3021 |
1.3021 |
1.3065 |
|
| S3 |
1.2975 |
1.3001 |
1.3060 |
|
| S4 |
1.2929 |
1.2955 |
1.3048 |
|
|
| 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 |
1.3092 |
1.2977 |
0.0115 |
0.9% |
0.0067 |
0.5% |
83% |
False |
False |
66,598 |
| 10 |
1.3127 |
1.2596 |
0.0531 |
4.1% |
0.0121 |
0.9% |
90% |
False |
False |
105,950 |
| 20 |
1.3127 |
1.2467 |
0.0660 |
5.0% |
0.0149 |
1.1% |
92% |
False |
False |
118,691 |
| 40 |
1.3127 |
1.2243 |
0.0884 |
6.8% |
0.0126 |
1.0% |
94% |
False |
False |
110,777 |
| 60 |
1.3127 |
1.2175 |
0.0952 |
7.3% |
0.0116 |
0.9% |
94% |
False |
False |
90,659 |
| 80 |
1.3127 |
1.2106 |
0.1021 |
7.8% |
0.0112 |
0.9% |
95% |
False |
False |
68,098 |
| 100 |
1.3127 |
1.1707 |
0.1420 |
10.9% |
0.0109 |
0.8% |
96% |
False |
False |
54,523 |
| 120 |
1.3127 |
1.1707 |
0.1420 |
10.9% |
0.0108 |
0.8% |
96% |
False |
False |
45,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3283 |
|
2.618 |
1.3207 |
|
1.618 |
1.3161 |
|
1.000 |
1.3133 |
|
0.618 |
1.3115 |
|
HIGH |
1.3087 |
|
0.618 |
1.3069 |
|
0.500 |
1.3064 |
|
0.382 |
1.3059 |
|
LOW |
1.3041 |
|
0.618 |
1.3013 |
|
1.000 |
1.2995 |
|
1.618 |
1.2967 |
|
2.618 |
1.2921 |
|
4.250 |
1.2846 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3070 |
1.3065 |
| PP |
1.3067 |
1.3056 |
| S1 |
1.3064 |
1.3048 |
|