CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3069 |
1.3025 |
-0.0044 |
-0.3% |
1.3013 |
| High |
1.3173 |
1.3067 |
-0.0106 |
-0.8% |
1.3173 |
| Low |
1.2997 |
1.2953 |
-0.0044 |
-0.3% |
1.2977 |
| Close |
1.3076 |
1.3034 |
-0.0042 |
-0.3% |
1.3076 |
| Range |
0.0176 |
0.0114 |
-0.0062 |
-35.2% |
0.0196 |
| ATR |
0.0133 |
0.0133 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
117,238 |
74,041 |
-43,197 |
-36.8% |
372,559 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3360 |
1.3311 |
1.3097 |
|
| R3 |
1.3246 |
1.3197 |
1.3065 |
|
| R2 |
1.3132 |
1.3132 |
1.3055 |
|
| R1 |
1.3083 |
1.3083 |
1.3044 |
1.3108 |
| PP |
1.3018 |
1.3018 |
1.3018 |
1.3030 |
| S1 |
1.2969 |
1.2969 |
1.3024 |
1.2994 |
| S2 |
1.2904 |
1.2904 |
1.3013 |
|
| S3 |
1.2790 |
1.2855 |
1.3003 |
|
| S4 |
1.2676 |
1.2741 |
1.2971 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3663 |
1.3566 |
1.3184 |
|
| R3 |
1.3467 |
1.3370 |
1.3130 |
|
| R2 |
1.3271 |
1.3271 |
1.3112 |
|
| R1 |
1.3174 |
1.3174 |
1.3094 |
1.3223 |
| PP |
1.3075 |
1.3075 |
1.3075 |
1.3100 |
| S1 |
1.2978 |
1.2978 |
1.3058 |
1.3027 |
| S2 |
1.2879 |
1.2879 |
1.3040 |
|
| S3 |
1.2683 |
1.2782 |
1.3022 |
|
| S4 |
1.2487 |
1.2586 |
1.2968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3173 |
1.2953 |
0.0220 |
1.7% |
0.0091 |
0.7% |
37% |
False |
True |
77,289 |
| 10 |
1.3173 |
1.2856 |
0.0317 |
2.4% |
0.0115 |
0.9% |
56% |
False |
False |
96,164 |
| 20 |
1.3173 |
1.2467 |
0.0706 |
5.4% |
0.0156 |
1.2% |
80% |
False |
False |
120,523 |
| 40 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0130 |
1.0% |
85% |
False |
False |
110,259 |
| 60 |
1.3173 |
1.2240 |
0.0933 |
7.2% |
0.0117 |
0.9% |
85% |
False |
False |
93,829 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.7% |
0.0112 |
0.9% |
86% |
False |
False |
70,481 |
| 100 |
1.3173 |
1.1707 |
0.1466 |
11.2% |
0.0110 |
0.8% |
91% |
False |
False |
56,430 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.2% |
0.0110 |
0.8% |
91% |
False |
False |
47,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3552 |
|
2.618 |
1.3365 |
|
1.618 |
1.3251 |
|
1.000 |
1.3181 |
|
0.618 |
1.3137 |
|
HIGH |
1.3067 |
|
0.618 |
1.3023 |
|
0.500 |
1.3010 |
|
0.382 |
1.2997 |
|
LOW |
1.2953 |
|
0.618 |
1.2883 |
|
1.000 |
1.2839 |
|
1.618 |
1.2769 |
|
2.618 |
1.2655 |
|
4.250 |
1.2469 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3026 |
1.3063 |
| PP |
1.3018 |
1.3053 |
| S1 |
1.3010 |
1.3044 |
|