CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3025 |
1.3021 |
-0.0004 |
0.0% |
1.3013 |
| High |
1.3067 |
1.3081 |
0.0014 |
0.1% |
1.3173 |
| Low |
1.2953 |
1.3000 |
0.0047 |
0.4% |
1.2977 |
| Close |
1.3034 |
1.3036 |
0.0002 |
0.0% |
1.3076 |
| Range |
0.0114 |
0.0081 |
-0.0033 |
-28.9% |
0.0196 |
| ATR |
0.0133 |
0.0129 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
74,041 |
81,563 |
7,522 |
10.2% |
372,559 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3282 |
1.3240 |
1.3081 |
|
| R3 |
1.3201 |
1.3159 |
1.3058 |
|
| R2 |
1.3120 |
1.3120 |
1.3051 |
|
| R1 |
1.3078 |
1.3078 |
1.3043 |
1.3099 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.3050 |
| S1 |
1.2997 |
1.2997 |
1.3029 |
1.3018 |
| S2 |
1.2958 |
1.2958 |
1.3021 |
|
| S3 |
1.2877 |
1.2916 |
1.3014 |
|
| S4 |
1.2796 |
1.2835 |
1.2991 |
|
|
| 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% |
0.0098 |
0.7% |
38% |
False |
False |
80,369 |
| 10 |
1.3173 |
1.2944 |
0.0229 |
1.8% |
0.0104 |
0.8% |
40% |
False |
False |
86,858 |
| 20 |
1.3173 |
1.2467 |
0.0706 |
5.4% |
0.0152 |
1.2% |
81% |
False |
False |
120,006 |
| 40 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0130 |
1.0% |
85% |
False |
False |
109,640 |
| 60 |
1.3173 |
1.2240 |
0.0933 |
7.2% |
0.0117 |
0.9% |
85% |
False |
False |
95,177 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.7% |
0.0112 |
0.9% |
86% |
False |
False |
71,497 |
| 100 |
1.3173 |
1.1707 |
0.1466 |
11.2% |
0.0110 |
0.8% |
91% |
False |
False |
57,244 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.2% |
0.0111 |
0.8% |
91% |
False |
False |
47,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3425 |
|
2.618 |
1.3293 |
|
1.618 |
1.3212 |
|
1.000 |
1.3162 |
|
0.618 |
1.3131 |
|
HIGH |
1.3081 |
|
0.618 |
1.3050 |
|
0.500 |
1.3041 |
|
0.382 |
1.3031 |
|
LOW |
1.3000 |
|
0.618 |
1.2950 |
|
1.000 |
1.2919 |
|
1.618 |
1.2869 |
|
2.618 |
1.2788 |
|
4.250 |
1.2656 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3041 |
1.3063 |
| PP |
1.3039 |
1.3054 |
| S1 |
1.3038 |
1.3045 |
|