CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3021 |
1.3046 |
0.0025 |
0.2% |
1.3013 |
| High |
1.3081 |
1.3080 |
-0.0001 |
0.0% |
1.3173 |
| Low |
1.3000 |
1.2975 |
-0.0025 |
-0.2% |
1.2977 |
| Close |
1.3036 |
1.2991 |
-0.0045 |
-0.3% |
1.3076 |
| Range |
0.0081 |
0.0105 |
0.0024 |
29.6% |
0.0196 |
| ATR |
0.0129 |
0.0127 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
81,563 |
98,409 |
16,846 |
20.7% |
372,559 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3330 |
1.3266 |
1.3049 |
|
| R3 |
1.3225 |
1.3161 |
1.3020 |
|
| R2 |
1.3120 |
1.3120 |
1.3010 |
|
| R1 |
1.3056 |
1.3056 |
1.3001 |
1.3036 |
| PP |
1.3015 |
1.3015 |
1.3015 |
1.3005 |
| S1 |
1.2951 |
1.2951 |
1.2981 |
1.2931 |
| S2 |
1.2910 |
1.2910 |
1.2972 |
|
| S3 |
1.2805 |
1.2846 |
1.2962 |
|
| S4 |
1.2700 |
1.2741 |
1.2933 |
|
|
| 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% |
0.0104 |
0.8% |
17% |
False |
False |
88,213 |
| 10 |
1.3173 |
1.2953 |
0.0220 |
1.7% |
0.0098 |
0.8% |
17% |
False |
False |
83,898 |
| 20 |
1.3173 |
1.2467 |
0.0706 |
5.4% |
0.0152 |
1.2% |
74% |
False |
False |
120,591 |
| 40 |
1.3173 |
1.2243 |
0.0930 |
7.2% |
0.0130 |
1.0% |
80% |
False |
False |
109,604 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.2% |
0.0116 |
0.9% |
80% |
False |
False |
96,802 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.7% |
0.0112 |
0.9% |
82% |
False |
False |
72,727 |
| 100 |
1.3173 |
1.1707 |
0.1466 |
11.3% |
0.0109 |
0.8% |
88% |
False |
False |
58,228 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.3% |
0.0112 |
0.9% |
88% |
False |
False |
48,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3526 |
|
2.618 |
1.3355 |
|
1.618 |
1.3250 |
|
1.000 |
1.3185 |
|
0.618 |
1.3145 |
|
HIGH |
1.3080 |
|
0.618 |
1.3040 |
|
0.500 |
1.3028 |
|
0.382 |
1.3015 |
|
LOW |
1.2975 |
|
0.618 |
1.2910 |
|
1.000 |
1.2870 |
|
1.618 |
1.2805 |
|
2.618 |
1.2700 |
|
4.250 |
1.2529 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3028 |
1.3017 |
| PP |
1.3015 |
1.3008 |
| S1 |
1.3003 |
1.3000 |
|