CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2976 |
1.3059 |
0.0083 |
0.6% |
1.2970 |
| High |
1.3120 |
1.3138 |
0.0018 |
0.1% |
1.3120 |
| Low |
1.2975 |
1.2991 |
0.0016 |
0.1% |
1.2484 |
| Close |
1.3050 |
1.3036 |
-0.0014 |
-0.1% |
1.2770 |
| Range |
0.0145 |
0.0147 |
0.0002 |
1.4% |
0.0636 |
| ATR |
0.0140 |
0.0141 |
0.0000 |
0.3% |
0.0000 |
| Volume |
515 |
400 |
-115 |
-22.3% |
2,595 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3496 |
1.3413 |
1.3117 |
|
| R3 |
1.3349 |
1.3266 |
1.3076 |
|
| R2 |
1.3202 |
1.3202 |
1.3063 |
|
| R1 |
1.3119 |
1.3119 |
1.3049 |
1.3087 |
| PP |
1.3055 |
1.3055 |
1.3055 |
1.3039 |
| S1 |
1.2972 |
1.2972 |
1.3023 |
1.2940 |
| S2 |
1.2908 |
1.2908 |
1.3009 |
|
| S3 |
1.2761 |
1.2825 |
1.2996 |
|
| S4 |
1.2614 |
1.2678 |
1.2955 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4699 |
1.4371 |
1.3120 |
|
| R3 |
1.4063 |
1.3735 |
1.2945 |
|
| R2 |
1.3427 |
1.3427 |
1.2887 |
|
| R1 |
1.3099 |
1.3099 |
1.2828 |
1.2945 |
| PP |
1.2791 |
1.2791 |
1.2791 |
1.2715 |
| S1 |
1.2463 |
1.2463 |
1.2712 |
1.2309 |
| S2 |
1.2155 |
1.2155 |
1.2653 |
|
| S3 |
1.1519 |
1.1827 |
1.2595 |
|
| S4 |
1.0883 |
1.1191 |
1.2420 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3138 |
1.2616 |
0.0522 |
4.0% |
0.0156 |
1.2% |
80% |
True |
False |
541 |
| 10 |
1.3138 |
1.2484 |
0.0654 |
5.0% |
0.0194 |
1.5% |
84% |
True |
False |
428 |
| 20 |
1.3138 |
1.2484 |
0.0654 |
5.0% |
0.0132 |
1.0% |
84% |
True |
False |
288 |
| 40 |
1.3138 |
1.2250 |
0.0888 |
6.8% |
0.0103 |
0.8% |
89% |
True |
False |
172 |
| 60 |
1.3138 |
1.2187 |
0.0951 |
7.3% |
0.0076 |
0.6% |
89% |
True |
False |
119 |
| 80 |
1.3138 |
1.2085 |
0.1053 |
8.1% |
0.0066 |
0.5% |
90% |
True |
False |
94 |
| 100 |
1.3138 |
1.1732 |
0.1406 |
10.8% |
0.0056 |
0.4% |
93% |
True |
False |
78 |
| 120 |
1.3138 |
1.1732 |
0.1406 |
10.8% |
0.0055 |
0.4% |
93% |
True |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3763 |
|
2.618 |
1.3523 |
|
1.618 |
1.3376 |
|
1.000 |
1.3285 |
|
0.618 |
1.3229 |
|
HIGH |
1.3138 |
|
0.618 |
1.3082 |
|
0.500 |
1.3065 |
|
0.382 |
1.3047 |
|
LOW |
1.2991 |
|
0.618 |
1.2900 |
|
1.000 |
1.2844 |
|
1.618 |
1.2753 |
|
2.618 |
1.2606 |
|
4.250 |
1.2366 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3065 |
1.3028 |
| PP |
1.3055 |
1.3020 |
| S1 |
1.3046 |
1.3013 |
|