CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3059 |
1.3037 |
-0.0022 |
-0.2% |
1.2807 |
| High |
1.3138 |
1.3096 |
-0.0042 |
-0.3% |
1.3138 |
| Low |
1.2991 |
1.3017 |
0.0026 |
0.2% |
1.2781 |
| Close |
1.3036 |
1.3049 |
0.0013 |
0.1% |
1.3049 |
| Range |
0.0147 |
0.0079 |
-0.0068 |
-46.3% |
0.0357 |
| ATR |
0.0141 |
0.0136 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
400 |
891 |
491 |
122.8% |
2,419 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3291 |
1.3249 |
1.3092 |
|
| R3 |
1.3212 |
1.3170 |
1.3071 |
|
| R2 |
1.3133 |
1.3133 |
1.3063 |
|
| R1 |
1.3091 |
1.3091 |
1.3056 |
1.3112 |
| PP |
1.3054 |
1.3054 |
1.3054 |
1.3065 |
| S1 |
1.3012 |
1.3012 |
1.3042 |
1.3033 |
| S2 |
1.2975 |
1.2975 |
1.3035 |
|
| S3 |
1.2896 |
1.2933 |
1.3027 |
|
| S4 |
1.2817 |
1.2854 |
1.3006 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4060 |
1.3912 |
1.3245 |
|
| R3 |
1.3703 |
1.3555 |
1.3147 |
|
| R2 |
1.3346 |
1.3346 |
1.3114 |
|
| R1 |
1.3198 |
1.3198 |
1.3082 |
1.3272 |
| PP |
1.2989 |
1.2989 |
1.2989 |
1.3027 |
| S1 |
1.2841 |
1.2841 |
1.3016 |
1.2915 |
| S2 |
1.2632 |
1.2632 |
1.2984 |
|
| S3 |
1.2275 |
1.2484 |
1.2951 |
|
| S4 |
1.1918 |
1.2127 |
1.2853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3138 |
1.2781 |
0.0357 |
2.7% |
0.0139 |
1.1% |
75% |
False |
False |
483 |
| 10 |
1.3138 |
1.2484 |
0.0654 |
5.0% |
0.0188 |
1.4% |
86% |
False |
False |
501 |
| 20 |
1.3138 |
1.2484 |
0.0654 |
5.0% |
0.0135 |
1.0% |
86% |
False |
False |
314 |
| 40 |
1.3138 |
1.2250 |
0.0888 |
6.8% |
0.0103 |
0.8% |
90% |
False |
False |
193 |
| 60 |
1.3138 |
1.2187 |
0.0951 |
7.3% |
0.0077 |
0.6% |
91% |
False |
False |
134 |
| 80 |
1.3138 |
1.2085 |
0.1053 |
8.1% |
0.0067 |
0.5% |
92% |
False |
False |
105 |
| 100 |
1.3138 |
1.1732 |
0.1406 |
10.8% |
0.0057 |
0.4% |
94% |
False |
False |
87 |
| 120 |
1.3138 |
1.1732 |
0.1406 |
10.8% |
0.0055 |
0.4% |
94% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3432 |
|
2.618 |
1.3303 |
|
1.618 |
1.3224 |
|
1.000 |
1.3175 |
|
0.618 |
1.3145 |
|
HIGH |
1.3096 |
|
0.618 |
1.3066 |
|
0.500 |
1.3057 |
|
0.382 |
1.3047 |
|
LOW |
1.3017 |
|
0.618 |
1.2968 |
|
1.000 |
1.2938 |
|
1.618 |
1.2889 |
|
2.618 |
1.2810 |
|
4.250 |
1.2681 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3057 |
1.3057 |
| PP |
1.3054 |
1.3054 |
| S1 |
1.3052 |
1.3052 |
|