CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3073 |
1.3058 |
-0.0015 |
-0.1% |
1.3035 |
| High |
1.3100 |
1.3180 |
0.0080 |
0.6% |
1.3180 |
| Low |
1.3066 |
1.3029 |
-0.0037 |
-0.3% |
1.3001 |
| Close |
1.3089 |
1.3093 |
0.0004 |
0.0% |
1.3093 |
| Range |
0.0034 |
0.0151 |
0.0117 |
344.1% |
0.0179 |
| ATR |
0.0115 |
0.0117 |
0.0003 |
2.3% |
0.0000 |
| Volume |
328 |
171 |
-157 |
-47.9% |
1,018 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3554 |
1.3474 |
1.3176 |
|
| R3 |
1.3403 |
1.3323 |
1.3135 |
|
| R2 |
1.3252 |
1.3252 |
1.3121 |
|
| R1 |
1.3172 |
1.3172 |
1.3107 |
1.3212 |
| PP |
1.3101 |
1.3101 |
1.3101 |
1.3121 |
| S1 |
1.3021 |
1.3021 |
1.3079 |
1.3061 |
| S2 |
1.2950 |
1.2950 |
1.3065 |
|
| S3 |
1.2799 |
1.2870 |
1.3051 |
|
| S4 |
1.2648 |
1.2719 |
1.3010 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3628 |
1.3540 |
1.3191 |
|
| R3 |
1.3449 |
1.3361 |
1.3142 |
|
| R2 |
1.3270 |
1.3270 |
1.3126 |
|
| R1 |
1.3182 |
1.3182 |
1.3109 |
1.3226 |
| PP |
1.3091 |
1.3091 |
1.3091 |
1.3114 |
| S1 |
1.3003 |
1.3003 |
1.3077 |
1.3047 |
| S2 |
1.2912 |
1.2912 |
1.3060 |
|
| S3 |
1.2733 |
1.2824 |
1.3044 |
|
| S4 |
1.2554 |
1.2645 |
1.2995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3180 |
1.3001 |
0.0179 |
1.4% |
0.0073 |
0.6% |
51% |
True |
False |
203 |
| 10 |
1.3180 |
1.2781 |
0.0399 |
3.0% |
0.0106 |
0.8% |
78% |
True |
False |
343 |
| 20 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0138 |
1.1% |
88% |
True |
False |
351 |
| 40 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0108 |
0.8% |
91% |
True |
False |
214 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0082 |
0.6% |
91% |
True |
False |
150 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0068 |
0.5% |
91% |
True |
False |
117 |
| 100 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0061 |
0.5% |
94% |
True |
False |
96 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0059 |
0.4% |
94% |
True |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3822 |
|
2.618 |
1.3575 |
|
1.618 |
1.3424 |
|
1.000 |
1.3331 |
|
0.618 |
1.3273 |
|
HIGH |
1.3180 |
|
0.618 |
1.3122 |
|
0.500 |
1.3105 |
|
0.382 |
1.3087 |
|
LOW |
1.3029 |
|
0.618 |
1.2936 |
|
1.000 |
1.2878 |
|
1.618 |
1.2785 |
|
2.618 |
1.2634 |
|
4.250 |
1.2387 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3105 |
1.3105 |
| PP |
1.3101 |
1.3101 |
| S1 |
1.3097 |
1.3097 |
|