CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3058 |
1.3045 |
-0.0013 |
-0.1% |
1.3035 |
| High |
1.3180 |
1.3081 |
-0.0099 |
-0.8% |
1.3180 |
| Low |
1.3029 |
1.2972 |
-0.0057 |
-0.4% |
1.3001 |
| Close |
1.3093 |
1.3051 |
-0.0042 |
-0.3% |
1.3093 |
| Range |
0.0151 |
0.0109 |
-0.0042 |
-27.8% |
0.0179 |
| ATR |
0.0117 |
0.0118 |
0.0000 |
0.2% |
0.0000 |
| Volume |
171 |
306 |
135 |
78.9% |
1,018 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3362 |
1.3315 |
1.3111 |
|
| R3 |
1.3253 |
1.3206 |
1.3081 |
|
| R2 |
1.3144 |
1.3144 |
1.3071 |
|
| R1 |
1.3097 |
1.3097 |
1.3061 |
1.3121 |
| PP |
1.3035 |
1.3035 |
1.3035 |
1.3046 |
| S1 |
1.2988 |
1.2988 |
1.3041 |
1.3012 |
| S2 |
1.2926 |
1.2926 |
1.3031 |
|
| S3 |
1.2817 |
1.2879 |
1.3021 |
|
| S4 |
1.2708 |
1.2770 |
1.2991 |
|
|
| 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 |
1.2972 |
0.0208 |
1.6% |
0.0080 |
0.6% |
38% |
False |
True |
240 |
| 10 |
1.3180 |
1.2887 |
0.0293 |
2.2% |
0.0101 |
0.8% |
56% |
False |
False |
334 |
| 20 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0140 |
1.1% |
81% |
False |
False |
362 |
| 40 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0110 |
0.8% |
86% |
False |
False |
221 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0083 |
0.6% |
86% |
False |
False |
155 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0068 |
0.5% |
87% |
False |
False |
121 |
| 100 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0062 |
0.5% |
91% |
False |
False |
99 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0059 |
0.5% |
91% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3544 |
|
2.618 |
1.3366 |
|
1.618 |
1.3257 |
|
1.000 |
1.3190 |
|
0.618 |
1.3148 |
|
HIGH |
1.3081 |
|
0.618 |
1.3039 |
|
0.500 |
1.3027 |
|
0.382 |
1.3014 |
|
LOW |
1.2972 |
|
0.618 |
1.2905 |
|
1.000 |
1.2863 |
|
1.618 |
1.2796 |
|
2.618 |
1.2687 |
|
4.250 |
1.2509 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3043 |
1.3076 |
| PP |
1.3035 |
1.3068 |
| S1 |
1.3027 |
1.3059 |
|