CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3050 |
1.3010 |
-0.0040 |
-0.3% |
1.3035 |
| High |
1.3095 |
1.3026 |
-0.0069 |
-0.5% |
1.3180 |
| Low |
1.2994 |
1.2886 |
-0.0108 |
-0.8% |
1.3001 |
| Close |
1.3006 |
1.2911 |
-0.0095 |
-0.7% |
1.3093 |
| Range |
0.0101 |
0.0140 |
0.0039 |
38.6% |
0.0179 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
1.7% |
0.0000 |
| Volume |
318 |
366 |
48 |
15.1% |
1,018 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3361 |
1.3276 |
1.2988 |
|
| R3 |
1.3221 |
1.3136 |
1.2950 |
|
| R2 |
1.3081 |
1.3081 |
1.2937 |
|
| R1 |
1.2996 |
1.2996 |
1.2924 |
1.2969 |
| PP |
1.2941 |
1.2941 |
1.2941 |
1.2927 |
| S1 |
1.2856 |
1.2856 |
1.2898 |
1.2829 |
| S2 |
1.2801 |
1.2801 |
1.2885 |
|
| S3 |
1.2661 |
1.2716 |
1.2873 |
|
| S4 |
1.2521 |
1.2576 |
1.2834 |
|
|
| 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 |
1.2886 |
0.0294 |
2.3% |
0.0115 |
0.9% |
9% |
False |
True |
305 |
| 10 |
1.3180 |
1.2886 |
0.0294 |
2.3% |
0.0086 |
0.7% |
9% |
False |
True |
326 |
| 20 |
1.3180 |
1.2484 |
0.0696 |
5.4% |
0.0140 |
1.1% |
61% |
False |
False |
377 |
| 40 |
1.3180 |
1.2250 |
0.0930 |
7.2% |
0.0113 |
0.9% |
71% |
False |
False |
243 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.2% |
0.0087 |
0.7% |
71% |
False |
False |
173 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.7% |
0.0070 |
0.5% |
73% |
False |
False |
132 |
| 100 |
1.3180 |
1.1732 |
0.1448 |
11.2% |
0.0063 |
0.5% |
81% |
False |
False |
109 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.2% |
0.0062 |
0.5% |
81% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3621 |
|
2.618 |
1.3393 |
|
1.618 |
1.3253 |
|
1.000 |
1.3166 |
|
0.618 |
1.3113 |
|
HIGH |
1.3026 |
|
0.618 |
1.2973 |
|
0.500 |
1.2956 |
|
0.382 |
1.2939 |
|
LOW |
1.2886 |
|
0.618 |
1.2799 |
|
1.000 |
1.2746 |
|
1.618 |
1.2659 |
|
2.618 |
1.2519 |
|
4.250 |
1.2291 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2956 |
1.2991 |
| PP |
1.2941 |
1.2964 |
| S1 |
1.2926 |
1.2938 |
|