CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3010 |
1.2930 |
-0.0080 |
-0.6% |
1.3045 |
| High |
1.3026 |
1.3087 |
0.0061 |
0.5% |
1.3095 |
| Low |
1.2886 |
1.2928 |
0.0042 |
0.3% |
1.2886 |
| Close |
1.2911 |
1.3056 |
0.0145 |
1.1% |
1.3056 |
| Range |
0.0140 |
0.0159 |
0.0019 |
13.6% |
0.0209 |
| ATR |
0.0115 |
0.0120 |
0.0004 |
3.8% |
0.0000 |
| Volume |
366 |
708 |
342 |
93.4% |
2,062 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3501 |
1.3437 |
1.3143 |
|
| R3 |
1.3342 |
1.3278 |
1.3100 |
|
| R2 |
1.3183 |
1.3183 |
1.3085 |
|
| R1 |
1.3119 |
1.3119 |
1.3071 |
1.3151 |
| PP |
1.3024 |
1.3024 |
1.3024 |
1.3040 |
| S1 |
1.2960 |
1.2960 |
1.3041 |
1.2992 |
| S2 |
1.2865 |
1.2865 |
1.3027 |
|
| S3 |
1.2706 |
1.2801 |
1.3012 |
|
| S4 |
1.2547 |
1.2642 |
1.2969 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3639 |
1.3557 |
1.3171 |
|
| R3 |
1.3430 |
1.3348 |
1.3113 |
|
| R2 |
1.3221 |
1.3221 |
1.3094 |
|
| R1 |
1.3139 |
1.3139 |
1.3075 |
1.3180 |
| PP |
1.3012 |
1.3012 |
1.3012 |
1.3033 |
| S1 |
1.2930 |
1.2930 |
1.3037 |
1.2971 |
| S2 |
1.2803 |
1.2803 |
1.3018 |
|
| S3 |
1.2594 |
1.2721 |
1.2999 |
|
| S4 |
1.2385 |
1.2512 |
1.2941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3095 |
1.2886 |
0.0209 |
1.6% |
0.0116 |
0.9% |
81% |
False |
False |
412 |
| 10 |
1.3180 |
1.2886 |
0.0294 |
2.3% |
0.0094 |
0.7% |
58% |
False |
False |
308 |
| 20 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0141 |
1.1% |
82% |
False |
False |
404 |
| 40 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0115 |
0.9% |
87% |
False |
False |
259 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0090 |
0.7% |
87% |
False |
False |
184 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0072 |
0.6% |
88% |
False |
False |
141 |
| 100 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0065 |
0.5% |
91% |
False |
False |
116 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0063 |
0.5% |
91% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3763 |
|
2.618 |
1.3503 |
|
1.618 |
1.3344 |
|
1.000 |
1.3246 |
|
0.618 |
1.3185 |
|
HIGH |
1.3087 |
|
0.618 |
1.3026 |
|
0.500 |
1.3008 |
|
0.382 |
1.2989 |
|
LOW |
1.2928 |
|
0.618 |
1.2830 |
|
1.000 |
1.2769 |
|
1.618 |
1.2671 |
|
2.618 |
1.2512 |
|
4.250 |
1.2252 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3040 |
1.3034 |
| PP |
1.3024 |
1.3012 |
| S1 |
1.3008 |
1.2991 |
|