CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3022 |
1.3053 |
0.0031 |
0.2% |
1.3045 |
| High |
1.3064 |
1.3105 |
0.0041 |
0.3% |
1.3095 |
| Low |
1.3017 |
1.3031 |
0.0014 |
0.1% |
1.2886 |
| Close |
1.3059 |
1.3073 |
0.0014 |
0.1% |
1.3056 |
| Range |
0.0047 |
0.0074 |
0.0027 |
57.4% |
0.0209 |
| ATR |
0.0111 |
0.0109 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
203 |
707 |
504 |
248.3% |
2,062 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3292 |
1.3256 |
1.3114 |
|
| R3 |
1.3218 |
1.3182 |
1.3093 |
|
| R2 |
1.3144 |
1.3144 |
1.3087 |
|
| R1 |
1.3108 |
1.3108 |
1.3080 |
1.3126 |
| PP |
1.3070 |
1.3070 |
1.3070 |
1.3079 |
| S1 |
1.3034 |
1.3034 |
1.3066 |
1.3052 |
| S2 |
1.2996 |
1.2996 |
1.3059 |
|
| S3 |
1.2922 |
1.2960 |
1.3053 |
|
| S4 |
1.2848 |
1.2886 |
1.3032 |
|
|
| 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 |
1.3105 |
1.2886 |
0.0219 |
1.7% |
0.0099 |
0.8% |
85% |
True |
False |
459 |
| 10 |
1.3180 |
1.2886 |
0.0294 |
2.2% |
0.0096 |
0.7% |
64% |
False |
False |
378 |
| 20 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0126 |
1.0% |
85% |
False |
False |
405 |
| 40 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0116 |
0.9% |
88% |
False |
False |
288 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0093 |
0.7% |
88% |
False |
False |
203 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0073 |
0.6% |
89% |
False |
False |
156 |
| 100 |
1.3180 |
1.1838 |
0.1342 |
10.3% |
0.0067 |
0.5% |
92% |
False |
False |
128 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0065 |
0.5% |
93% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3420 |
|
2.618 |
1.3299 |
|
1.618 |
1.3225 |
|
1.000 |
1.3179 |
|
0.618 |
1.3151 |
|
HIGH |
1.3105 |
|
0.618 |
1.3077 |
|
0.500 |
1.3068 |
|
0.382 |
1.3059 |
|
LOW |
1.3031 |
|
0.618 |
1.2985 |
|
1.000 |
1.2957 |
|
1.618 |
1.2911 |
|
2.618 |
1.2837 |
|
4.250 |
1.2717 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3071 |
1.3067 |
| PP |
1.3070 |
1.3060 |
| S1 |
1.3068 |
1.3054 |
|