CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3053 |
1.3057 |
0.0004 |
0.0% |
1.3045 |
| High |
1.3105 |
1.3073 |
-0.0032 |
-0.2% |
1.3095 |
| Low |
1.3031 |
1.2968 |
-0.0063 |
-0.5% |
1.2886 |
| Close |
1.3073 |
1.3032 |
-0.0041 |
-0.3% |
1.3056 |
| Range |
0.0074 |
0.0105 |
0.0031 |
41.9% |
0.0209 |
| ATR |
0.0109 |
0.0108 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
707 |
857 |
150 |
21.2% |
2,062 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3339 |
1.3291 |
1.3090 |
|
| R3 |
1.3234 |
1.3186 |
1.3061 |
|
| R2 |
1.3129 |
1.3129 |
1.3051 |
|
| R1 |
1.3081 |
1.3081 |
1.3042 |
1.3053 |
| PP |
1.3024 |
1.3024 |
1.3024 |
1.3010 |
| S1 |
1.2976 |
1.2976 |
1.3022 |
1.2948 |
| S2 |
1.2919 |
1.2919 |
1.3013 |
|
| S3 |
1.2814 |
1.2871 |
1.3003 |
|
| S4 |
1.2709 |
1.2766 |
1.2974 |
|
|
| 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 |
1.2928 |
0.0177 |
1.4% |
0.0092 |
0.7% |
59% |
False |
False |
558 |
| 10 |
1.3180 |
1.2886 |
0.0294 |
2.3% |
0.0103 |
0.8% |
50% |
False |
False |
431 |
| 20 |
1.3180 |
1.2616 |
0.0564 |
4.3% |
0.0105 |
0.8% |
74% |
False |
False |
438 |
| 40 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0117 |
0.9% |
84% |
False |
False |
309 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0094 |
0.7% |
84% |
False |
False |
218 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0074 |
0.6% |
85% |
False |
False |
166 |
| 100 |
1.3180 |
1.1920 |
0.1260 |
9.7% |
0.0068 |
0.5% |
88% |
False |
False |
137 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0064 |
0.5% |
90% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3519 |
|
2.618 |
1.3348 |
|
1.618 |
1.3243 |
|
1.000 |
1.3178 |
|
0.618 |
1.3138 |
|
HIGH |
1.3073 |
|
0.618 |
1.3033 |
|
0.500 |
1.3021 |
|
0.382 |
1.3008 |
|
LOW |
1.2968 |
|
0.618 |
1.2903 |
|
1.000 |
1.2863 |
|
1.618 |
1.2798 |
|
2.618 |
1.2693 |
|
4.250 |
1.2522 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3028 |
1.3037 |
| PP |
1.3024 |
1.3035 |
| S1 |
1.3021 |
1.3034 |
|