CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3057 |
1.3018 |
-0.0039 |
-0.3% |
1.3047 |
| High |
1.3073 |
1.3080 |
0.0007 |
0.1% |
1.3105 |
| Low |
1.2968 |
1.3009 |
0.0041 |
0.3% |
1.2968 |
| Close |
1.3032 |
1.3045 |
0.0013 |
0.1% |
1.3045 |
| Range |
0.0105 |
0.0071 |
-0.0034 |
-32.4% |
0.0137 |
| ATR |
0.0108 |
0.0106 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
857 |
841 |
-16 |
-1.9% |
2,923 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3258 |
1.3222 |
1.3084 |
|
| R3 |
1.3187 |
1.3151 |
1.3065 |
|
| R2 |
1.3116 |
1.3116 |
1.3058 |
|
| R1 |
1.3080 |
1.3080 |
1.3052 |
1.3098 |
| PP |
1.3045 |
1.3045 |
1.3045 |
1.3054 |
| S1 |
1.3009 |
1.3009 |
1.3038 |
1.3027 |
| S2 |
1.2974 |
1.2974 |
1.3032 |
|
| S3 |
1.2903 |
1.2938 |
1.3025 |
|
| S4 |
1.2832 |
1.2867 |
1.3006 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3450 |
1.3385 |
1.3120 |
|
| R3 |
1.3313 |
1.3248 |
1.3083 |
|
| R2 |
1.3176 |
1.3176 |
1.3070 |
|
| R1 |
1.3111 |
1.3111 |
1.3058 |
1.3075 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.3022 |
| S1 |
1.2974 |
1.2974 |
1.3032 |
1.2938 |
| S2 |
1.2902 |
1.2902 |
1.3020 |
|
| S3 |
1.2765 |
1.2837 |
1.3007 |
|
| S4 |
1.2628 |
1.2700 |
1.2970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3105 |
1.2968 |
0.0137 |
1.1% |
0.0074 |
0.6% |
56% |
False |
False |
584 |
| 10 |
1.3105 |
1.2886 |
0.0219 |
1.7% |
0.0095 |
0.7% |
73% |
False |
False |
498 |
| 20 |
1.3180 |
1.2781 |
0.0399 |
3.1% |
0.0100 |
0.8% |
66% |
False |
False |
421 |
| 40 |
1.3180 |
1.2399 |
0.0781 |
6.0% |
0.0114 |
0.9% |
83% |
False |
False |
329 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0095 |
0.7% |
85% |
False |
False |
231 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0075 |
0.6% |
86% |
False |
False |
176 |
| 100 |
1.3180 |
1.1920 |
0.1260 |
9.7% |
0.0069 |
0.5% |
89% |
False |
False |
145 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0063 |
0.5% |
91% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3382 |
|
2.618 |
1.3266 |
|
1.618 |
1.3195 |
|
1.000 |
1.3151 |
|
0.618 |
1.3124 |
|
HIGH |
1.3080 |
|
0.618 |
1.3053 |
|
0.500 |
1.3045 |
|
0.382 |
1.3036 |
|
LOW |
1.3009 |
|
0.618 |
1.2965 |
|
1.000 |
1.2938 |
|
1.618 |
1.2894 |
|
2.618 |
1.2823 |
|
4.250 |
1.2707 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3045 |
1.3042 |
| PP |
1.3045 |
1.3039 |
| S1 |
1.3045 |
1.3037 |
|