CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3016 |
1.3016 |
0.0000 |
0.0% |
1.3050 |
| High |
1.3016 |
1.3129 |
0.0113 |
0.9% |
1.3068 |
| Low |
1.3016 |
1.3016 |
0.0000 |
0.0% |
1.2684 |
| Close |
1.3016 |
1.3072 |
0.0056 |
0.4% |
1.2783 |
| Range |
0.0000 |
0.0113 |
0.0113 |
|
0.0384 |
| ATR |
0.0076 |
0.0078 |
0.0003 |
3.5% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
12 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3411 |
1.3355 |
1.3134 |
|
| R3 |
1.3298 |
1.3242 |
1.3103 |
|
| R2 |
1.3185 |
1.3185 |
1.3093 |
|
| R1 |
1.3129 |
1.3129 |
1.3082 |
1.3157 |
| PP |
1.3072 |
1.3072 |
1.3072 |
1.3087 |
| S1 |
1.3016 |
1.3016 |
1.3062 |
1.3044 |
| S2 |
1.2959 |
1.2959 |
1.3051 |
|
| S3 |
1.2846 |
1.2903 |
1.3041 |
|
| S4 |
1.2733 |
1.2790 |
1.3010 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3997 |
1.3774 |
1.2994 |
|
| R3 |
1.3613 |
1.3390 |
1.2889 |
|
| R2 |
1.3229 |
1.3229 |
1.2853 |
|
| R1 |
1.3006 |
1.3006 |
1.2818 |
1.2926 |
| PP |
1.2845 |
1.2845 |
1.2845 |
1.2805 |
| S1 |
1.2622 |
1.2622 |
1.2748 |
1.2542 |
| S2 |
1.2461 |
1.2461 |
1.2713 |
|
| S3 |
1.2077 |
1.2238 |
1.2677 |
|
| S4 |
1.1693 |
1.1854 |
1.2572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3129 |
1.2684 |
0.0445 |
3.4% |
0.0030 |
0.2% |
87% |
True |
False |
2 |
| 10 |
1.3129 |
1.2684 |
0.0445 |
3.4% |
0.0026 |
0.2% |
87% |
True |
False |
2 |
| 20 |
1.3129 |
1.2665 |
0.0464 |
3.5% |
0.0013 |
0.1% |
88% |
True |
False |
2 |
| 40 |
1.3129 |
1.2338 |
0.0791 |
6.1% |
0.0007 |
0.1% |
93% |
True |
False |
12 |
| 60 |
1.3129 |
1.2201 |
0.0928 |
7.1% |
0.0005 |
0.0% |
94% |
True |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3609 |
|
2.618 |
1.3425 |
|
1.618 |
1.3312 |
|
1.000 |
1.3242 |
|
0.618 |
1.3199 |
|
HIGH |
1.3129 |
|
0.618 |
1.3086 |
|
0.500 |
1.3073 |
|
0.382 |
1.3059 |
|
LOW |
1.3016 |
|
0.618 |
1.2946 |
|
1.000 |
1.2903 |
|
1.618 |
1.2833 |
|
2.618 |
1.2720 |
|
4.250 |
1.2536 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3073 |
1.3053 |
| PP |
1.3072 |
1.3034 |
| S1 |
1.3072 |
1.3016 |
|