CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2798 |
1.2857 |
0.0059 |
0.5% |
1.2930 |
| High |
1.2918 |
1.3048 |
0.0130 |
1.0% |
1.3113 |
| Low |
1.2749 |
1.2856 |
0.0107 |
0.8% |
1.2467 |
| Close |
1.2891 |
1.2977 |
0.0086 |
0.7% |
1.2755 |
| Range |
0.0169 |
0.0192 |
0.0023 |
13.6% |
0.0646 |
| ATR |
0.0155 |
0.0157 |
0.0003 |
1.7% |
0.0000 |
| Volume |
122,687 |
174,623 |
51,936 |
42.3% |
943,882 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3536 |
1.3449 |
1.3083 |
|
| R3 |
1.3344 |
1.3257 |
1.3030 |
|
| R2 |
1.3152 |
1.3152 |
1.3012 |
|
| R1 |
1.3065 |
1.3065 |
1.2995 |
1.3109 |
| PP |
1.2960 |
1.2960 |
1.2960 |
1.2982 |
| S1 |
1.2873 |
1.2873 |
1.2959 |
1.2917 |
| S2 |
1.2768 |
1.2768 |
1.2942 |
|
| S3 |
1.2576 |
1.2681 |
1.2924 |
|
| S4 |
1.2384 |
1.2489 |
1.2871 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4716 |
1.4382 |
1.3110 |
|
| R3 |
1.4070 |
1.3736 |
1.2933 |
|
| R2 |
1.3424 |
1.3424 |
1.2873 |
|
| R1 |
1.3090 |
1.3090 |
1.2814 |
1.2934 |
| PP |
1.2778 |
1.2778 |
1.2778 |
1.2701 |
| S1 |
1.2444 |
1.2444 |
1.2696 |
1.2288 |
| S2 |
1.2132 |
1.2132 |
1.2637 |
|
| S3 |
1.1486 |
1.1798 |
1.2577 |
|
| S4 |
1.0840 |
1.1152 |
1.2400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3048 |
1.2467 |
0.0581 |
4.5% |
0.0238 |
1.8% |
88% |
True |
False |
188,602 |
| 10 |
1.3113 |
1.2467 |
0.0646 |
5.0% |
0.0199 |
1.5% |
79% |
False |
False |
153,154 |
| 20 |
1.3113 |
1.2467 |
0.0646 |
5.0% |
0.0150 |
1.2% |
79% |
False |
False |
122,115 |
| 40 |
1.3113 |
1.2243 |
0.0870 |
6.7% |
0.0124 |
1.0% |
84% |
False |
False |
112,778 |
| 60 |
1.3113 |
1.2169 |
0.0944 |
7.3% |
0.0115 |
0.9% |
86% |
False |
False |
80,800 |
| 80 |
1.3113 |
1.1952 |
0.1161 |
8.9% |
0.0112 |
0.9% |
88% |
False |
False |
60,671 |
| 100 |
1.3113 |
1.1707 |
0.1406 |
10.8% |
0.0110 |
0.8% |
90% |
False |
False |
48,577 |
| 120 |
1.3113 |
1.1707 |
0.1406 |
10.8% |
0.0103 |
0.8% |
90% |
False |
False |
40,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3864 |
|
2.618 |
1.3551 |
|
1.618 |
1.3359 |
|
1.000 |
1.3240 |
|
0.618 |
1.3167 |
|
HIGH |
1.3048 |
|
0.618 |
1.2975 |
|
0.500 |
1.2952 |
|
0.382 |
1.2929 |
|
LOW |
1.2856 |
|
0.618 |
1.2737 |
|
1.000 |
1.2664 |
|
1.618 |
1.2545 |
|
2.618 |
1.2353 |
|
4.250 |
1.2040 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2969 |
1.2925 |
| PP |
1.2960 |
1.2874 |
| S1 |
1.2952 |
1.2822 |
|