CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3016 |
1.3013 |
-0.0003 |
0.0% |
1.2798 |
| High |
1.3078 |
1.3061 |
-0.0017 |
-0.1% |
1.3127 |
| Low |
1.2992 |
1.2977 |
-0.0015 |
-0.1% |
1.2749 |
| Close |
1.3029 |
1.3032 |
0.0003 |
0.0% |
1.3029 |
| Range |
0.0086 |
0.0084 |
-0.0002 |
-2.3% |
0.0378 |
| ATR |
0.0153 |
0.0148 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
77,672 |
60,155 |
-17,517 |
-22.6% |
637,732 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3275 |
1.3238 |
1.3078 |
|
| R3 |
1.3191 |
1.3154 |
1.3055 |
|
| R2 |
1.3107 |
1.3107 |
1.3047 |
|
| R1 |
1.3070 |
1.3070 |
1.3040 |
1.3089 |
| PP |
1.3023 |
1.3023 |
1.3023 |
1.3033 |
| S1 |
1.2986 |
1.2986 |
1.3024 |
1.3005 |
| S2 |
1.2939 |
1.2939 |
1.3017 |
|
| S3 |
1.2855 |
1.2902 |
1.3009 |
|
| S4 |
1.2771 |
1.2818 |
1.2986 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4102 |
1.3944 |
1.3237 |
|
| R3 |
1.3724 |
1.3566 |
1.3133 |
|
| R2 |
1.3346 |
1.3346 |
1.3098 |
|
| R1 |
1.3188 |
1.3188 |
1.3064 |
1.3267 |
| PP |
1.2968 |
1.2968 |
1.2968 |
1.3008 |
| S1 |
1.2810 |
1.2810 |
1.2994 |
1.2889 |
| S2 |
1.2590 |
1.2590 |
1.2960 |
|
| S3 |
1.2212 |
1.2432 |
1.2925 |
|
| S4 |
1.1834 |
1.2054 |
1.2821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3127 |
1.2856 |
0.0271 |
2.1% |
0.0139 |
1.1% |
65% |
False |
False |
115,040 |
| 10 |
1.3127 |
1.2467 |
0.0660 |
5.1% |
0.0184 |
1.4% |
86% |
False |
False |
145,600 |
| 20 |
1.3127 |
1.2467 |
0.0660 |
5.1% |
0.0156 |
1.2% |
86% |
False |
False |
123,804 |
| 40 |
1.3127 |
1.2243 |
0.0884 |
6.8% |
0.0127 |
1.0% |
89% |
False |
False |
111,297 |
| 60 |
1.3127 |
1.2173 |
0.0954 |
7.3% |
0.0117 |
0.9% |
90% |
False |
False |
87,435 |
| 80 |
1.3127 |
1.2106 |
0.1021 |
7.8% |
0.0113 |
0.9% |
91% |
False |
False |
65,665 |
| 100 |
1.3127 |
1.1707 |
0.1420 |
10.9% |
0.0109 |
0.8% |
93% |
False |
False |
52,571 |
| 120 |
1.3127 |
1.1707 |
0.1420 |
10.9% |
0.0107 |
0.8% |
93% |
False |
False |
43,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3418 |
|
2.618 |
1.3281 |
|
1.618 |
1.3197 |
|
1.000 |
1.3145 |
|
0.618 |
1.3113 |
|
HIGH |
1.3061 |
|
0.618 |
1.3029 |
|
0.500 |
1.3019 |
|
0.382 |
1.3009 |
|
LOW |
1.2977 |
|
0.618 |
1.2925 |
|
1.000 |
1.2893 |
|
1.618 |
1.2841 |
|
2.618 |
1.2757 |
|
4.250 |
1.2620 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3028 |
1.3042 |
| PP |
1.3023 |
1.3039 |
| S1 |
1.3019 |
1.3035 |
|