CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3013 |
1.3020 |
0.0007 |
0.1% |
1.2798 |
| High |
1.3061 |
1.3053 |
-0.0008 |
-0.1% |
1.3127 |
| Low |
1.2977 |
1.3003 |
0.0026 |
0.2% |
1.2749 |
| Close |
1.3032 |
1.3034 |
0.0002 |
0.0% |
1.3029 |
| Range |
0.0084 |
0.0050 |
-0.0034 |
-40.5% |
0.0378 |
| ATR |
0.0148 |
0.0141 |
-0.0007 |
-4.7% |
0.0000 |
| Volume |
60,155 |
66,163 |
6,008 |
10.0% |
637,732 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3180 |
1.3157 |
1.3062 |
|
| R3 |
1.3130 |
1.3107 |
1.3048 |
|
| R2 |
1.3080 |
1.3080 |
1.3043 |
|
| R1 |
1.3057 |
1.3057 |
1.3039 |
1.3069 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3036 |
| S1 |
1.3007 |
1.3007 |
1.3029 |
1.3019 |
| S2 |
1.2980 |
1.2980 |
1.3025 |
|
| S3 |
1.2930 |
1.2957 |
1.3020 |
|
| S4 |
1.2880 |
1.2907 |
1.3007 |
|
|
| 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 |
1.2944 |
0.0183 |
1.4% |
0.0111 |
0.9% |
49% |
False |
False |
93,348 |
| 10 |
1.3127 |
1.2467 |
0.0660 |
5.1% |
0.0174 |
1.3% |
86% |
False |
False |
140,975 |
| 20 |
1.3127 |
1.2467 |
0.0660 |
5.1% |
0.0154 |
1.2% |
86% |
False |
False |
122,093 |
| 40 |
1.3127 |
1.2243 |
0.0884 |
6.8% |
0.0127 |
1.0% |
89% |
False |
False |
111,043 |
| 60 |
1.3127 |
1.2173 |
0.0954 |
7.3% |
0.0117 |
0.9% |
90% |
False |
False |
88,527 |
| 80 |
1.3127 |
1.2106 |
0.1021 |
7.8% |
0.0113 |
0.9% |
91% |
False |
False |
66,489 |
| 100 |
1.3127 |
1.1707 |
0.1420 |
10.9% |
0.0109 |
0.8% |
93% |
False |
False |
53,233 |
| 120 |
1.3127 |
1.1707 |
0.1420 |
10.9% |
0.0107 |
0.8% |
93% |
False |
False |
44,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3266 |
|
2.618 |
1.3184 |
|
1.618 |
1.3134 |
|
1.000 |
1.3103 |
|
0.618 |
1.3084 |
|
HIGH |
1.3053 |
|
0.618 |
1.3034 |
|
0.500 |
1.3028 |
|
0.382 |
1.3022 |
|
LOW |
1.3003 |
|
0.618 |
1.2972 |
|
1.000 |
1.2953 |
|
1.618 |
1.2922 |
|
2.618 |
1.2872 |
|
4.250 |
1.2791 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3032 |
1.3032 |
| PP |
1.3030 |
1.3030 |
| S1 |
1.3028 |
1.3028 |
|