CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3020 |
1.3021 |
0.0001 |
0.0% |
1.2798 |
| High |
1.3053 |
1.3092 |
0.0039 |
0.3% |
1.3127 |
| Low |
1.3003 |
1.3021 |
0.0018 |
0.1% |
1.2749 |
| Close |
1.3034 |
1.3079 |
0.0045 |
0.3% |
1.3029 |
| Range |
0.0050 |
0.0071 |
0.0021 |
42.0% |
0.0378 |
| ATR |
0.0141 |
0.0136 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
66,163 |
59,189 |
-6,974 |
-10.5% |
637,732 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3277 |
1.3249 |
1.3118 |
|
| R3 |
1.3206 |
1.3178 |
1.3099 |
|
| R2 |
1.3135 |
1.3135 |
1.3092 |
|
| R1 |
1.3107 |
1.3107 |
1.3086 |
1.3121 |
| PP |
1.3064 |
1.3064 |
1.3064 |
1.3071 |
| S1 |
1.3036 |
1.3036 |
1.3072 |
1.3050 |
| S2 |
1.2993 |
1.2993 |
1.3066 |
|
| S3 |
1.2922 |
1.2965 |
1.3059 |
|
| S4 |
1.2851 |
1.2894 |
1.3040 |
|
|
| 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 |
1.2957 |
0.0170 |
1.3% |
0.0092 |
0.7% |
72% |
False |
False |
79,583 |
| 10 |
1.3127 |
1.2467 |
0.0660 |
5.0% |
0.0171 |
1.3% |
93% |
False |
False |
135,143 |
| 20 |
1.3127 |
1.2467 |
0.0660 |
5.0% |
0.0153 |
1.2% |
93% |
False |
False |
121,122 |
| 40 |
1.3127 |
1.2243 |
0.0884 |
6.8% |
0.0127 |
1.0% |
95% |
False |
False |
110,956 |
| 60 |
1.3127 |
1.2173 |
0.0954 |
7.3% |
0.0116 |
0.9% |
95% |
False |
False |
89,510 |
| 80 |
1.3127 |
1.2106 |
0.1021 |
7.8% |
0.0112 |
0.9% |
95% |
False |
False |
67,227 |
| 100 |
1.3127 |
1.1707 |
0.1420 |
10.9% |
0.0109 |
0.8% |
97% |
False |
False |
53,825 |
| 120 |
1.3127 |
1.1707 |
0.1420 |
10.9% |
0.0108 |
0.8% |
97% |
False |
False |
44,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3394 |
|
2.618 |
1.3278 |
|
1.618 |
1.3207 |
|
1.000 |
1.3163 |
|
0.618 |
1.3136 |
|
HIGH |
1.3092 |
|
0.618 |
1.3065 |
|
0.500 |
1.3057 |
|
0.382 |
1.3048 |
|
LOW |
1.3021 |
|
0.618 |
1.2977 |
|
1.000 |
1.2950 |
|
1.618 |
1.2906 |
|
2.618 |
1.2835 |
|
4.250 |
1.2719 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3072 |
1.3064 |
| PP |
1.3064 |
1.3049 |
| S1 |
1.3057 |
1.3035 |
|