CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3053 |
1.3069 |
0.0016 |
0.1% |
1.3013 |
| High |
1.3087 |
1.3173 |
0.0086 |
0.7% |
1.3173 |
| Low |
1.3041 |
1.2997 |
-0.0044 |
-0.3% |
1.2977 |
| Close |
1.3073 |
1.3076 |
0.0003 |
0.0% |
1.3076 |
| Range |
0.0046 |
0.0176 |
0.0130 |
282.6% |
0.0196 |
| ATR |
0.0130 |
0.0133 |
0.0003 |
2.5% |
0.0000 |
| Volume |
69,814 |
117,238 |
47,424 |
67.9% |
372,559 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3610 |
1.3519 |
1.3173 |
|
| R3 |
1.3434 |
1.3343 |
1.3124 |
|
| R2 |
1.3258 |
1.3258 |
1.3108 |
|
| R1 |
1.3167 |
1.3167 |
1.3092 |
1.3213 |
| PP |
1.3082 |
1.3082 |
1.3082 |
1.3105 |
| S1 |
1.2991 |
1.2991 |
1.3060 |
1.3037 |
| S2 |
1.2906 |
1.2906 |
1.3044 |
|
| S3 |
1.2730 |
1.2815 |
1.3028 |
|
| S4 |
1.2554 |
1.2639 |
1.2979 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3663 |
1.3566 |
1.3184 |
|
| R3 |
1.3467 |
1.3370 |
1.3130 |
|
| R2 |
1.3271 |
1.3271 |
1.3112 |
|
| R1 |
1.3174 |
1.3174 |
1.3094 |
1.3223 |
| PP |
1.3075 |
1.3075 |
1.3075 |
1.3100 |
| S1 |
1.2978 |
1.2978 |
1.3058 |
1.3027 |
| S2 |
1.2879 |
1.2879 |
1.3040 |
|
| S3 |
1.2683 |
1.2782 |
1.3022 |
|
| S4 |
1.2487 |
1.2586 |
1.2968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3173 |
1.2977 |
0.0196 |
1.5% |
0.0085 |
0.7% |
51% |
True |
False |
74,511 |
| 10 |
1.3173 |
1.2749 |
0.0424 |
3.2% |
0.0121 |
0.9% |
77% |
True |
False |
101,029 |
| 20 |
1.3173 |
1.2467 |
0.0706 |
5.4% |
0.0154 |
1.2% |
86% |
True |
False |
120,872 |
| 40 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0129 |
1.0% |
90% |
True |
False |
110,582 |
| 60 |
1.3173 |
1.2195 |
0.0978 |
7.5% |
0.0118 |
0.9% |
90% |
True |
False |
92,607 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.7% |
0.0112 |
0.9% |
90% |
True |
False |
69,562 |
| 100 |
1.3173 |
1.1707 |
0.1466 |
11.2% |
0.0110 |
0.8% |
93% |
True |
False |
55,690 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.2% |
0.0109 |
0.8% |
93% |
True |
False |
46,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3921 |
|
2.618 |
1.3634 |
|
1.618 |
1.3458 |
|
1.000 |
1.3349 |
|
0.618 |
1.3282 |
|
HIGH |
1.3173 |
|
0.618 |
1.3106 |
|
0.500 |
1.3085 |
|
0.382 |
1.3064 |
|
LOW |
1.2997 |
|
0.618 |
1.2888 |
|
1.000 |
1.2821 |
|
1.618 |
1.2712 |
|
2.618 |
1.2536 |
|
4.250 |
1.2249 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3085 |
1.3085 |
| PP |
1.3082 |
1.3082 |
| S1 |
1.3079 |
1.3079 |
|