CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3046 |
1.2997 |
-0.0049 |
-0.4% |
1.3013 |
| High |
1.3080 |
1.3015 |
-0.0065 |
-0.5% |
1.3173 |
| Low |
1.2975 |
1.2871 |
-0.0104 |
-0.8% |
1.2977 |
| Close |
1.2991 |
1.2896 |
-0.0095 |
-0.7% |
1.3076 |
| Range |
0.0105 |
0.0144 |
0.0039 |
37.1% |
0.0196 |
| ATR |
0.0127 |
0.0128 |
0.0001 |
0.9% |
0.0000 |
| Volume |
98,409 |
112,368 |
13,959 |
14.2% |
372,559 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3359 |
1.3272 |
1.2975 |
|
| R3 |
1.3215 |
1.3128 |
1.2936 |
|
| R2 |
1.3071 |
1.3071 |
1.2922 |
|
| R1 |
1.2984 |
1.2984 |
1.2909 |
1.2956 |
| PP |
1.2927 |
1.2927 |
1.2927 |
1.2913 |
| S1 |
1.2840 |
1.2840 |
1.2883 |
1.2812 |
| S2 |
1.2783 |
1.2783 |
1.2870 |
|
| S3 |
1.2639 |
1.2696 |
1.2856 |
|
| S4 |
1.2495 |
1.2552 |
1.2817 |
|
|
| 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 |
1.2871 |
0.0302 |
2.3% |
0.0124 |
1.0% |
8% |
False |
True |
96,723 |
| 10 |
1.3173 |
1.2871 |
0.0302 |
2.3% |
0.0096 |
0.7% |
8% |
False |
True |
81,661 |
| 20 |
1.3173 |
1.2467 |
0.0706 |
5.5% |
0.0156 |
1.2% |
61% |
False |
False |
122,414 |
| 40 |
1.3173 |
1.2243 |
0.0930 |
7.2% |
0.0131 |
1.0% |
70% |
False |
False |
109,803 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.2% |
0.0117 |
0.9% |
70% |
False |
False |
98,652 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.8% |
0.0113 |
0.9% |
72% |
False |
False |
74,129 |
| 100 |
1.3173 |
1.1707 |
0.1466 |
11.4% |
0.0110 |
0.9% |
81% |
False |
False |
59,346 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.4% |
0.0113 |
0.9% |
81% |
False |
False |
49,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3627 |
|
2.618 |
1.3392 |
|
1.618 |
1.3248 |
|
1.000 |
1.3159 |
|
0.618 |
1.3104 |
|
HIGH |
1.3015 |
|
0.618 |
1.2960 |
|
0.500 |
1.2943 |
|
0.382 |
1.2926 |
|
LOW |
1.2871 |
|
0.618 |
1.2782 |
|
1.000 |
1.2727 |
|
1.618 |
1.2638 |
|
2.618 |
1.2494 |
|
4.250 |
1.2259 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2943 |
1.2976 |
| PP |
1.2927 |
1.2949 |
| S1 |
1.2912 |
1.2923 |
|