CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2997 |
1.2917 |
-0.0080 |
-0.6% |
1.3025 |
| High |
1.3015 |
1.3075 |
0.0060 |
0.5% |
1.3081 |
| Low |
1.2871 |
1.2911 |
0.0040 |
0.3% |
1.2871 |
| Close |
1.2896 |
1.3041 |
0.0145 |
1.1% |
1.3041 |
| Range |
0.0144 |
0.0164 |
0.0020 |
13.9% |
0.0210 |
| ATR |
0.0128 |
0.0132 |
0.0004 |
2.8% |
0.0000 |
| Volume |
112,368 |
114,875 |
2,507 |
2.2% |
481,256 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3501 |
1.3435 |
1.3131 |
|
| R3 |
1.3337 |
1.3271 |
1.3086 |
|
| R2 |
1.3173 |
1.3173 |
1.3071 |
|
| R1 |
1.3107 |
1.3107 |
1.3056 |
1.3140 |
| PP |
1.3009 |
1.3009 |
1.3009 |
1.3026 |
| S1 |
1.2943 |
1.2943 |
1.3026 |
1.2976 |
| S2 |
1.2845 |
1.2845 |
1.3011 |
|
| S3 |
1.2681 |
1.2779 |
1.2996 |
|
| S4 |
1.2517 |
1.2615 |
1.2951 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3628 |
1.3544 |
1.3157 |
|
| R3 |
1.3418 |
1.3334 |
1.3099 |
|
| R2 |
1.3208 |
1.3208 |
1.3080 |
|
| R1 |
1.3124 |
1.3124 |
1.3060 |
1.3166 |
| PP |
1.2998 |
1.2998 |
1.2998 |
1.3019 |
| S1 |
1.2914 |
1.2914 |
1.3022 |
1.2956 |
| S2 |
1.2788 |
1.2788 |
1.3003 |
|
| S3 |
1.2578 |
1.2704 |
1.2983 |
|
| S4 |
1.2368 |
1.2494 |
1.2926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3081 |
1.2871 |
0.0210 |
1.6% |
0.0122 |
0.9% |
81% |
False |
False |
96,251 |
| 10 |
1.3173 |
1.2871 |
0.0302 |
2.3% |
0.0104 |
0.8% |
56% |
False |
False |
85,381 |
| 20 |
1.3173 |
1.2467 |
0.0706 |
5.4% |
0.0154 |
1.2% |
81% |
False |
False |
121,771 |
| 40 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0132 |
1.0% |
86% |
False |
False |
109,616 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0117 |
0.9% |
86% |
False |
False |
100,537 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.7% |
0.0114 |
0.9% |
87% |
False |
False |
75,561 |
| 100 |
1.3173 |
1.1707 |
0.1466 |
11.2% |
0.0111 |
0.9% |
91% |
False |
False |
60,494 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.2% |
0.0113 |
0.9% |
91% |
False |
False |
50,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3772 |
|
2.618 |
1.3504 |
|
1.618 |
1.3340 |
|
1.000 |
1.3239 |
|
0.618 |
1.3176 |
|
HIGH |
1.3075 |
|
0.618 |
1.3012 |
|
0.500 |
1.2993 |
|
0.382 |
1.2974 |
|
LOW |
1.2911 |
|
0.618 |
1.2810 |
|
1.000 |
1.2747 |
|
1.618 |
1.2646 |
|
2.618 |
1.2482 |
|
4.250 |
1.2214 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3025 |
1.3019 |
| PP |
1.3009 |
1.2997 |
| S1 |
1.2993 |
1.2976 |
|