CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2917 |
1.3036 |
0.0119 |
0.9% |
1.3025 |
| High |
1.3075 |
1.3061 |
-0.0014 |
-0.1% |
1.3081 |
| Low |
1.2911 |
1.2985 |
0.0074 |
0.6% |
1.2871 |
| Close |
1.3041 |
1.3005 |
-0.0036 |
-0.3% |
1.3041 |
| Range |
0.0164 |
0.0076 |
-0.0088 |
-53.7% |
0.0210 |
| ATR |
0.0132 |
0.0128 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
114,875 |
58,978 |
-55,897 |
-48.7% |
481,256 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3245 |
1.3201 |
1.3047 |
|
| R3 |
1.3169 |
1.3125 |
1.3026 |
|
| R2 |
1.3093 |
1.3093 |
1.3019 |
|
| R1 |
1.3049 |
1.3049 |
1.3012 |
1.3033 |
| PP |
1.3017 |
1.3017 |
1.3017 |
1.3009 |
| S1 |
1.2973 |
1.2973 |
1.2998 |
1.2957 |
| S2 |
1.2941 |
1.2941 |
1.2991 |
|
| S3 |
1.2865 |
1.2897 |
1.2984 |
|
| S4 |
1.2789 |
1.2821 |
1.2963 |
|
|
| 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% |
0.0114 |
0.9% |
64% |
False |
False |
93,238 |
| 10 |
1.3173 |
1.2871 |
0.0302 |
2.3% |
0.0103 |
0.8% |
44% |
False |
False |
85,263 |
| 20 |
1.3173 |
1.2467 |
0.0706 |
5.4% |
0.0143 |
1.1% |
76% |
False |
False |
115,432 |
| 40 |
1.3173 |
1.2243 |
0.0930 |
7.2% |
0.0132 |
1.0% |
82% |
False |
False |
108,871 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.2% |
0.0116 |
0.9% |
82% |
False |
False |
101,471 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.7% |
0.0113 |
0.9% |
83% |
False |
False |
76,298 |
| 100 |
1.3173 |
1.1712 |
0.1461 |
11.2% |
0.0111 |
0.9% |
89% |
False |
False |
61,083 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.3% |
0.0114 |
0.9% |
89% |
False |
False |
50,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3384 |
|
2.618 |
1.3260 |
|
1.618 |
1.3184 |
|
1.000 |
1.3137 |
|
0.618 |
1.3108 |
|
HIGH |
1.3061 |
|
0.618 |
1.3032 |
|
0.500 |
1.3023 |
|
0.382 |
1.3014 |
|
LOW |
1.2985 |
|
0.618 |
1.2938 |
|
1.000 |
1.2909 |
|
1.618 |
1.2862 |
|
2.618 |
1.2786 |
|
4.250 |
1.2662 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3023 |
1.2994 |
| PP |
1.3017 |
1.2984 |
| S1 |
1.3011 |
1.2973 |
|