CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3036 |
1.3015 |
-0.0021 |
-0.2% |
1.3025 |
| High |
1.3061 |
1.3053 |
-0.0008 |
-0.1% |
1.3081 |
| Low |
1.2985 |
1.2991 |
0.0006 |
0.0% |
1.2871 |
| Close |
1.3005 |
1.3045 |
0.0040 |
0.3% |
1.3041 |
| Range |
0.0076 |
0.0062 |
-0.0014 |
-18.4% |
0.0210 |
| ATR |
0.0128 |
0.0123 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
58,978 |
67,891 |
8,913 |
15.1% |
481,256 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3216 |
1.3192 |
1.3079 |
|
| R3 |
1.3154 |
1.3130 |
1.3062 |
|
| R2 |
1.3092 |
1.3092 |
1.3056 |
|
| R1 |
1.3068 |
1.3068 |
1.3051 |
1.3080 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3036 |
| S1 |
1.3006 |
1.3006 |
1.3039 |
1.3018 |
| S2 |
1.2968 |
1.2968 |
1.3034 |
|
| S3 |
1.2906 |
1.2944 |
1.3028 |
|
| S4 |
1.2844 |
1.2882 |
1.3011 |
|
|
| 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 |
1.3080 |
1.2871 |
0.0209 |
1.6% |
0.0110 |
0.8% |
83% |
False |
False |
90,504 |
| 10 |
1.3173 |
1.2871 |
0.0302 |
2.3% |
0.0104 |
0.8% |
58% |
False |
False |
85,436 |
| 20 |
1.3173 |
1.2467 |
0.0706 |
5.4% |
0.0139 |
1.1% |
82% |
False |
False |
113,205 |
| 40 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0131 |
1.0% |
86% |
False |
False |
108,156 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0116 |
0.9% |
86% |
False |
False |
102,375 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.7% |
0.0112 |
0.9% |
87% |
False |
False |
77,133 |
| 100 |
1.3173 |
1.1726 |
0.1447 |
11.1% |
0.0111 |
0.8% |
91% |
False |
False |
61,757 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.2% |
0.0114 |
0.9% |
91% |
False |
False |
51,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3317 |
|
2.618 |
1.3215 |
|
1.618 |
1.3153 |
|
1.000 |
1.3115 |
|
0.618 |
1.3091 |
|
HIGH |
1.3053 |
|
0.618 |
1.3029 |
|
0.500 |
1.3022 |
|
0.382 |
1.3015 |
|
LOW |
1.2991 |
|
0.618 |
1.2953 |
|
1.000 |
1.2929 |
|
1.618 |
1.2891 |
|
2.618 |
1.2829 |
|
4.250 |
1.2728 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3037 |
1.3028 |
| PP |
1.3030 |
1.3010 |
| S1 |
1.3022 |
1.2993 |
|