CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3015 |
1.3034 |
0.0019 |
0.1% |
1.3025 |
| High |
1.3053 |
1.3088 |
0.0035 |
0.3% |
1.3081 |
| Low |
1.2991 |
1.3015 |
0.0024 |
0.2% |
1.2871 |
| Close |
1.3045 |
1.3060 |
0.0015 |
0.1% |
1.3041 |
| Range |
0.0062 |
0.0073 |
0.0011 |
17.7% |
0.0210 |
| ATR |
0.0123 |
0.0120 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
67,891 |
78,136 |
10,245 |
15.1% |
481,256 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3273 |
1.3240 |
1.3100 |
|
| R3 |
1.3200 |
1.3167 |
1.3080 |
|
| R2 |
1.3127 |
1.3127 |
1.3073 |
|
| R1 |
1.3094 |
1.3094 |
1.3067 |
1.3111 |
| PP |
1.3054 |
1.3054 |
1.3054 |
1.3063 |
| S1 |
1.3021 |
1.3021 |
1.3053 |
1.3038 |
| S2 |
1.2981 |
1.2981 |
1.3047 |
|
| S3 |
1.2908 |
1.2948 |
1.3040 |
|
| S4 |
1.2835 |
1.2875 |
1.3020 |
|
|
| 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 |
1.3088 |
1.2871 |
0.0217 |
1.7% |
0.0104 |
0.8% |
87% |
True |
False |
86,449 |
| 10 |
1.3173 |
1.2871 |
0.0302 |
2.3% |
0.0104 |
0.8% |
63% |
False |
False |
87,331 |
| 20 |
1.3173 |
1.2467 |
0.0706 |
5.4% |
0.0138 |
1.1% |
84% |
False |
False |
111,237 |
| 40 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0131 |
1.0% |
88% |
False |
False |
108,071 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0116 |
0.9% |
88% |
False |
False |
103,365 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.7% |
0.0112 |
0.9% |
89% |
False |
False |
78,106 |
| 100 |
1.3173 |
1.1770 |
0.1403 |
10.7% |
0.0111 |
0.8% |
92% |
False |
False |
62,538 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.2% |
0.0114 |
0.9% |
92% |
False |
False |
52,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3398 |
|
2.618 |
1.3279 |
|
1.618 |
1.3206 |
|
1.000 |
1.3161 |
|
0.618 |
1.3133 |
|
HIGH |
1.3088 |
|
0.618 |
1.3060 |
|
0.500 |
1.3052 |
|
0.382 |
1.3043 |
|
LOW |
1.3015 |
|
0.618 |
1.2970 |
|
1.000 |
1.2942 |
|
1.618 |
1.2897 |
|
2.618 |
1.2824 |
|
4.250 |
1.2705 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3057 |
1.3052 |
| PP |
1.3054 |
1.3044 |
| S1 |
1.3052 |
1.3037 |
|