CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2807 |
1.2943 |
0.0136 |
1.1% |
1.2970 |
| High |
1.2935 |
1.3055 |
0.0120 |
0.9% |
1.3120 |
| Low |
1.2781 |
1.2887 |
0.0106 |
0.8% |
1.2484 |
| Close |
1.2911 |
1.2994 |
0.0083 |
0.6% |
1.2770 |
| Range |
0.0154 |
0.0168 |
0.0014 |
9.1% |
0.0636 |
| ATR |
0.0138 |
0.0140 |
0.0002 |
1.6% |
0.0000 |
| Volume |
402 |
211 |
-191 |
-47.5% |
2,595 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3483 |
1.3406 |
1.3086 |
|
| R3 |
1.3315 |
1.3238 |
1.3040 |
|
| R2 |
1.3147 |
1.3147 |
1.3025 |
|
| R1 |
1.3070 |
1.3070 |
1.3009 |
1.3109 |
| PP |
1.2979 |
1.2979 |
1.2979 |
1.2998 |
| S1 |
1.2902 |
1.2902 |
1.2979 |
1.2941 |
| S2 |
1.2811 |
1.2811 |
1.2963 |
|
| S3 |
1.2643 |
1.2734 |
1.2948 |
|
| S4 |
1.2475 |
1.2566 |
1.2902 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4699 |
1.4371 |
1.3120 |
|
| R3 |
1.4063 |
1.3735 |
1.2945 |
|
| R2 |
1.3427 |
1.3427 |
1.2887 |
|
| R1 |
1.3099 |
1.3099 |
1.2828 |
1.2945 |
| PP |
1.2791 |
1.2791 |
1.2791 |
1.2715 |
| S1 |
1.2463 |
1.2463 |
1.2712 |
1.2309 |
| S2 |
1.2155 |
1.2155 |
1.2653 |
|
| S3 |
1.1519 |
1.1827 |
1.2595 |
|
| S4 |
1.0883 |
1.1191 |
1.2420 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3055 |
1.2484 |
0.0571 |
4.4% |
0.0220 |
1.7% |
89% |
True |
False |
480 |
| 10 |
1.3120 |
1.2484 |
0.0636 |
4.9% |
0.0178 |
1.4% |
80% |
False |
False |
393 |
| 20 |
1.3120 |
1.2484 |
0.0636 |
4.9% |
0.0130 |
1.0% |
80% |
False |
False |
259 |
| 40 |
1.3120 |
1.2250 |
0.0870 |
6.7% |
0.0098 |
0.8% |
86% |
False |
False |
149 |
| 60 |
1.3120 |
1.2187 |
0.0933 |
7.2% |
0.0072 |
0.6% |
86% |
False |
False |
104 |
| 80 |
1.3120 |
1.2028 |
0.1092 |
8.4% |
0.0063 |
0.5% |
88% |
False |
False |
83 |
| 100 |
1.3120 |
1.1732 |
0.1388 |
10.7% |
0.0057 |
0.4% |
91% |
False |
False |
70 |
| 120 |
1.3120 |
1.1732 |
0.1388 |
10.7% |
0.0053 |
0.4% |
91% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3769 |
|
2.618 |
1.3495 |
|
1.618 |
1.3327 |
|
1.000 |
1.3223 |
|
0.618 |
1.3159 |
|
HIGH |
1.3055 |
|
0.618 |
1.2991 |
|
0.500 |
1.2971 |
|
0.382 |
1.2951 |
|
LOW |
1.2887 |
|
0.618 |
1.2783 |
|
1.000 |
1.2719 |
|
1.618 |
1.2615 |
|
2.618 |
1.2447 |
|
4.250 |
1.2173 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2986 |
1.2941 |
| PP |
1.2979 |
1.2888 |
| S1 |
1.2971 |
1.2836 |
|