CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2943 |
1.2976 |
0.0033 |
0.3% |
1.2970 |
| High |
1.3055 |
1.3120 |
0.0065 |
0.5% |
1.3120 |
| Low |
1.2887 |
1.2975 |
0.0088 |
0.7% |
1.2484 |
| Close |
1.2994 |
1.3050 |
0.0056 |
0.4% |
1.2770 |
| Range |
0.0168 |
0.0145 |
-0.0023 |
-13.7% |
0.0636 |
| ATR |
0.0140 |
0.0140 |
0.0000 |
0.3% |
0.0000 |
| Volume |
211 |
515 |
304 |
144.1% |
2,595 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3483 |
1.3412 |
1.3130 |
|
| R3 |
1.3338 |
1.3267 |
1.3090 |
|
| R2 |
1.3193 |
1.3193 |
1.3077 |
|
| R1 |
1.3122 |
1.3122 |
1.3063 |
1.3158 |
| PP |
1.3048 |
1.3048 |
1.3048 |
1.3066 |
| S1 |
1.2977 |
1.2977 |
1.3037 |
1.3013 |
| S2 |
1.2903 |
1.2903 |
1.3023 |
|
| S3 |
1.2758 |
1.2832 |
1.3010 |
|
| S4 |
1.2613 |
1.2687 |
1.2970 |
|
|
| 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 |
1.3120 |
1.2484 |
0.0636 |
4.9% |
0.0231 |
1.8% |
89% |
True |
False |
503 |
| 10 |
1.3120 |
1.2484 |
0.0636 |
4.9% |
0.0185 |
1.4% |
89% |
True |
False |
423 |
| 20 |
1.3120 |
1.2484 |
0.0636 |
4.9% |
0.0132 |
1.0% |
89% |
True |
False |
272 |
| 40 |
1.3120 |
1.2250 |
0.0870 |
6.7% |
0.0100 |
0.8% |
92% |
True |
False |
162 |
| 60 |
1.3120 |
1.2187 |
0.0933 |
7.1% |
0.0075 |
0.6% |
92% |
True |
False |
113 |
| 80 |
1.3120 |
1.2082 |
0.1038 |
8.0% |
0.0065 |
0.5% |
93% |
True |
False |
89 |
| 100 |
1.3120 |
1.1732 |
0.1388 |
10.6% |
0.0055 |
0.4% |
95% |
True |
False |
75 |
| 120 |
1.3120 |
1.1732 |
0.1388 |
10.6% |
0.0054 |
0.4% |
95% |
True |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3736 |
|
2.618 |
1.3500 |
|
1.618 |
1.3355 |
|
1.000 |
1.3265 |
|
0.618 |
1.3210 |
|
HIGH |
1.3120 |
|
0.618 |
1.3065 |
|
0.500 |
1.3048 |
|
0.382 |
1.3030 |
|
LOW |
1.2975 |
|
0.618 |
1.2885 |
|
1.000 |
1.2830 |
|
1.618 |
1.2740 |
|
2.618 |
1.2595 |
|
4.250 |
1.2359 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3049 |
1.3017 |
| PP |
1.3048 |
1.2984 |
| S1 |
1.3048 |
1.2951 |
|