CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3037 |
1.3035 |
-0.0002 |
0.0% |
1.2807 |
| High |
1.3096 |
1.3075 |
-0.0021 |
-0.2% |
1.3138 |
| Low |
1.3017 |
1.3001 |
-0.0016 |
-0.1% |
1.2781 |
| Close |
1.3049 |
1.3047 |
-0.0002 |
0.0% |
1.3049 |
| Range |
0.0079 |
0.0074 |
-0.0005 |
-6.3% |
0.0357 |
| ATR |
0.0136 |
0.0132 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
891 |
123 |
-768 |
-86.2% |
2,419 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3263 |
1.3229 |
1.3088 |
|
| R3 |
1.3189 |
1.3155 |
1.3067 |
|
| R2 |
1.3115 |
1.3115 |
1.3061 |
|
| R1 |
1.3081 |
1.3081 |
1.3054 |
1.3098 |
| PP |
1.3041 |
1.3041 |
1.3041 |
1.3050 |
| S1 |
1.3007 |
1.3007 |
1.3040 |
1.3024 |
| S2 |
1.2967 |
1.2967 |
1.3033 |
|
| S3 |
1.2893 |
1.2933 |
1.3027 |
|
| S4 |
1.2819 |
1.2859 |
1.3006 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4060 |
1.3912 |
1.3245 |
|
| R3 |
1.3703 |
1.3555 |
1.3147 |
|
| R2 |
1.3346 |
1.3346 |
1.3114 |
|
| R1 |
1.3198 |
1.3198 |
1.3082 |
1.3272 |
| PP |
1.2989 |
1.2989 |
1.2989 |
1.3027 |
| S1 |
1.2841 |
1.2841 |
1.3016 |
1.2915 |
| S2 |
1.2632 |
1.2632 |
1.2984 |
|
| S3 |
1.2275 |
1.2484 |
1.2951 |
|
| S4 |
1.1918 |
1.2127 |
1.2853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3138 |
1.2887 |
0.0251 |
1.9% |
0.0123 |
0.9% |
64% |
False |
False |
428 |
| 10 |
1.3138 |
1.2484 |
0.0654 |
5.0% |
0.0168 |
1.3% |
86% |
False |
False |
472 |
| 20 |
1.3138 |
1.2484 |
0.0654 |
5.0% |
0.0138 |
1.1% |
86% |
False |
False |
315 |
| 40 |
1.3138 |
1.2250 |
0.0888 |
6.8% |
0.0103 |
0.8% |
90% |
False |
False |
193 |
| 60 |
1.3138 |
1.2187 |
0.0951 |
7.3% |
0.0077 |
0.6% |
90% |
False |
False |
136 |
| 80 |
1.3138 |
1.2131 |
0.1007 |
7.7% |
0.0068 |
0.5% |
91% |
False |
False |
106 |
| 100 |
1.3138 |
1.1732 |
0.1406 |
10.8% |
0.0058 |
0.4% |
94% |
False |
False |
88 |
| 120 |
1.3138 |
1.1732 |
0.1406 |
10.8% |
0.0056 |
0.4% |
94% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3390 |
|
2.618 |
1.3269 |
|
1.618 |
1.3195 |
|
1.000 |
1.3149 |
|
0.618 |
1.3121 |
|
HIGH |
1.3075 |
|
0.618 |
1.3047 |
|
0.500 |
1.3038 |
|
0.382 |
1.3029 |
|
LOW |
1.3001 |
|
0.618 |
1.2955 |
|
1.000 |
1.2927 |
|
1.618 |
1.2881 |
|
2.618 |
1.2807 |
|
4.250 |
1.2687 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3044 |
1.3065 |
| PP |
1.3041 |
1.3059 |
| S1 |
1.3038 |
1.3053 |
|