CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3035 |
1.3030 |
-0.0005 |
0.0% |
1.2807 |
| High |
1.3075 |
1.3058 |
-0.0017 |
-0.1% |
1.3138 |
| Low |
1.3001 |
1.3018 |
0.0017 |
0.1% |
1.2781 |
| Close |
1.3047 |
1.3049 |
0.0002 |
0.0% |
1.3049 |
| Range |
0.0074 |
0.0040 |
-0.0034 |
-45.9% |
0.0357 |
| ATR |
0.0132 |
0.0125 |
-0.0007 |
-5.0% |
0.0000 |
| Volume |
123 |
241 |
118 |
95.9% |
2,419 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3162 |
1.3145 |
1.3071 |
|
| R3 |
1.3122 |
1.3105 |
1.3060 |
|
| R2 |
1.3082 |
1.3082 |
1.3056 |
|
| R1 |
1.3065 |
1.3065 |
1.3053 |
1.3074 |
| PP |
1.3042 |
1.3042 |
1.3042 |
1.3046 |
| S1 |
1.3025 |
1.3025 |
1.3045 |
1.3034 |
| S2 |
1.3002 |
1.3002 |
1.3042 |
|
| S3 |
1.2962 |
1.2985 |
1.3038 |
|
| S4 |
1.2922 |
1.2945 |
1.3027 |
|
|
| 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 |
1.2975 |
0.0163 |
1.2% |
0.0097 |
0.7% |
45% |
False |
False |
434 |
| 10 |
1.3138 |
1.2484 |
0.0654 |
5.0% |
0.0159 |
1.2% |
86% |
False |
False |
457 |
| 20 |
1.3138 |
1.2484 |
0.0654 |
5.0% |
0.0138 |
1.1% |
86% |
False |
False |
327 |
| 40 |
1.3138 |
1.2250 |
0.0888 |
6.8% |
0.0104 |
0.8% |
90% |
False |
False |
198 |
| 60 |
1.3138 |
1.2187 |
0.0951 |
7.3% |
0.0078 |
0.6% |
91% |
False |
False |
140 |
| 80 |
1.3138 |
1.2131 |
0.1007 |
7.7% |
0.0067 |
0.5% |
91% |
False |
False |
109 |
| 100 |
1.3138 |
1.1732 |
0.1406 |
10.8% |
0.0058 |
0.4% |
94% |
False |
False |
90 |
| 120 |
1.3138 |
1.1732 |
0.1406 |
10.8% |
0.0056 |
0.4% |
94% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3228 |
|
2.618 |
1.3163 |
|
1.618 |
1.3123 |
|
1.000 |
1.3098 |
|
0.618 |
1.3083 |
|
HIGH |
1.3058 |
|
0.618 |
1.3043 |
|
0.500 |
1.3038 |
|
0.382 |
1.3033 |
|
LOW |
1.3018 |
|
0.618 |
1.2993 |
|
1.000 |
1.2978 |
|
1.618 |
1.2953 |
|
2.618 |
1.2913 |
|
4.250 |
1.2848 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3045 |
1.3049 |
| PP |
1.3042 |
1.3049 |
| S1 |
1.3038 |
1.3049 |
|