CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3030 |
1.3042 |
0.0012 |
0.1% |
1.2807 |
| High |
1.3058 |
1.3106 |
0.0048 |
0.4% |
1.3138 |
| Low |
1.3018 |
1.3042 |
0.0024 |
0.2% |
1.2781 |
| Close |
1.3049 |
1.3093 |
0.0044 |
0.3% |
1.3049 |
| Range |
0.0040 |
0.0064 |
0.0024 |
60.0% |
0.0357 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
241 |
155 |
-86 |
-35.7% |
2,419 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3272 |
1.3247 |
1.3128 |
|
| R3 |
1.3208 |
1.3183 |
1.3111 |
|
| R2 |
1.3144 |
1.3144 |
1.3105 |
|
| R1 |
1.3119 |
1.3119 |
1.3099 |
1.3132 |
| PP |
1.3080 |
1.3080 |
1.3080 |
1.3087 |
| S1 |
1.3055 |
1.3055 |
1.3087 |
1.3068 |
| S2 |
1.3016 |
1.3016 |
1.3081 |
|
| S3 |
1.2952 |
1.2991 |
1.3075 |
|
| S4 |
1.2888 |
1.2927 |
1.3058 |
|
|
| 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 |
1.2991 |
0.0147 |
1.1% |
0.0081 |
0.6% |
69% |
False |
False |
362 |
| 10 |
1.3138 |
1.2484 |
0.0654 |
5.0% |
0.0156 |
1.2% |
93% |
False |
False |
432 |
| 20 |
1.3138 |
1.2484 |
0.0654 |
5.0% |
0.0137 |
1.0% |
93% |
False |
False |
332 |
| 40 |
1.3138 |
1.2250 |
0.0888 |
6.8% |
0.0105 |
0.8% |
95% |
False |
False |
202 |
| 60 |
1.3138 |
1.2187 |
0.0951 |
7.3% |
0.0079 |
0.6% |
95% |
False |
False |
142 |
| 80 |
1.3138 |
1.2131 |
0.1007 |
7.7% |
0.0068 |
0.5% |
96% |
False |
False |
111 |
| 100 |
1.3138 |
1.1732 |
0.1406 |
10.7% |
0.0059 |
0.4% |
97% |
False |
False |
92 |
| 120 |
1.3138 |
1.1732 |
0.1406 |
10.7% |
0.0057 |
0.4% |
97% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3378 |
|
2.618 |
1.3274 |
|
1.618 |
1.3210 |
|
1.000 |
1.3170 |
|
0.618 |
1.3146 |
|
HIGH |
1.3106 |
|
0.618 |
1.3082 |
|
0.500 |
1.3074 |
|
0.382 |
1.3066 |
|
LOW |
1.3042 |
|
0.618 |
1.3002 |
|
1.000 |
1.2978 |
|
1.618 |
1.2938 |
|
2.618 |
1.2874 |
|
4.250 |
1.2770 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3087 |
1.3080 |
| PP |
1.3080 |
1.3067 |
| S1 |
1.3074 |
1.3054 |
|