CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3045 |
1.3033 |
-0.0012 |
-0.1% |
1.3035 |
| High |
1.3081 |
1.3093 |
0.0012 |
0.1% |
1.3180 |
| Low |
1.2972 |
1.3021 |
0.0049 |
0.4% |
1.3001 |
| Close |
1.3051 |
1.3053 |
0.0002 |
0.0% |
1.3093 |
| Range |
0.0109 |
0.0072 |
-0.0037 |
-33.9% |
0.0179 |
| ATR |
0.0118 |
0.0114 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
306 |
364 |
58 |
19.0% |
1,018 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3272 |
1.3234 |
1.3093 |
|
| R3 |
1.3200 |
1.3162 |
1.3073 |
|
| R2 |
1.3128 |
1.3128 |
1.3066 |
|
| R1 |
1.3090 |
1.3090 |
1.3060 |
1.3109 |
| PP |
1.3056 |
1.3056 |
1.3056 |
1.3065 |
| S1 |
1.3018 |
1.3018 |
1.3046 |
1.3037 |
| S2 |
1.2984 |
1.2984 |
1.3040 |
|
| S3 |
1.2912 |
1.2946 |
1.3033 |
|
| S4 |
1.2840 |
1.2874 |
1.3013 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3628 |
1.3540 |
1.3191 |
|
| R3 |
1.3449 |
1.3361 |
1.3142 |
|
| R2 |
1.3270 |
1.3270 |
1.3126 |
|
| R1 |
1.3182 |
1.3182 |
1.3109 |
1.3226 |
| PP |
1.3091 |
1.3091 |
1.3091 |
1.3114 |
| S1 |
1.3003 |
1.3003 |
1.3077 |
1.3047 |
| S2 |
1.2912 |
1.2912 |
1.3060 |
|
| S3 |
1.2733 |
1.2824 |
1.3044 |
|
| S4 |
1.2554 |
1.2645 |
1.2995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3180 |
1.2972 |
0.0208 |
1.6% |
0.0086 |
0.7% |
39% |
False |
False |
264 |
| 10 |
1.3180 |
1.2972 |
0.0208 |
1.6% |
0.0092 |
0.7% |
39% |
False |
False |
349 |
| 20 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0135 |
1.0% |
82% |
False |
False |
371 |
| 40 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0110 |
0.8% |
86% |
False |
False |
230 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0084 |
0.6% |
86% |
False |
False |
161 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0069 |
0.5% |
87% |
False |
False |
124 |
| 100 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0062 |
0.5% |
91% |
False |
False |
103 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0060 |
0.5% |
91% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3399 |
|
2.618 |
1.3281 |
|
1.618 |
1.3209 |
|
1.000 |
1.3165 |
|
0.618 |
1.3137 |
|
HIGH |
1.3093 |
|
0.618 |
1.3065 |
|
0.500 |
1.3057 |
|
0.382 |
1.3049 |
|
LOW |
1.3021 |
|
0.618 |
1.2977 |
|
1.000 |
1.2949 |
|
1.618 |
1.2905 |
|
2.618 |
1.2833 |
|
4.250 |
1.2715 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3057 |
1.3076 |
| PP |
1.3056 |
1.3068 |
| S1 |
1.3054 |
1.3061 |
|