CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3033 |
1.3050 |
0.0017 |
0.1% |
1.3035 |
| High |
1.3093 |
1.3095 |
0.0002 |
0.0% |
1.3180 |
| Low |
1.3021 |
1.2994 |
-0.0027 |
-0.2% |
1.3001 |
| Close |
1.3053 |
1.3006 |
-0.0047 |
-0.4% |
1.3093 |
| Range |
0.0072 |
0.0101 |
0.0029 |
40.3% |
0.0179 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
364 |
318 |
-46 |
-12.6% |
1,018 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3335 |
1.3271 |
1.3062 |
|
| R3 |
1.3234 |
1.3170 |
1.3034 |
|
| R2 |
1.3133 |
1.3133 |
1.3025 |
|
| R1 |
1.3069 |
1.3069 |
1.3015 |
1.3051 |
| PP |
1.3032 |
1.3032 |
1.3032 |
1.3022 |
| S1 |
1.2968 |
1.2968 |
1.2997 |
1.2950 |
| S2 |
1.2931 |
1.2931 |
1.2987 |
|
| S3 |
1.2830 |
1.2867 |
1.2978 |
|
| S4 |
1.2729 |
1.2766 |
1.2950 |
|
|
| 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% |
0.0093 |
0.7% |
16% |
False |
False |
297 |
| 10 |
1.3180 |
1.2972 |
0.0208 |
1.6% |
0.0087 |
0.7% |
16% |
False |
False |
329 |
| 20 |
1.3180 |
1.2484 |
0.0696 |
5.4% |
0.0136 |
1.0% |
75% |
False |
False |
376 |
| 40 |
1.3180 |
1.2250 |
0.0930 |
7.2% |
0.0111 |
0.9% |
81% |
False |
False |
235 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.2% |
0.0086 |
0.7% |
81% |
False |
False |
167 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0069 |
0.5% |
82% |
False |
False |
128 |
| 100 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0062 |
0.5% |
88% |
False |
False |
106 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0061 |
0.5% |
88% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3524 |
|
2.618 |
1.3359 |
|
1.618 |
1.3258 |
|
1.000 |
1.3196 |
|
0.618 |
1.3157 |
|
HIGH |
1.3095 |
|
0.618 |
1.3056 |
|
0.500 |
1.3045 |
|
0.382 |
1.3033 |
|
LOW |
1.2994 |
|
0.618 |
1.2932 |
|
1.000 |
1.2893 |
|
1.618 |
1.2831 |
|
2.618 |
1.2730 |
|
4.250 |
1.2565 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3045 |
1.3034 |
| PP |
1.3032 |
1.3024 |
| S1 |
1.3019 |
1.3015 |
|