CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2930 |
1.3047 |
0.0117 |
0.9% |
1.3045 |
| High |
1.3087 |
1.3075 |
-0.0012 |
-0.1% |
1.3095 |
| Low |
1.2928 |
1.3002 |
0.0074 |
0.6% |
1.2886 |
| Close |
1.3056 |
1.3019 |
-0.0037 |
-0.3% |
1.3056 |
| Range |
0.0159 |
0.0073 |
-0.0086 |
-54.1% |
0.0209 |
| ATR |
0.0120 |
0.0116 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
708 |
315 |
-393 |
-55.5% |
2,062 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3251 |
1.3208 |
1.3059 |
|
| R3 |
1.3178 |
1.3135 |
1.3039 |
|
| R2 |
1.3105 |
1.3105 |
1.3032 |
|
| R1 |
1.3062 |
1.3062 |
1.3026 |
1.3047 |
| PP |
1.3032 |
1.3032 |
1.3032 |
1.3025 |
| S1 |
1.2989 |
1.2989 |
1.3012 |
1.2974 |
| S2 |
1.2959 |
1.2959 |
1.3006 |
|
| S3 |
1.2886 |
1.2916 |
1.2999 |
|
| S4 |
1.2813 |
1.2843 |
1.2979 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3639 |
1.3557 |
1.3171 |
|
| R3 |
1.3430 |
1.3348 |
1.3113 |
|
| R2 |
1.3221 |
1.3221 |
1.3094 |
|
| R1 |
1.3139 |
1.3139 |
1.3075 |
1.3180 |
| PP |
1.3012 |
1.3012 |
1.3012 |
1.3033 |
| S1 |
1.2930 |
1.2930 |
1.3037 |
1.2971 |
| S2 |
1.2803 |
1.2803 |
1.3018 |
|
| S3 |
1.2594 |
1.2721 |
1.2999 |
|
| S4 |
1.2385 |
1.2512 |
1.2941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3095 |
1.2886 |
0.0209 |
1.6% |
0.0109 |
0.8% |
64% |
False |
False |
414 |
| 10 |
1.3180 |
1.2886 |
0.0294 |
2.3% |
0.0094 |
0.7% |
45% |
False |
False |
327 |
| 20 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0131 |
1.0% |
77% |
False |
False |
399 |
| 40 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0115 |
0.9% |
83% |
False |
False |
265 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0091 |
0.7% |
83% |
False |
False |
188 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0072 |
0.6% |
84% |
False |
False |
145 |
| 100 |
1.3180 |
1.1756 |
0.1424 |
10.9% |
0.0066 |
0.5% |
89% |
False |
False |
119 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0064 |
0.5% |
89% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3385 |
|
2.618 |
1.3266 |
|
1.618 |
1.3193 |
|
1.000 |
1.3148 |
|
0.618 |
1.3120 |
|
HIGH |
1.3075 |
|
0.618 |
1.3047 |
|
0.500 |
1.3039 |
|
0.382 |
1.3030 |
|
LOW |
1.3002 |
|
0.618 |
1.2957 |
|
1.000 |
1.2929 |
|
1.618 |
1.2884 |
|
2.618 |
1.2811 |
|
4.250 |
1.2692 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3039 |
1.3008 |
| PP |
1.3032 |
1.2997 |
| S1 |
1.3026 |
1.2987 |
|