CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3047 |
1.3022 |
-0.0025 |
-0.2% |
1.3045 |
| High |
1.3075 |
1.3064 |
-0.0011 |
-0.1% |
1.3095 |
| Low |
1.3002 |
1.3017 |
0.0015 |
0.1% |
1.2886 |
| Close |
1.3019 |
1.3059 |
0.0040 |
0.3% |
1.3056 |
| Range |
0.0073 |
0.0047 |
-0.0026 |
-35.6% |
0.0209 |
| ATR |
0.0116 |
0.0111 |
-0.0005 |
-4.3% |
0.0000 |
| Volume |
315 |
203 |
-112 |
-35.6% |
2,062 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3188 |
1.3170 |
1.3085 |
|
| R3 |
1.3141 |
1.3123 |
1.3072 |
|
| R2 |
1.3094 |
1.3094 |
1.3068 |
|
| R1 |
1.3076 |
1.3076 |
1.3063 |
1.3085 |
| PP |
1.3047 |
1.3047 |
1.3047 |
1.3051 |
| S1 |
1.3029 |
1.3029 |
1.3055 |
1.3038 |
| S2 |
1.3000 |
1.3000 |
1.3050 |
|
| S3 |
1.2953 |
1.2982 |
1.3046 |
|
| S4 |
1.2906 |
1.2935 |
1.3033 |
|
|
| 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% |
0.0104 |
0.8% |
83% |
False |
False |
382 |
| 10 |
1.3180 |
1.2886 |
0.0294 |
2.3% |
0.0095 |
0.7% |
59% |
False |
False |
323 |
| 20 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0127 |
1.0% |
83% |
False |
False |
390 |
| 40 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0114 |
0.9% |
87% |
False |
False |
270 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0092 |
0.7% |
87% |
False |
False |
192 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0072 |
0.6% |
88% |
False |
False |
147 |
| 100 |
1.3180 |
1.1815 |
0.1365 |
10.5% |
0.0066 |
0.5% |
91% |
False |
False |
121 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0064 |
0.5% |
92% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3264 |
|
2.618 |
1.3187 |
|
1.618 |
1.3140 |
|
1.000 |
1.3111 |
|
0.618 |
1.3093 |
|
HIGH |
1.3064 |
|
0.618 |
1.3046 |
|
0.500 |
1.3041 |
|
0.382 |
1.3035 |
|
LOW |
1.3017 |
|
0.618 |
1.2988 |
|
1.000 |
1.2970 |
|
1.618 |
1.2941 |
|
2.618 |
1.2894 |
|
4.250 |
1.2817 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3053 |
1.3042 |
| PP |
1.3047 |
1.3025 |
| S1 |
1.3041 |
1.3008 |
|