CME Japanese Yen Future March 2012
Trading Metrics calculated at close of trading on 11-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.3016 |
1.3062 |
0.0046 |
0.4% |
1.3050 |
High |
1.3129 |
1.3062 |
-0.0067 |
-0.5% |
1.3068 |
Low |
1.3016 |
1.3062 |
0.0046 |
0.4% |
1.2684 |
Close |
1.3072 |
1.3062 |
-0.0010 |
-0.1% |
1.2783 |
Range |
0.0113 |
0.0000 |
-0.0113 |
-100.0% |
0.0384 |
ATR |
0.0078 |
0.0073 |
-0.0005 |
-6.2% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
12 |
|
Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3062 |
1.3062 |
1.3062 |
|
R3 |
1.3062 |
1.3062 |
1.3062 |
|
R2 |
1.3062 |
1.3062 |
1.3062 |
|
R1 |
1.3062 |
1.3062 |
1.3062 |
1.3062 |
PP |
1.3062 |
1.3062 |
1.3062 |
1.3062 |
S1 |
1.3062 |
1.3062 |
1.3062 |
1.3062 |
S2 |
1.3062 |
1.3062 |
1.3062 |
|
S3 |
1.3062 |
1.3062 |
1.3062 |
|
S4 |
1.3062 |
1.3062 |
1.3062 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3997 |
1.3774 |
1.2994 |
|
R3 |
1.3613 |
1.3390 |
1.2889 |
|
R2 |
1.3229 |
1.3229 |
1.2853 |
|
R1 |
1.3006 |
1.3006 |
1.2818 |
1.2926 |
PP |
1.2845 |
1.2845 |
1.2845 |
1.2805 |
S1 |
1.2622 |
1.2622 |
1.2748 |
1.2542 |
S2 |
1.2461 |
1.2461 |
1.2713 |
|
S3 |
1.2077 |
1.2238 |
1.2677 |
|
S4 |
1.1693 |
1.1854 |
1.2572 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3129 |
1.2783 |
0.0346 |
2.6% |
0.0030 |
0.2% |
81% |
False |
False |
2 |
10 |
1.3129 |
1.2684 |
0.0445 |
3.4% |
0.0026 |
0.2% |
85% |
False |
False |
2 |
20 |
1.3129 |
1.2665 |
0.0464 |
3.6% |
0.0013 |
0.1% |
86% |
False |
False |
2 |
40 |
1.3129 |
1.2338 |
0.0791 |
6.1% |
0.0007 |
0.1% |
92% |
False |
False |
11 |
60 |
1.3129 |
1.2201 |
0.0928 |
7.1% |
0.0005 |
0.0% |
93% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3062 |
2.618 |
1.3062 |
1.618 |
1.3062 |
1.000 |
1.3062 |
0.618 |
1.3062 |
HIGH |
1.3062 |
0.618 |
1.3062 |
0.500 |
1.3062 |
0.382 |
1.3062 |
LOW |
1.3062 |
0.618 |
1.3062 |
1.000 |
1.3062 |
1.618 |
1.3062 |
2.618 |
1.3062 |
4.250 |
1.3062 |
|
|
Fisher Pivots for day following 11-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3062 |
1.3073 |
PP |
1.3062 |
1.3069 |
S1 |
1.3062 |
1.3066 |
|