CME Japanese Yen Future March 2012
Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.3062 |
1.3076 |
0.0014 |
0.1% |
1.2939 |
High |
1.3062 |
1.3076 |
0.0014 |
0.1% |
1.3129 |
Low |
1.3062 |
1.3076 |
0.0014 |
0.1% |
1.2902 |
Close |
1.3062 |
1.3076 |
0.0014 |
0.1% |
1.3076 |
Range |
|
|
|
|
|
ATR |
0.0073 |
0.0069 |
-0.0004 |
-5.8% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
14 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3076 |
1.3076 |
1.3076 |
|
R3 |
1.3076 |
1.3076 |
1.3076 |
|
R2 |
1.3076 |
1.3076 |
1.3076 |
|
R1 |
1.3076 |
1.3076 |
1.3076 |
1.3076 |
PP |
1.3076 |
1.3076 |
1.3076 |
1.3076 |
S1 |
1.3076 |
1.3076 |
1.3076 |
1.3076 |
S2 |
1.3076 |
1.3076 |
1.3076 |
|
S3 |
1.3076 |
1.3076 |
1.3076 |
|
S4 |
1.3076 |
1.3076 |
1.3076 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3717 |
1.3623 |
1.3201 |
|
R3 |
1.3490 |
1.3396 |
1.3138 |
|
R2 |
1.3263 |
1.3263 |
1.3118 |
|
R1 |
1.3169 |
1.3169 |
1.3097 |
1.3216 |
PP |
1.3036 |
1.3036 |
1.3036 |
1.3059 |
S1 |
1.2942 |
1.2942 |
1.3055 |
1.2989 |
S2 |
1.2809 |
1.2809 |
1.3034 |
|
S3 |
1.2582 |
1.2715 |
1.3014 |
|
S4 |
1.2355 |
1.2488 |
1.2951 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3129 |
1.2902 |
0.0227 |
1.7% |
0.0030 |
0.2% |
77% |
False |
False |
2 |
10 |
1.3129 |
1.2684 |
0.0445 |
3.4% |
0.0026 |
0.2% |
88% |
False |
False |
2 |
20 |
1.3129 |
1.2665 |
0.0464 |
3.5% |
0.0013 |
0.1% |
89% |
False |
False |
2 |
40 |
1.3129 |
1.2338 |
0.0791 |
6.0% |
0.0007 |
0.1% |
93% |
False |
False |
10 |
60 |
1.3129 |
1.2201 |
0.0928 |
7.1% |
0.0005 |
0.0% |
94% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3076 |
2.618 |
1.3076 |
1.618 |
1.3076 |
1.000 |
1.3076 |
0.618 |
1.3076 |
HIGH |
1.3076 |
0.618 |
1.3076 |
0.500 |
1.3076 |
0.382 |
1.3076 |
LOW |
1.3076 |
0.618 |
1.3076 |
1.000 |
1.3076 |
1.618 |
1.3076 |
2.618 |
1.3076 |
4.250 |
1.3076 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3076 |
1.3075 |
PP |
1.3076 |
1.3074 |
S1 |
1.3076 |
1.3073 |
|