CME Japanese Yen Future March 2012
Trading Metrics calculated at close of trading on 25-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.3028 |
1.2932 |
-0.0096 |
-0.7% |
1.3066 |
High |
1.3028 |
1.2932 |
-0.0096 |
-0.7% |
1.3117 |
Low |
1.3028 |
1.2932 |
-0.0096 |
-0.7% |
1.3053 |
Close |
1.3028 |
1.2932 |
-0.0096 |
-0.7% |
1.3117 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0050 |
0.0004 |
7.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2932 |
1.2932 |
1.2932 |
|
R3 |
1.2932 |
1.2932 |
1.2932 |
|
R2 |
1.2932 |
1.2932 |
1.2932 |
|
R1 |
1.2932 |
1.2932 |
1.2932 |
1.2932 |
PP |
1.2932 |
1.2932 |
1.2932 |
1.2932 |
S1 |
1.2932 |
1.2932 |
1.2932 |
1.2932 |
S2 |
1.2932 |
1.2932 |
1.2932 |
|
S3 |
1.2932 |
1.2932 |
1.2932 |
|
S4 |
1.2932 |
1.2932 |
1.2932 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3288 |
1.3266 |
1.3152 |
|
R3 |
1.3224 |
1.3202 |
1.3135 |
|
R2 |
1.3160 |
1.3160 |
1.3129 |
|
R1 |
1.3138 |
1.3138 |
1.3123 |
1.3149 |
PP |
1.3096 |
1.3096 |
1.3096 |
1.3101 |
S1 |
1.3074 |
1.3074 |
1.3111 |
1.3085 |
S2 |
1.3032 |
1.3032 |
1.3105 |
|
S3 |
1.2968 |
1.3010 |
1.3099 |
|
S4 |
1.2904 |
1.2946 |
1.3082 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3117 |
1.2932 |
0.0185 |
1.4% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
10 |
1.3117 |
1.2932 |
0.0185 |
1.4% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
20 |
1.3129 |
1.2684 |
0.0445 |
3.4% |
0.0013 |
0.1% |
56% |
False |
False |
2 |
40 |
1.3129 |
1.2338 |
0.0791 |
6.1% |
0.0007 |
0.1% |
75% |
False |
False |
2 |
60 |
1.3129 |
1.2338 |
0.0791 |
6.1% |
0.0005 |
0.0% |
75% |
False |
False |
10 |
80 |
1.3129 |
1.2201 |
0.0928 |
7.2% |
0.0004 |
0.0% |
79% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2932 |
2.618 |
1.2932 |
1.618 |
1.2932 |
1.000 |
1.2932 |
0.618 |
1.2932 |
HIGH |
1.2932 |
0.618 |
1.2932 |
0.500 |
1.2932 |
0.382 |
1.2932 |
LOW |
1.2932 |
0.618 |
1.2932 |
1.000 |
1.2932 |
1.618 |
1.2932 |
2.618 |
1.2932 |
4.250 |
1.2932 |
|
|
Fisher Pivots for day following 25-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2932 |
1.3005 |
PP |
1.2932 |
1.2980 |
S1 |
1.2932 |
1.2956 |
|