CME Japanese Yen Future March 2012
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 |
1.3042 |
1.3077 |
0.0035 |
0.3% |
1.3074 |
High |
1.3042 |
1.3077 |
0.0035 |
0.3% |
1.3085 |
Low |
1.3042 |
1.3077 |
0.0035 |
0.3% |
1.2932 |
Close |
1.3039 |
1.3077 |
0.0038 |
0.3% |
1.3076 |
Range |
|
|
|
|
|
ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3077 |
1.3077 |
1.3077 |
|
R3 |
1.3077 |
1.3077 |
1.3077 |
|
R2 |
1.3077 |
1.3077 |
1.3077 |
|
R1 |
1.3077 |
1.3077 |
1.3077 |
1.3077 |
PP |
1.3077 |
1.3077 |
1.3077 |
1.3077 |
S1 |
1.3077 |
1.3077 |
1.3077 |
1.3077 |
S2 |
1.3077 |
1.3077 |
1.3077 |
|
S3 |
1.3077 |
1.3077 |
1.3077 |
|
S4 |
1.3077 |
1.3077 |
1.3077 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3490 |
1.3436 |
1.3160 |
|
R3 |
1.3337 |
1.3283 |
1.3118 |
|
R2 |
1.3184 |
1.3184 |
1.3104 |
|
R1 |
1.3130 |
1.3130 |
1.3090 |
1.3157 |
PP |
1.3031 |
1.3031 |
1.3031 |
1.3045 |
S1 |
1.2977 |
1.2977 |
1.3062 |
1.3004 |
S2 |
1.2878 |
1.2878 |
1.3048 |
|
S3 |
1.2725 |
1.2824 |
1.3034 |
|
S4 |
1.2572 |
1.2671 |
1.2992 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3085 |
1.2932 |
0.0153 |
1.2% |
0.0000 |
0.0% |
95% |
False |
False |
1 |
10 |
1.3117 |
1.2932 |
0.0185 |
1.4% |
0.0000 |
0.0% |
78% |
False |
False |
1 |
20 |
1.3129 |
1.2684 |
0.0445 |
3.4% |
0.0011 |
0.1% |
88% |
False |
False |
2 |
40 |
1.3129 |
1.2338 |
0.0791 |
6.0% |
0.0007 |
0.1% |
93% |
False |
False |
1 |
60 |
1.3129 |
1.2338 |
0.0791 |
6.0% |
0.0005 |
0.0% |
93% |
False |
False |
10 |
80 |
1.3129 |
1.2201 |
0.0928 |
7.1% |
0.0004 |
0.0% |
94% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3077 |
2.618 |
1.3077 |
1.618 |
1.3077 |
1.000 |
1.3077 |
0.618 |
1.3077 |
HIGH |
1.3077 |
0.618 |
1.3077 |
0.500 |
1.3077 |
0.382 |
1.3077 |
LOW |
1.3077 |
0.618 |
1.3077 |
1.000 |
1.3077 |
1.618 |
1.3077 |
2.618 |
1.3077 |
4.250 |
1.3077 |
|
|
Fisher Pivots for day following 30-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3077 |
1.3073 |
PP |
1.3077 |
1.3068 |
S1 |
1.3077 |
1.3064 |
|