CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3034 |
1.3044 |
0.0010 |
0.1% |
1.3025 |
| High |
1.3088 |
1.3045 |
-0.0043 |
-0.3% |
1.3081 |
| Low |
1.3015 |
1.2944 |
-0.0071 |
-0.5% |
1.2871 |
| Close |
1.3060 |
1.3019 |
-0.0041 |
-0.3% |
1.3041 |
| Range |
0.0073 |
0.0101 |
0.0028 |
38.4% |
0.0210 |
| ATR |
0.0120 |
0.0119 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
78,136 |
103,382 |
25,246 |
32.3% |
481,256 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3306 |
1.3263 |
1.3075 |
|
| R3 |
1.3205 |
1.3162 |
1.3047 |
|
| R2 |
1.3104 |
1.3104 |
1.3038 |
|
| R1 |
1.3061 |
1.3061 |
1.3028 |
1.3032 |
| PP |
1.3003 |
1.3003 |
1.3003 |
1.2988 |
| S1 |
1.2960 |
1.2960 |
1.3010 |
1.2931 |
| S2 |
1.2902 |
1.2902 |
1.3000 |
|
| S3 |
1.2801 |
1.2859 |
1.2991 |
|
| S4 |
1.2700 |
1.2758 |
1.2963 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3628 |
1.3544 |
1.3157 |
|
| R3 |
1.3418 |
1.3334 |
1.3099 |
|
| R2 |
1.3208 |
1.3208 |
1.3080 |
|
| R1 |
1.3124 |
1.3124 |
1.3060 |
1.3166 |
| PP |
1.2998 |
1.2998 |
1.2998 |
1.3019 |
| S1 |
1.2914 |
1.2914 |
1.3022 |
1.2956 |
| S2 |
1.2788 |
1.2788 |
1.3003 |
|
| S3 |
1.2578 |
1.2704 |
1.2983 |
|
| S4 |
1.2368 |
1.2494 |
1.2926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3088 |
1.2911 |
0.0177 |
1.4% |
0.0095 |
0.7% |
61% |
False |
False |
84,652 |
| 10 |
1.3173 |
1.2871 |
0.0302 |
2.3% |
0.0110 |
0.8% |
49% |
False |
False |
90,688 |
| 20 |
1.3173 |
1.2596 |
0.0577 |
4.4% |
0.0115 |
0.9% |
73% |
False |
False |
98,319 |
| 40 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0131 |
1.0% |
83% |
False |
False |
108,197 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0117 |
0.9% |
83% |
False |
False |
104,250 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.7% |
0.0112 |
0.9% |
85% |
False |
False |
79,396 |
| 100 |
1.3173 |
1.1822 |
0.1351 |
10.4% |
0.0111 |
0.9% |
89% |
False |
False |
63,569 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.3% |
0.0113 |
0.9% |
89% |
False |
False |
53,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3474 |
|
2.618 |
1.3309 |
|
1.618 |
1.3208 |
|
1.000 |
1.3146 |
|
0.618 |
1.3107 |
|
HIGH |
1.3045 |
|
0.618 |
1.3006 |
|
0.500 |
1.2995 |
|
0.382 |
1.2983 |
|
LOW |
1.2944 |
|
0.618 |
1.2882 |
|
1.000 |
1.2843 |
|
1.618 |
1.2781 |
|
2.618 |
1.2680 |
|
4.250 |
1.2515 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3011 |
1.3018 |
| PP |
1.3003 |
1.3017 |
| S1 |
1.2995 |
1.3016 |
|