CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3002 |
1.3012 |
0.0010 |
0.1% |
1.3036 |
| High |
1.3068 |
1.3041 |
-0.0027 |
-0.2% |
1.3088 |
| Low |
1.2993 |
1.2864 |
-0.0129 |
-1.0% |
1.2944 |
| Close |
1.3032 |
1.2882 |
-0.0150 |
-1.2% |
1.3032 |
| Range |
0.0075 |
0.0177 |
0.0102 |
136.0% |
0.0144 |
| ATR |
0.0116 |
0.0121 |
0.0004 |
3.7% |
0.0000 |
| Volume |
75,237 |
0 |
-75,237 |
-100.0% |
383,624 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3460 |
1.3348 |
1.2979 |
|
| R3 |
1.3283 |
1.3171 |
1.2931 |
|
| R2 |
1.3106 |
1.3106 |
1.2914 |
|
| R1 |
1.2994 |
1.2994 |
1.2898 |
1.2962 |
| PP |
1.2929 |
1.2929 |
1.2929 |
1.2913 |
| S1 |
1.2817 |
1.2817 |
1.2866 |
1.2785 |
| S2 |
1.2752 |
1.2752 |
1.2850 |
|
| S3 |
1.2575 |
1.2640 |
1.2833 |
|
| S4 |
1.2398 |
1.2463 |
1.2785 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3453 |
1.3387 |
1.3111 |
|
| R3 |
1.3309 |
1.3243 |
1.3072 |
|
| R2 |
1.3165 |
1.3165 |
1.3058 |
|
| R1 |
1.3099 |
1.3099 |
1.3045 |
1.3060 |
| PP |
1.3021 |
1.3021 |
1.3021 |
1.3002 |
| S1 |
1.2955 |
1.2955 |
1.3019 |
1.2916 |
| S2 |
1.2877 |
1.2877 |
1.3006 |
|
| S3 |
1.2733 |
1.2811 |
1.2992 |
|
| S4 |
1.2589 |
1.2667 |
1.2953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3088 |
1.2864 |
0.0224 |
1.7% |
0.0098 |
0.8% |
8% |
False |
True |
64,929 |
| 10 |
1.3088 |
1.2864 |
0.0224 |
1.7% |
0.0106 |
0.8% |
8% |
False |
True |
79,083 |
| 20 |
1.3173 |
1.2856 |
0.0317 |
2.5% |
0.0111 |
0.9% |
8% |
False |
False |
87,624 |
| 40 |
1.3173 |
1.2448 |
0.0725 |
5.6% |
0.0130 |
1.0% |
60% |
False |
False |
104,226 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.2% |
0.0118 |
0.9% |
69% |
False |
False |
102,851 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.8% |
0.0113 |
0.9% |
71% |
False |
False |
80,326 |
| 100 |
1.3173 |
1.1952 |
0.1221 |
9.5% |
0.0111 |
0.9% |
76% |
False |
False |
64,317 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.4% |
0.0111 |
0.9% |
80% |
False |
False |
53,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3793 |
|
2.618 |
1.3504 |
|
1.618 |
1.3327 |
|
1.000 |
1.3218 |
|
0.618 |
1.3150 |
|
HIGH |
1.3041 |
|
0.618 |
1.2973 |
|
0.500 |
1.2953 |
|
0.382 |
1.2932 |
|
LOW |
1.2864 |
|
0.618 |
1.2755 |
|
1.000 |
1.2687 |
|
1.618 |
1.2578 |
|
2.618 |
1.2401 |
|
4.250 |
1.2112 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2953 |
1.2966 |
| PP |
1.2929 |
1.2938 |
| S1 |
1.2906 |
1.2910 |
|