CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3012 |
1.2893 |
-0.0119 |
-0.9% |
1.3036 |
| High |
1.3041 |
1.2978 |
-0.0063 |
-0.5% |
1.3088 |
| Low |
1.2864 |
1.2867 |
0.0003 |
0.0% |
1.2944 |
| Close |
1.2882 |
1.2933 |
0.0051 |
0.4% |
1.3032 |
| Range |
0.0177 |
0.0111 |
-0.0066 |
-37.3% |
0.0144 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
0 |
93,458 |
93,458 |
|
383,624 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3259 |
1.3207 |
1.2994 |
|
| R3 |
1.3148 |
1.3096 |
1.2964 |
|
| R2 |
1.3037 |
1.3037 |
1.2953 |
|
| R1 |
1.2985 |
1.2985 |
1.2943 |
1.3011 |
| PP |
1.2926 |
1.2926 |
1.2926 |
1.2939 |
| S1 |
1.2874 |
1.2874 |
1.2923 |
1.2900 |
| S2 |
1.2815 |
1.2815 |
1.2913 |
|
| S3 |
1.2704 |
1.2763 |
1.2902 |
|
| S4 |
1.2593 |
1.2652 |
1.2872 |
|
|
| 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% |
0.0107 |
0.8% |
31% |
False |
False |
70,042 |
| 10 |
1.3088 |
1.2864 |
0.0224 |
1.7% |
0.0109 |
0.8% |
31% |
False |
False |
80,273 |
| 20 |
1.3173 |
1.2864 |
0.0309 |
2.4% |
0.0107 |
0.8% |
22% |
False |
False |
83,565 |
| 40 |
1.3173 |
1.2467 |
0.0706 |
5.5% |
0.0128 |
1.0% |
66% |
False |
False |
102,840 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.2% |
0.0118 |
0.9% |
74% |
False |
False |
103,040 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.8% |
0.0113 |
0.9% |
76% |
False |
False |
81,491 |
| 100 |
1.3173 |
1.1952 |
0.1221 |
9.4% |
0.0111 |
0.9% |
80% |
False |
False |
65,250 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.3% |
0.0109 |
0.8% |
84% |
False |
False |
54,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3450 |
|
2.618 |
1.3269 |
|
1.618 |
1.3158 |
|
1.000 |
1.3089 |
|
0.618 |
1.3047 |
|
HIGH |
1.2978 |
|
0.618 |
1.2936 |
|
0.500 |
1.2923 |
|
0.382 |
1.2909 |
|
LOW |
1.2867 |
|
0.618 |
1.2798 |
|
1.000 |
1.2756 |
|
1.618 |
1.2687 |
|
2.618 |
1.2576 |
|
4.250 |
1.2395 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2930 |
1.2966 |
| PP |
1.2926 |
1.2955 |
| S1 |
1.2923 |
1.2944 |
|