CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2902 |
1.2897 |
-0.0005 |
0.0% |
1.3012 |
| High |
1.2973 |
1.3030 |
0.0057 |
0.4% |
1.3041 |
| Low |
1.2844 |
1.2889 |
0.0045 |
0.4% |
1.2844 |
| Close |
1.2910 |
1.2925 |
0.0015 |
0.1% |
1.2910 |
| Range |
0.0129 |
0.0141 |
0.0012 |
9.3% |
0.0197 |
| ATR |
0.0118 |
0.0119 |
0.0002 |
1.4% |
0.0000 |
| Volume |
126,778 |
114,151 |
-12,627 |
-10.0% |
312,590 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3371 |
1.3289 |
1.3003 |
|
| R3 |
1.3230 |
1.3148 |
1.2964 |
|
| R2 |
1.3089 |
1.3089 |
1.2951 |
|
| R1 |
1.3007 |
1.3007 |
1.2938 |
1.3048 |
| PP |
1.2948 |
1.2948 |
1.2948 |
1.2969 |
| S1 |
1.2866 |
1.2866 |
1.2912 |
1.2907 |
| S2 |
1.2807 |
1.2807 |
1.2899 |
|
| S3 |
1.2666 |
1.2725 |
1.2886 |
|
| S4 |
1.2525 |
1.2584 |
1.2847 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3523 |
1.3413 |
1.3018 |
|
| R3 |
1.3326 |
1.3216 |
1.2964 |
|
| R2 |
1.3129 |
1.3129 |
1.2946 |
|
| R1 |
1.3019 |
1.3019 |
1.2928 |
1.2976 |
| PP |
1.2932 |
1.2932 |
1.2932 |
1.2910 |
| S1 |
1.2822 |
1.2822 |
1.2892 |
1.2779 |
| S2 |
1.2735 |
1.2735 |
1.2874 |
|
| S3 |
1.2538 |
1.2625 |
1.2856 |
|
| S4 |
1.2341 |
1.2428 |
1.2802 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3041 |
1.2844 |
0.0197 |
1.5% |
0.0127 |
1.0% |
41% |
False |
False |
85,348 |
| 10 |
1.3088 |
1.2844 |
0.0244 |
1.9% |
0.0102 |
0.8% |
33% |
False |
False |
81,036 |
| 20 |
1.3173 |
1.2844 |
0.0329 |
2.5% |
0.0103 |
0.8% |
25% |
False |
False |
83,209 |
| 40 |
1.3173 |
1.2467 |
0.0706 |
5.5% |
0.0128 |
1.0% |
65% |
False |
False |
103,282 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.2% |
0.0119 |
0.9% |
73% |
False |
False |
102,697 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.8% |
0.0113 |
0.9% |
75% |
False |
False |
85,633 |
| 100 |
1.3173 |
1.2050 |
0.1123 |
8.7% |
0.0112 |
0.9% |
78% |
False |
False |
68,572 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.3% |
0.0107 |
0.8% |
83% |
False |
False |
57,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3629 |
|
2.618 |
1.3399 |
|
1.618 |
1.3258 |
|
1.000 |
1.3171 |
|
0.618 |
1.3117 |
|
HIGH |
1.3030 |
|
0.618 |
1.2976 |
|
0.500 |
1.2960 |
|
0.382 |
1.2943 |
|
LOW |
1.2889 |
|
0.618 |
1.2802 |
|
1.000 |
1.2748 |
|
1.618 |
1.2661 |
|
2.618 |
1.2520 |
|
4.250 |
1.2290 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2960 |
1.2937 |
| PP |
1.2948 |
1.2933 |
| S1 |
1.2937 |
1.2929 |
|