CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2897 |
1.2962 |
0.0065 |
0.5% |
1.3012 |
| High |
1.3030 |
1.3022 |
-0.0008 |
-0.1% |
1.3041 |
| Low |
1.2889 |
1.2945 |
0.0056 |
0.4% |
1.2844 |
| Close |
1.2925 |
1.3012 |
0.0087 |
0.7% |
1.2910 |
| Range |
0.0141 |
0.0077 |
-0.0064 |
-45.4% |
0.0197 |
| ATR |
0.0119 |
0.0118 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
114,151 |
104,176 |
-9,975 |
-8.7% |
312,590 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3224 |
1.3195 |
1.3054 |
|
| R3 |
1.3147 |
1.3118 |
1.3033 |
|
| R2 |
1.3070 |
1.3070 |
1.3026 |
|
| R1 |
1.3041 |
1.3041 |
1.3019 |
1.3056 |
| PP |
1.2993 |
1.2993 |
1.2993 |
1.3000 |
| S1 |
1.2964 |
1.2964 |
1.3005 |
1.2979 |
| S2 |
1.2916 |
1.2916 |
1.2998 |
|
| S3 |
1.2839 |
1.2887 |
1.2991 |
|
| S4 |
1.2762 |
1.2810 |
1.2970 |
|
|
| 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 |
1.3030 |
1.2844 |
0.0186 |
1.4% |
0.0107 |
0.8% |
90% |
False |
False |
106,183 |
| 10 |
1.3088 |
1.2844 |
0.0244 |
1.9% |
0.0102 |
0.8% |
69% |
False |
False |
85,556 |
| 20 |
1.3173 |
1.2844 |
0.0329 |
2.5% |
0.0103 |
0.8% |
51% |
False |
False |
85,410 |
| 40 |
1.3173 |
1.2467 |
0.0706 |
5.4% |
0.0129 |
1.0% |
77% |
False |
False |
104,607 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0119 |
0.9% |
83% |
False |
False |
102,668 |
| 80 |
1.3173 |
1.2173 |
0.1000 |
7.7% |
0.0113 |
0.9% |
84% |
False |
False |
86,929 |
| 100 |
1.3173 |
1.2106 |
0.1067 |
8.2% |
0.0111 |
0.9% |
85% |
False |
False |
69,614 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.3% |
0.0108 |
0.8% |
89% |
False |
False |
58,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3349 |
|
2.618 |
1.3224 |
|
1.618 |
1.3147 |
|
1.000 |
1.3099 |
|
0.618 |
1.3070 |
|
HIGH |
1.3022 |
|
0.618 |
1.2993 |
|
0.500 |
1.2984 |
|
0.382 |
1.2974 |
|
LOW |
1.2945 |
|
0.618 |
1.2897 |
|
1.000 |
1.2868 |
|
1.618 |
1.2820 |
|
2.618 |
1.2743 |
|
4.250 |
1.2618 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3003 |
1.2987 |
| PP |
1.2993 |
1.2962 |
| S1 |
1.2984 |
1.2937 |
|