CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3041 |
1.3036 |
-0.0005 |
0.0% |
1.2897 |
| High |
1.3063 |
1.3048 |
-0.0015 |
-0.1% |
1.3063 |
| Low |
1.2933 |
1.2991 |
0.0058 |
0.4% |
1.2889 |
| Close |
1.3048 |
1.3010 |
-0.0038 |
-0.3% |
1.3010 |
| Range |
0.0130 |
0.0057 |
-0.0073 |
-56.2% |
0.0174 |
| ATR |
0.0116 |
0.0112 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
81,847 |
12,003 |
-69,844 |
-85.3% |
422,975 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3187 |
1.3156 |
1.3041 |
|
| R3 |
1.3130 |
1.3099 |
1.3026 |
|
| R2 |
1.3073 |
1.3073 |
1.3020 |
|
| R1 |
1.3042 |
1.3042 |
1.3015 |
1.3029 |
| PP |
1.3016 |
1.3016 |
1.3016 |
1.3010 |
| S1 |
1.2985 |
1.2985 |
1.3005 |
1.2972 |
| S2 |
1.2959 |
1.2959 |
1.3000 |
|
| S3 |
1.2902 |
1.2928 |
1.2994 |
|
| S4 |
1.2845 |
1.2871 |
1.2979 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3509 |
1.3434 |
1.3106 |
|
| R3 |
1.3335 |
1.3260 |
1.3058 |
|
| R2 |
1.3161 |
1.3161 |
1.3042 |
|
| R1 |
1.3086 |
1.3086 |
1.3026 |
1.3124 |
| PP |
1.2987 |
1.2987 |
1.2987 |
1.3006 |
| S1 |
1.2912 |
1.2912 |
1.2994 |
1.2950 |
| S2 |
1.2813 |
1.2813 |
1.2978 |
|
| S3 |
1.2639 |
1.2738 |
1.2962 |
|
| S4 |
1.2465 |
1.2564 |
1.2914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3063 |
1.2889 |
0.0174 |
1.3% |
0.0097 |
0.7% |
70% |
False |
False |
84,595 |
| 10 |
1.3068 |
1.2844 |
0.0224 |
1.7% |
0.0105 |
0.8% |
74% |
False |
False |
81,080 |
| 20 |
1.3173 |
1.2844 |
0.0329 |
2.5% |
0.0107 |
0.8% |
50% |
False |
False |
85,884 |
| 40 |
1.3173 |
1.2467 |
0.0706 |
5.4% |
0.0128 |
1.0% |
77% |
False |
False |
102,287 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0120 |
0.9% |
82% |
False |
False |
102,479 |
| 80 |
1.3173 |
1.2175 |
0.0998 |
7.7% |
0.0113 |
0.9% |
84% |
False |
False |
89,465 |
| 100 |
1.3173 |
1.2106 |
0.1067 |
8.2% |
0.0111 |
0.9% |
85% |
False |
False |
71,655 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.3% |
0.0109 |
0.8% |
89% |
False |
False |
59,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3290 |
|
2.618 |
1.3197 |
|
1.618 |
1.3140 |
|
1.000 |
1.3105 |
|
0.618 |
1.3083 |
|
HIGH |
1.3048 |
|
0.618 |
1.3026 |
|
0.500 |
1.3020 |
|
0.382 |
1.3013 |
|
LOW |
1.2991 |
|
0.618 |
1.2956 |
|
1.000 |
1.2934 |
|
1.618 |
1.2899 |
|
2.618 |
1.2842 |
|
4.250 |
1.2749 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3020 |
1.3006 |
| PP |
1.3016 |
1.3002 |
| S1 |
1.3013 |
1.2998 |
|