CME Japanese Yen Future December 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 |
1.3018 |
1.3025 |
0.0007 |
0.1% |
1.3047 |
| High |
1.3080 |
1.3053 |
-0.0027 |
-0.2% |
1.3105 |
| Low |
1.3009 |
1.2883 |
-0.0126 |
-1.0% |
1.2968 |
| Close |
1.3045 |
1.2900 |
-0.0145 |
-1.1% |
1.3045 |
| Range |
0.0071 |
0.0170 |
0.0099 |
139.4% |
0.0137 |
| ATR |
0.0106 |
0.0110 |
0.0005 |
4.3% |
0.0000 |
| Volume |
841 |
1,047 |
206 |
24.5% |
2,923 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3455 |
1.3348 |
1.2994 |
|
| R3 |
1.3285 |
1.3178 |
1.2947 |
|
| R2 |
1.3115 |
1.3115 |
1.2931 |
|
| R1 |
1.3008 |
1.3008 |
1.2916 |
1.2977 |
| PP |
1.2945 |
1.2945 |
1.2945 |
1.2930 |
| S1 |
1.2838 |
1.2838 |
1.2884 |
1.2807 |
| S2 |
1.2775 |
1.2775 |
1.2869 |
|
| S3 |
1.2605 |
1.2668 |
1.2853 |
|
| S4 |
1.2435 |
1.2498 |
1.2807 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3450 |
1.3385 |
1.3120 |
|
| R3 |
1.3313 |
1.3248 |
1.3083 |
|
| R2 |
1.3176 |
1.3176 |
1.3070 |
|
| R1 |
1.3111 |
1.3111 |
1.3058 |
1.3075 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.3022 |
| S1 |
1.2974 |
1.2974 |
1.3032 |
1.2938 |
| S2 |
1.2902 |
1.2902 |
1.3020 |
|
| S3 |
1.2765 |
1.2837 |
1.3007 |
|
| S4 |
1.2628 |
1.2700 |
1.2970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3105 |
1.2883 |
0.0222 |
1.7% |
0.0093 |
0.7% |
8% |
False |
True |
731 |
| 10 |
1.3105 |
1.2883 |
0.0222 |
1.7% |
0.0101 |
0.8% |
8% |
False |
True |
572 |
| 20 |
1.3180 |
1.2883 |
0.0297 |
2.3% |
0.0101 |
0.8% |
6% |
False |
True |
453 |
| 40 |
1.3180 |
1.2468 |
0.0712 |
5.5% |
0.0116 |
0.9% |
61% |
False |
False |
352 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.2% |
0.0098 |
0.8% |
70% |
False |
False |
248 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.7% |
0.0077 |
0.6% |
72% |
False |
False |
189 |
| 100 |
1.3180 |
1.2020 |
0.1160 |
9.0% |
0.0070 |
0.5% |
76% |
False |
False |
155 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.2% |
0.0064 |
0.5% |
81% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3776 |
|
2.618 |
1.3498 |
|
1.618 |
1.3328 |
|
1.000 |
1.3223 |
|
0.618 |
1.3158 |
|
HIGH |
1.3053 |
|
0.618 |
1.2988 |
|
0.500 |
1.2968 |
|
0.382 |
1.2948 |
|
LOW |
1.2883 |
|
0.618 |
1.2778 |
|
1.000 |
1.2713 |
|
1.618 |
1.2608 |
|
2.618 |
1.2438 |
|
4.250 |
1.2161 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2968 |
1.2982 |
| PP |
1.2945 |
1.2954 |
| S1 |
1.2923 |
1.2927 |
|