CME Japanese Yen Future December 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 |
1.3025 |
1.2915 |
-0.0110 |
-0.8% |
1.3047 |
| High |
1.3053 |
1.2992 |
-0.0061 |
-0.5% |
1.3105 |
| Low |
1.2883 |
1.2885 |
0.0002 |
0.0% |
1.2968 |
| Close |
1.2900 |
1.2948 |
0.0048 |
0.4% |
1.3045 |
| Range |
0.0170 |
0.0107 |
-0.0063 |
-37.1% |
0.0137 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,047 |
9,538 |
8,491 |
811.0% |
2,923 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3263 |
1.3212 |
1.3007 |
|
| R3 |
1.3156 |
1.3105 |
1.2977 |
|
| R2 |
1.3049 |
1.3049 |
1.2968 |
|
| R1 |
1.2998 |
1.2998 |
1.2958 |
1.3024 |
| PP |
1.2942 |
1.2942 |
1.2942 |
1.2954 |
| S1 |
1.2891 |
1.2891 |
1.2938 |
1.2917 |
| S2 |
1.2835 |
1.2835 |
1.2928 |
|
| S3 |
1.2728 |
1.2784 |
1.2919 |
|
| S4 |
1.2621 |
1.2677 |
1.2889 |
|
|
| 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% |
0.0105 |
0.8% |
29% |
False |
False |
2,598 |
| 10 |
1.3105 |
1.2883 |
0.0222 |
1.7% |
0.0105 |
0.8% |
29% |
False |
False |
1,490 |
| 20 |
1.3180 |
1.2883 |
0.0297 |
2.3% |
0.0098 |
0.8% |
22% |
False |
False |
919 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.4% |
0.0114 |
0.9% |
67% |
False |
False |
589 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.2% |
0.0098 |
0.8% |
75% |
False |
False |
406 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.7% |
0.0079 |
0.6% |
77% |
False |
False |
308 |
| 100 |
1.3180 |
1.2028 |
0.1152 |
8.9% |
0.0070 |
0.5% |
80% |
False |
False |
250 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.2% |
0.0064 |
0.5% |
84% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3447 |
|
2.618 |
1.3272 |
|
1.618 |
1.3165 |
|
1.000 |
1.3099 |
|
0.618 |
1.3058 |
|
HIGH |
1.2992 |
|
0.618 |
1.2951 |
|
0.500 |
1.2939 |
|
0.382 |
1.2926 |
|
LOW |
1.2885 |
|
0.618 |
1.2819 |
|
1.000 |
1.2778 |
|
1.618 |
1.2712 |
|
2.618 |
1.2605 |
|
4.250 |
1.2430 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2945 |
1.2982 |
| PP |
1.2942 |
1.2970 |
| S1 |
1.2939 |
1.2959 |
|