CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2915 |
1.2946 |
0.0031 |
0.2% |
1.3047 |
| High |
1.2992 |
1.2978 |
-0.0014 |
-0.1% |
1.3105 |
| Low |
1.2885 |
1.2902 |
0.0017 |
0.1% |
1.2968 |
| Close |
1.2948 |
1.2923 |
-0.0025 |
-0.2% |
1.3045 |
| Range |
0.0107 |
0.0076 |
-0.0031 |
-29.0% |
0.0137 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
9,538 |
9,167 |
-371 |
-3.9% |
2,923 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3162 |
1.3119 |
1.2965 |
|
| R3 |
1.3086 |
1.3043 |
1.2944 |
|
| R2 |
1.3010 |
1.3010 |
1.2937 |
|
| R1 |
1.2967 |
1.2967 |
1.2930 |
1.2951 |
| PP |
1.2934 |
1.2934 |
1.2934 |
1.2926 |
| S1 |
1.2891 |
1.2891 |
1.2916 |
1.2875 |
| S2 |
1.2858 |
1.2858 |
1.2909 |
|
| S3 |
1.2782 |
1.2815 |
1.2902 |
|
| S4 |
1.2706 |
1.2739 |
1.2881 |
|
|
| 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 |
1.3080 |
1.2883 |
0.0197 |
1.5% |
0.0106 |
0.8% |
20% |
False |
False |
4,290 |
| 10 |
1.3105 |
1.2883 |
0.0222 |
1.7% |
0.0102 |
0.8% |
18% |
False |
False |
2,374 |
| 20 |
1.3180 |
1.2883 |
0.0297 |
2.3% |
0.0095 |
0.7% |
13% |
False |
False |
1,352 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.4% |
0.0113 |
0.9% |
63% |
False |
False |
812 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.2% |
0.0098 |
0.8% |
72% |
False |
False |
559 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.7% |
0.0080 |
0.6% |
74% |
False |
False |
422 |
| 100 |
1.3180 |
1.2082 |
0.1098 |
8.5% |
0.0071 |
0.5% |
77% |
False |
False |
342 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.2% |
0.0062 |
0.5% |
82% |
False |
False |
288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3301 |
|
2.618 |
1.3177 |
|
1.618 |
1.3101 |
|
1.000 |
1.3054 |
|
0.618 |
1.3025 |
|
HIGH |
1.2978 |
|
0.618 |
1.2949 |
|
0.500 |
1.2940 |
|
0.382 |
1.2931 |
|
LOW |
1.2902 |
|
0.618 |
1.2855 |
|
1.000 |
1.2826 |
|
1.618 |
1.2779 |
|
2.618 |
1.2703 |
|
4.250 |
1.2579 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2940 |
1.2968 |
| PP |
1.2934 |
1.2953 |
| S1 |
1.2929 |
1.2938 |
|