CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2907 |
1.2915 |
0.0008 |
0.1% |
1.3025 |
| High |
1.2993 |
1.3050 |
0.0057 |
0.4% |
1.3053 |
| Low |
1.2860 |
1.2907 |
0.0047 |
0.4% |
1.2860 |
| Close |
1.2927 |
1.2944 |
0.0017 |
0.1% |
1.2927 |
| Range |
0.0133 |
0.0143 |
0.0010 |
7.5% |
0.0193 |
| ATR |
0.0109 |
0.0112 |
0.0002 |
2.2% |
0.0000 |
| Volume |
20,661 |
24,064 |
3,403 |
16.5% |
40,413 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3396 |
1.3313 |
1.3023 |
|
| R3 |
1.3253 |
1.3170 |
1.2983 |
|
| R2 |
1.3110 |
1.3110 |
1.2970 |
|
| R1 |
1.3027 |
1.3027 |
1.2957 |
1.3069 |
| PP |
1.2967 |
1.2967 |
1.2967 |
1.2988 |
| S1 |
1.2884 |
1.2884 |
1.2931 |
1.2926 |
| S2 |
1.2824 |
1.2824 |
1.2918 |
|
| S3 |
1.2681 |
1.2741 |
1.2905 |
|
| S4 |
1.2538 |
1.2598 |
1.2865 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3526 |
1.3419 |
1.3033 |
|
| R3 |
1.3333 |
1.3226 |
1.2980 |
|
| R2 |
1.3140 |
1.3140 |
1.2962 |
|
| R1 |
1.3033 |
1.3033 |
1.2945 |
1.2990 |
| PP |
1.2947 |
1.2947 |
1.2947 |
1.2925 |
| S1 |
1.2840 |
1.2840 |
1.2909 |
1.2797 |
| S2 |
1.2754 |
1.2754 |
1.2892 |
|
| S3 |
1.2561 |
1.2647 |
1.2874 |
|
| S4 |
1.2368 |
1.2454 |
1.2821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3053 |
1.2860 |
0.0193 |
1.5% |
0.0126 |
1.0% |
44% |
False |
False |
12,895 |
| 10 |
1.3105 |
1.2860 |
0.0245 |
1.9% |
0.0100 |
0.8% |
34% |
False |
False |
6,740 |
| 20 |
1.3180 |
1.2860 |
0.0320 |
2.5% |
0.0097 |
0.8% |
26% |
False |
False |
3,524 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.4% |
0.0116 |
0.9% |
66% |
False |
False |
1,919 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.2% |
0.0101 |
0.8% |
75% |
False |
False |
1,303 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.7% |
0.0082 |
0.6% |
76% |
False |
False |
981 |
| 100 |
1.3180 |
1.2085 |
0.1095 |
8.5% |
0.0073 |
0.6% |
78% |
False |
False |
788 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.2% |
0.0064 |
0.5% |
84% |
False |
False |
660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3658 |
|
2.618 |
1.3424 |
|
1.618 |
1.3281 |
|
1.000 |
1.3193 |
|
0.618 |
1.3138 |
|
HIGH |
1.3050 |
|
0.618 |
1.2995 |
|
0.500 |
1.2979 |
|
0.382 |
1.2962 |
|
LOW |
1.2907 |
|
0.618 |
1.2819 |
|
1.000 |
1.2764 |
|
1.618 |
1.2676 |
|
2.618 |
1.2533 |
|
4.250 |
1.2299 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2979 |
1.2955 |
| PP |
1.2967 |
1.2951 |
| S1 |
1.2956 |
1.2948 |
|