CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2915 |
1.2983 |
0.0068 |
0.5% |
1.3025 |
| High |
1.3050 |
1.3040 |
-0.0010 |
-0.1% |
1.3053 |
| Low |
1.2907 |
1.2944 |
0.0037 |
0.3% |
1.2860 |
| Close |
1.2944 |
1.3030 |
0.0086 |
0.7% |
1.2927 |
| Range |
0.0143 |
0.0096 |
-0.0047 |
-32.9% |
0.0193 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
24,064 |
40,315 |
16,251 |
67.5% |
40,413 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3293 |
1.3257 |
1.3083 |
|
| R3 |
1.3197 |
1.3161 |
1.3056 |
|
| R2 |
1.3101 |
1.3101 |
1.3048 |
|
| R1 |
1.3065 |
1.3065 |
1.3039 |
1.3083 |
| PP |
1.3005 |
1.3005 |
1.3005 |
1.3014 |
| S1 |
1.2969 |
1.2969 |
1.3021 |
1.2987 |
| S2 |
1.2909 |
1.2909 |
1.3012 |
|
| S3 |
1.2813 |
1.2873 |
1.3004 |
|
| S4 |
1.2717 |
1.2777 |
1.2977 |
|
|
| 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 |
1.3050 |
1.2860 |
0.0190 |
1.5% |
0.0111 |
0.9% |
89% |
False |
False |
20,749 |
| 10 |
1.3105 |
1.2860 |
0.0245 |
1.9% |
0.0102 |
0.8% |
69% |
False |
False |
10,740 |
| 20 |
1.3180 |
1.2860 |
0.0320 |
2.5% |
0.0098 |
0.8% |
53% |
False |
False |
5,533 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0118 |
0.9% |
78% |
False |
False |
2,924 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0101 |
0.8% |
84% |
False |
False |
1,973 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0083 |
0.6% |
85% |
False |
False |
1,485 |
| 100 |
1.3180 |
1.2131 |
0.1049 |
8.1% |
0.0074 |
0.6% |
86% |
False |
False |
1,192 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0064 |
0.5% |
90% |
False |
False |
996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3448 |
|
2.618 |
1.3291 |
|
1.618 |
1.3195 |
|
1.000 |
1.3136 |
|
0.618 |
1.3099 |
|
HIGH |
1.3040 |
|
0.618 |
1.3003 |
|
0.500 |
1.2992 |
|
0.382 |
1.2981 |
|
LOW |
1.2944 |
|
0.618 |
1.2885 |
|
1.000 |
1.2848 |
|
1.618 |
1.2789 |
|
2.618 |
1.2693 |
|
4.250 |
1.2536 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3017 |
1.3005 |
| PP |
1.3005 |
1.2980 |
| S1 |
1.2992 |
1.2955 |
|