CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2983 |
1.3025 |
0.0042 |
0.3% |
1.3025 |
| High |
1.3040 |
1.3074 |
0.0034 |
0.3% |
1.3053 |
| Low |
1.2944 |
1.2995 |
0.0051 |
0.4% |
1.2860 |
| Close |
1.3030 |
1.3064 |
0.0034 |
0.3% |
1.2927 |
| Range |
0.0096 |
0.0079 |
-0.0017 |
-17.7% |
0.0193 |
| ATR |
0.0111 |
0.0108 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
40,315 |
59,529 |
19,214 |
47.7% |
40,413 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3281 |
1.3252 |
1.3107 |
|
| R3 |
1.3202 |
1.3173 |
1.3086 |
|
| R2 |
1.3123 |
1.3123 |
1.3078 |
|
| R1 |
1.3094 |
1.3094 |
1.3071 |
1.3109 |
| PP |
1.3044 |
1.3044 |
1.3044 |
1.3052 |
| S1 |
1.3015 |
1.3015 |
1.3057 |
1.3030 |
| S2 |
1.2965 |
1.2965 |
1.3050 |
|
| S3 |
1.2886 |
1.2936 |
1.3042 |
|
| S4 |
1.2807 |
1.2857 |
1.3021 |
|
|
| 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 |
1.3074 |
1.2860 |
0.0214 |
1.6% |
0.0105 |
0.8% |
95% |
True |
False |
30,747 |
| 10 |
1.3105 |
1.2860 |
0.0245 |
1.9% |
0.0105 |
0.8% |
83% |
False |
False |
16,672 |
| 20 |
1.3180 |
1.2860 |
0.0320 |
2.4% |
0.0100 |
0.8% |
64% |
False |
False |
8,498 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0119 |
0.9% |
83% |
False |
False |
4,412 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0103 |
0.8% |
88% |
False |
False |
2,965 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0084 |
0.6% |
88% |
False |
False |
2,229 |
| 100 |
1.3180 |
1.2131 |
0.1049 |
8.0% |
0.0074 |
0.6% |
89% |
False |
False |
1,787 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0065 |
0.5% |
92% |
False |
False |
1,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3410 |
|
2.618 |
1.3281 |
|
1.618 |
1.3202 |
|
1.000 |
1.3153 |
|
0.618 |
1.3123 |
|
HIGH |
1.3074 |
|
0.618 |
1.3044 |
|
0.500 |
1.3035 |
|
0.382 |
1.3025 |
|
LOW |
1.2995 |
|
0.618 |
1.2946 |
|
1.000 |
1.2916 |
|
1.618 |
1.2867 |
|
2.618 |
1.2788 |
|
4.250 |
1.2659 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3054 |
1.3040 |
| PP |
1.3044 |
1.3015 |
| S1 |
1.3035 |
1.2991 |
|