CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3025 |
1.3057 |
0.0032 |
0.2% |
1.3025 |
| High |
1.3074 |
1.3081 |
0.0007 |
0.1% |
1.3053 |
| Low |
1.2995 |
1.2949 |
-0.0046 |
-0.4% |
1.2860 |
| Close |
1.3064 |
1.3063 |
-0.0001 |
0.0% |
1.2927 |
| Range |
0.0079 |
0.0132 |
0.0053 |
67.1% |
0.0193 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
1.5% |
0.0000 |
| Volume |
59,529 |
84,088 |
24,559 |
41.3% |
40,413 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3427 |
1.3377 |
1.3136 |
|
| R3 |
1.3295 |
1.3245 |
1.3099 |
|
| R2 |
1.3163 |
1.3163 |
1.3087 |
|
| R1 |
1.3113 |
1.3113 |
1.3075 |
1.3138 |
| PP |
1.3031 |
1.3031 |
1.3031 |
1.3044 |
| S1 |
1.2981 |
1.2981 |
1.3051 |
1.3006 |
| S2 |
1.2899 |
1.2899 |
1.3039 |
|
| S3 |
1.2767 |
1.2849 |
1.3027 |
|
| S4 |
1.2635 |
1.2717 |
1.2990 |
|
|
| 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 |
1.3081 |
1.2860 |
0.0221 |
1.7% |
0.0117 |
0.9% |
92% |
True |
False |
45,731 |
| 10 |
1.3081 |
1.2860 |
0.0221 |
1.7% |
0.0111 |
0.9% |
92% |
True |
False |
25,010 |
| 20 |
1.3180 |
1.2860 |
0.0320 |
2.4% |
0.0104 |
0.8% |
63% |
False |
False |
12,694 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0120 |
0.9% |
83% |
False |
False |
6,513 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0105 |
0.8% |
87% |
False |
False |
4,366 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0085 |
0.7% |
88% |
False |
False |
3,280 |
| 100 |
1.3180 |
1.2131 |
0.1049 |
8.0% |
0.0075 |
0.6% |
89% |
False |
False |
2,628 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0066 |
0.5% |
92% |
False |
False |
2,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3642 |
|
2.618 |
1.3427 |
|
1.618 |
1.3295 |
|
1.000 |
1.3213 |
|
0.618 |
1.3163 |
|
HIGH |
1.3081 |
|
0.618 |
1.3031 |
|
0.500 |
1.3015 |
|
0.382 |
1.2999 |
|
LOW |
1.2949 |
|
0.618 |
1.2867 |
|
1.000 |
1.2817 |
|
1.618 |
1.2735 |
|
2.618 |
1.2603 |
|
4.250 |
1.2388 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3047 |
1.3046 |
| PP |
1.3031 |
1.3029 |
| S1 |
1.3015 |
1.3013 |
|