CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3057 |
1.3055 |
-0.0002 |
0.0% |
1.2915 |
| High |
1.3081 |
1.3063 |
-0.0018 |
-0.1% |
1.3081 |
| Low |
1.2949 |
1.3007 |
0.0058 |
0.4% |
1.2907 |
| Close |
1.3063 |
1.3026 |
-0.0037 |
-0.3% |
1.3026 |
| Range |
0.0132 |
0.0056 |
-0.0076 |
-57.6% |
0.0174 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
84,088 |
78,401 |
-5,687 |
-6.8% |
286,397 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3200 |
1.3169 |
1.3057 |
|
| R3 |
1.3144 |
1.3113 |
1.3041 |
|
| R2 |
1.3088 |
1.3088 |
1.3036 |
|
| R1 |
1.3057 |
1.3057 |
1.3031 |
1.3045 |
| PP |
1.3032 |
1.3032 |
1.3032 |
1.3026 |
| S1 |
1.3001 |
1.3001 |
1.3021 |
1.2989 |
| S2 |
1.2976 |
1.2976 |
1.3016 |
|
| S3 |
1.2920 |
1.2945 |
1.3011 |
|
| S4 |
1.2864 |
1.2889 |
1.2995 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3527 |
1.3450 |
1.3122 |
|
| R3 |
1.3353 |
1.3276 |
1.3074 |
|
| R2 |
1.3179 |
1.3179 |
1.3058 |
|
| R1 |
1.3102 |
1.3102 |
1.3042 |
1.3141 |
| PP |
1.3005 |
1.3005 |
1.3005 |
1.3024 |
| S1 |
1.2928 |
1.2928 |
1.3010 |
1.2967 |
| S2 |
1.2831 |
1.2831 |
1.2994 |
|
| S3 |
1.2657 |
1.2754 |
1.2978 |
|
| S4 |
1.2483 |
1.2580 |
1.2930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3081 |
1.2907 |
0.0174 |
1.3% |
0.0101 |
0.8% |
68% |
False |
False |
57,279 |
| 10 |
1.3081 |
1.2860 |
0.0221 |
1.7% |
0.0106 |
0.8% |
75% |
False |
False |
32,765 |
| 20 |
1.3180 |
1.2860 |
0.0320 |
2.5% |
0.0105 |
0.8% |
52% |
False |
False |
16,598 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0119 |
0.9% |
78% |
False |
False |
8,472 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0105 |
0.8% |
83% |
False |
False |
5,673 |
| 80 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0086 |
0.7% |
84% |
False |
False |
4,260 |
| 100 |
1.3180 |
1.2131 |
0.1049 |
8.1% |
0.0076 |
0.6% |
85% |
False |
False |
3,412 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0067 |
0.5% |
89% |
False |
False |
2,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3301 |
|
2.618 |
1.3210 |
|
1.618 |
1.3154 |
|
1.000 |
1.3119 |
|
0.618 |
1.3098 |
|
HIGH |
1.3063 |
|
0.618 |
1.3042 |
|
0.500 |
1.3035 |
|
0.382 |
1.3028 |
|
LOW |
1.3007 |
|
0.618 |
1.2972 |
|
1.000 |
1.2951 |
|
1.618 |
1.2916 |
|
2.618 |
1.2860 |
|
4.250 |
1.2769 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3035 |
1.3022 |
| PP |
1.3032 |
1.3019 |
| S1 |
1.3029 |
1.3015 |
|