CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3017 |
1.3070 |
0.0053 |
0.4% |
1.2915 |
| High |
1.3120 |
1.3113 |
-0.0007 |
-0.1% |
1.3081 |
| Low |
1.3003 |
1.3044 |
0.0041 |
0.3% |
1.2907 |
| Close |
1.3089 |
1.3111 |
0.0022 |
0.2% |
1.3026 |
| Range |
0.0117 |
0.0069 |
-0.0048 |
-41.0% |
0.0174 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
69,099 |
73,680 |
4,581 |
6.6% |
286,397 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3296 |
1.3273 |
1.3149 |
|
| R3 |
1.3227 |
1.3204 |
1.3130 |
|
| R2 |
1.3158 |
1.3158 |
1.3124 |
|
| R1 |
1.3135 |
1.3135 |
1.3117 |
1.3147 |
| PP |
1.3089 |
1.3089 |
1.3089 |
1.3095 |
| S1 |
1.3066 |
1.3066 |
1.3105 |
1.3078 |
| S2 |
1.3020 |
1.3020 |
1.3098 |
|
| S3 |
1.2951 |
1.2997 |
1.3092 |
|
| S4 |
1.2882 |
1.2928 |
1.3073 |
|
|
| 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 |
1.3120 |
1.2949 |
0.0171 |
1.3% |
0.0091 |
0.7% |
95% |
False |
False |
72,959 |
| 10 |
1.3120 |
1.2860 |
0.0260 |
2.0% |
0.0101 |
0.8% |
97% |
False |
False |
46,854 |
| 20 |
1.3120 |
1.2860 |
0.0260 |
2.0% |
0.0101 |
0.8% |
97% |
False |
False |
23,713 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0121 |
0.9% |
90% |
False |
False |
12,037 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0107 |
0.8% |
93% |
False |
False |
8,052 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0088 |
0.7% |
93% |
False |
False |
6,045 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0075 |
0.6% |
93% |
False |
False |
4,839 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.0% |
0.0068 |
0.5% |
95% |
False |
False |
4,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3406 |
|
2.618 |
1.3294 |
|
1.618 |
1.3225 |
|
1.000 |
1.3182 |
|
0.618 |
1.3156 |
|
HIGH |
1.3113 |
|
0.618 |
1.3087 |
|
0.500 |
1.3079 |
|
0.382 |
1.3070 |
|
LOW |
1.3044 |
|
0.618 |
1.3001 |
|
1.000 |
1.2975 |
|
1.618 |
1.2932 |
|
2.618 |
1.2863 |
|
4.250 |
1.2751 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3100 |
1.3095 |
| PP |
1.3089 |
1.3078 |
| S1 |
1.3079 |
1.3062 |
|