CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3070 |
1.3098 |
0.0028 |
0.2% |
1.2915 |
| High |
1.3113 |
1.3154 |
0.0041 |
0.3% |
1.3081 |
| Low |
1.3044 |
1.3045 |
0.0001 |
0.0% |
1.2907 |
| Close |
1.3111 |
1.3069 |
-0.0042 |
-0.3% |
1.3026 |
| Range |
0.0069 |
0.0109 |
0.0040 |
58.0% |
0.0174 |
| ATR |
0.0104 |
0.0105 |
0.0000 |
0.3% |
0.0000 |
| Volume |
73,680 |
93,689 |
20,009 |
27.2% |
286,397 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3416 |
1.3352 |
1.3129 |
|
| R3 |
1.3307 |
1.3243 |
1.3099 |
|
| R2 |
1.3198 |
1.3198 |
1.3089 |
|
| R1 |
1.3134 |
1.3134 |
1.3079 |
1.3112 |
| PP |
1.3089 |
1.3089 |
1.3089 |
1.3078 |
| S1 |
1.3025 |
1.3025 |
1.3059 |
1.3003 |
| S2 |
1.2980 |
1.2980 |
1.3049 |
|
| S3 |
1.2871 |
1.2916 |
1.3039 |
|
| S4 |
1.2762 |
1.2807 |
1.3009 |
|
|
| 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 |
1.3154 |
1.2949 |
0.0205 |
1.6% |
0.0097 |
0.7% |
59% |
True |
False |
79,791 |
| 10 |
1.3154 |
1.2860 |
0.0294 |
2.2% |
0.0101 |
0.8% |
71% |
True |
False |
55,269 |
| 20 |
1.3154 |
1.2860 |
0.0294 |
2.2% |
0.0103 |
0.8% |
71% |
True |
False |
28,379 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0119 |
0.9% |
84% |
False |
False |
14,375 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0107 |
0.8% |
88% |
False |
False |
9,613 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0089 |
0.7% |
88% |
False |
False |
7,216 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0076 |
0.6% |
89% |
False |
False |
5,775 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0069 |
0.5% |
92% |
False |
False |
4,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3617 |
|
2.618 |
1.3439 |
|
1.618 |
1.3330 |
|
1.000 |
1.3263 |
|
0.618 |
1.3221 |
|
HIGH |
1.3154 |
|
0.618 |
1.3112 |
|
0.500 |
1.3100 |
|
0.382 |
1.3087 |
|
LOW |
1.3045 |
|
0.618 |
1.2978 |
|
1.000 |
1.2936 |
|
1.618 |
1.2869 |
|
2.618 |
1.2760 |
|
4.250 |
1.2582 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3100 |
1.3079 |
| PP |
1.3089 |
1.3075 |
| S1 |
1.3079 |
1.3072 |
|