CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3076 |
1.3031 |
-0.0045 |
-0.3% |
1.3071 |
| High |
1.3102 |
1.3088 |
-0.0014 |
-0.1% |
1.3143 |
| Low |
1.2995 |
1.2965 |
-0.0030 |
-0.2% |
1.2965 |
| Close |
1.3049 |
1.2987 |
-0.0062 |
-0.5% |
1.2987 |
| Range |
0.0107 |
0.0123 |
0.0016 |
15.0% |
0.0178 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
0.9% |
0.0000 |
| Volume |
86,549 |
92,985 |
6,436 |
7.4% |
450,434 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3382 |
1.3308 |
1.3055 |
|
| R3 |
1.3259 |
1.3185 |
1.3021 |
|
| R2 |
1.3136 |
1.3136 |
1.3010 |
|
| R1 |
1.3062 |
1.3062 |
1.2998 |
1.3038 |
| PP |
1.3013 |
1.3013 |
1.3013 |
1.3001 |
| S1 |
1.2939 |
1.2939 |
1.2976 |
1.2915 |
| S2 |
1.2890 |
1.2890 |
1.2964 |
|
| S3 |
1.2767 |
1.2816 |
1.2953 |
|
| S4 |
1.2644 |
1.2693 |
1.2919 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3566 |
1.3454 |
1.3085 |
|
| R3 |
1.3388 |
1.3276 |
1.3036 |
|
| R2 |
1.3210 |
1.3210 |
1.3020 |
|
| R1 |
1.3098 |
1.3098 |
1.3003 |
1.3065 |
| PP |
1.3032 |
1.3032 |
1.3032 |
1.3015 |
| S1 |
1.2920 |
1.2920 |
1.2971 |
1.2887 |
| S2 |
1.2854 |
1.2854 |
1.2954 |
|
| S3 |
1.2676 |
1.2742 |
1.2938 |
|
| S4 |
1.2498 |
1.2564 |
1.2889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3143 |
1.2965 |
0.0178 |
1.4% |
0.0108 |
0.8% |
12% |
False |
True |
90,086 |
| 10 |
1.3156 |
1.2965 |
0.0191 |
1.5% |
0.0113 |
0.9% |
12% |
False |
True |
87,033 |
| 20 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0110 |
0.8% |
43% |
False |
False |
59,899 |
| 40 |
1.3180 |
1.2616 |
0.0564 |
4.3% |
0.0107 |
0.8% |
66% |
False |
False |
30,168 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.2% |
0.0114 |
0.9% |
79% |
False |
False |
20,172 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.2% |
0.0098 |
0.8% |
79% |
False |
False |
15,138 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0081 |
0.6% |
81% |
False |
False |
12,113 |
| 120 |
1.3180 |
1.1920 |
0.1260 |
9.7% |
0.0075 |
0.6% |
85% |
False |
False |
10,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3611 |
|
2.618 |
1.3410 |
|
1.618 |
1.3287 |
|
1.000 |
1.3211 |
|
0.618 |
1.3164 |
|
HIGH |
1.3088 |
|
0.618 |
1.3041 |
|
0.500 |
1.3027 |
|
0.382 |
1.3012 |
|
LOW |
1.2965 |
|
0.618 |
1.2889 |
|
1.000 |
1.2842 |
|
1.618 |
1.2766 |
|
2.618 |
1.2643 |
|
4.250 |
1.2442 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3027 |
1.3040 |
| PP |
1.3013 |
1.3022 |
| S1 |
1.3000 |
1.3005 |
|