CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3091 |
1.3053 |
-0.0038 |
-0.3% |
1.3074 |
| High |
1.3091 |
1.3053 |
-0.0038 |
-0.3% |
1.3085 |
| Low |
1.3091 |
1.3049 |
-0.0042 |
-0.3% |
1.2932 |
| Close |
1.3091 |
1.3050 |
-0.0041 |
-0.3% |
1.3076 |
| Range |
0.0000 |
0.0004 |
0.0004 |
|
0.0153 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3063 |
1.3060 |
1.3052 |
|
| R3 |
1.3059 |
1.3056 |
1.3051 |
|
| R2 |
1.3055 |
1.3055 |
1.3051 |
|
| R1 |
1.3052 |
1.3052 |
1.3050 |
1.3052 |
| PP |
1.3051 |
1.3051 |
1.3051 |
1.3050 |
| S1 |
1.3048 |
1.3048 |
1.3050 |
1.3048 |
| S2 |
1.3047 |
1.3047 |
1.3049 |
|
| S3 |
1.3043 |
1.3044 |
1.3049 |
|
| S4 |
1.3039 |
1.3040 |
1.3048 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3490 |
1.3436 |
1.3160 |
|
| R3 |
1.3337 |
1.3283 |
1.3118 |
|
| R2 |
1.3184 |
1.3184 |
1.3104 |
|
| R1 |
1.3130 |
1.3130 |
1.3090 |
1.3157 |
| PP |
1.3031 |
1.3031 |
1.3031 |
1.3045 |
| S1 |
1.2977 |
1.2977 |
1.3062 |
1.3004 |
| S2 |
1.2878 |
1.2878 |
1.3048 |
|
| S3 |
1.2725 |
1.2824 |
1.3034 |
|
| S4 |
1.2572 |
1.2671 |
1.2992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3091 |
1.3042 |
0.0049 |
0.4% |
0.0001 |
0.0% |
16% |
False |
False |
1 |
| 10 |
1.3117 |
1.2932 |
0.0185 |
1.4% |
0.0000 |
0.0% |
64% |
False |
False |
1 |
| 20 |
1.3129 |
1.2783 |
0.0346 |
2.7% |
0.0008 |
0.1% |
77% |
False |
False |
1 |
| 40 |
1.3129 |
1.2391 |
0.0738 |
5.7% |
0.0007 |
0.1% |
89% |
False |
False |
1 |
| 60 |
1.3129 |
1.2338 |
0.0791 |
6.1% |
0.0005 |
0.0% |
90% |
False |
False |
10 |
| 80 |
1.3129 |
1.2201 |
0.0928 |
7.1% |
0.0004 |
0.0% |
91% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3070 |
|
2.618 |
1.3063 |
|
1.618 |
1.3059 |
|
1.000 |
1.3057 |
|
0.618 |
1.3055 |
|
HIGH |
1.3053 |
|
0.618 |
1.3051 |
|
0.500 |
1.3051 |
|
0.382 |
1.3051 |
|
LOW |
1.3049 |
|
0.618 |
1.3047 |
|
1.000 |
1.3045 |
|
1.618 |
1.3043 |
|
2.618 |
1.3039 |
|
4.250 |
1.3032 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3051 |
1.3070 |
| PP |
1.3051 |
1.3063 |
| S1 |
1.3050 |
1.3057 |
|