CME Japanese Yen Future March 2012
Trading Metrics calculated at close of trading on 02-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.3053 |
1.3063 |
0.0010 |
0.1% |
1.3042 |
High |
1.3053 |
1.3063 |
0.0010 |
0.1% |
1.3091 |
Low |
1.3049 |
1.3063 |
0.0014 |
0.1% |
1.3042 |
Close |
1.3050 |
1.3063 |
0.0013 |
0.1% |
1.3063 |
Range |
0.0004 |
0.0000 |
-0.0004 |
-100.0% |
0.0049 |
ATR |
0.0051 |
0.0048 |
-0.0003 |
-5.3% |
0.0000 |
Volume |
1 |
8 |
7 |
700.0% |
12 |
|
Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3063 |
1.3063 |
1.3063 |
|
R3 |
1.3063 |
1.3063 |
1.3063 |
|
R2 |
1.3063 |
1.3063 |
1.3063 |
|
R1 |
1.3063 |
1.3063 |
1.3063 |
1.3063 |
PP |
1.3063 |
1.3063 |
1.3063 |
1.3063 |
S1 |
1.3063 |
1.3063 |
1.3063 |
1.3063 |
S2 |
1.3063 |
1.3063 |
1.3063 |
|
S3 |
1.3063 |
1.3063 |
1.3063 |
|
S4 |
1.3063 |
1.3063 |
1.3063 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3212 |
1.3187 |
1.3090 |
|
R3 |
1.3163 |
1.3138 |
1.3076 |
|
R2 |
1.3114 |
1.3114 |
1.3072 |
|
R1 |
1.3089 |
1.3089 |
1.3067 |
1.3102 |
PP |
1.3065 |
1.3065 |
1.3065 |
1.3072 |
S1 |
1.3040 |
1.3040 |
1.3059 |
1.3053 |
S2 |
1.3016 |
1.3016 |
1.3054 |
|
S3 |
1.2967 |
1.2991 |
1.3050 |
|
S4 |
1.2918 |
1.2942 |
1.3036 |
|
|
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% |
43% |
False |
False |
2 |
10 |
1.3091 |
1.2932 |
0.0159 |
1.2% |
0.0000 |
0.0% |
82% |
False |
False |
1 |
20 |
1.3129 |
1.2902 |
0.0227 |
1.7% |
0.0008 |
0.1% |
71% |
False |
False |
2 |
40 |
1.3129 |
1.2514 |
0.0615 |
4.7% |
0.0007 |
0.1% |
89% |
False |
False |
2 |
60 |
1.3129 |
1.2338 |
0.0791 |
6.1% |
0.0005 |
0.0% |
92% |
False |
False |
10 |
80 |
1.3129 |
1.2201 |
0.0928 |
7.1% |
0.0004 |
0.0% |
93% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3063 |
2.618 |
1.3063 |
1.618 |
1.3063 |
1.000 |
1.3063 |
0.618 |
1.3063 |
HIGH |
1.3063 |
0.618 |
1.3063 |
0.500 |
1.3063 |
0.382 |
1.3063 |
LOW |
1.3063 |
0.618 |
1.3063 |
1.000 |
1.3063 |
1.618 |
1.3063 |
2.618 |
1.3063 |
4.250 |
1.3063 |
|
|
Fisher Pivots for day following 02-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3063 |
1.3070 |
PP |
1.3063 |
1.3068 |
S1 |
1.3063 |
1.3065 |
|