CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2885 |
1.2970 |
0.0085 |
0.7% |
1.3042 |
| High |
1.2885 |
1.2981 |
0.0096 |
0.7% |
1.3091 |
| Low |
1.2885 |
1.2932 |
0.0047 |
0.4% |
1.3042 |
| Close |
1.2922 |
1.2965 |
0.0043 |
0.3% |
1.3063 |
| Range |
0.0000 |
0.0049 |
0.0049 |
|
0.0049 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.2% |
0.0000 |
| Volume |
8 |
1 |
-7 |
-87.5% |
12 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3106 |
1.3085 |
1.2992 |
|
| R3 |
1.3057 |
1.3036 |
1.2978 |
|
| R2 |
1.3008 |
1.3008 |
1.2974 |
|
| R1 |
1.2987 |
1.2987 |
1.2969 |
1.2973 |
| PP |
1.2959 |
1.2959 |
1.2959 |
1.2953 |
| S1 |
1.2938 |
1.2938 |
1.2961 |
1.2924 |
| S2 |
1.2910 |
1.2910 |
1.2956 |
|
| S3 |
1.2861 |
1.2889 |
1.2952 |
|
| S4 |
1.2812 |
1.2840 |
1.2938 |
|
|
| 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 |
1.2885 |
0.0206 |
1.6% |
0.0011 |
0.1% |
39% |
False |
False |
3 |
| 10 |
1.3091 |
1.2885 |
0.0206 |
1.6% |
0.0005 |
0.0% |
39% |
False |
False |
2 |
| 20 |
1.3129 |
1.2885 |
0.0244 |
1.9% |
0.0008 |
0.1% |
33% |
False |
False |
2 |
| 40 |
1.3129 |
1.2642 |
0.0487 |
3.8% |
0.0009 |
0.1% |
66% |
False |
False |
2 |
| 60 |
1.3129 |
1.2338 |
0.0791 |
6.1% |
0.0006 |
0.0% |
79% |
False |
False |
9 |
| 80 |
1.3129 |
1.2201 |
0.0928 |
7.2% |
0.0004 |
0.0% |
82% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3189 |
|
2.618 |
1.3109 |
|
1.618 |
1.3060 |
|
1.000 |
1.3030 |
|
0.618 |
1.3011 |
|
HIGH |
1.2981 |
|
0.618 |
1.2962 |
|
0.500 |
1.2957 |
|
0.382 |
1.2951 |
|
LOW |
1.2932 |
|
0.618 |
1.2902 |
|
1.000 |
1.2883 |
|
1.618 |
1.2853 |
|
2.618 |
1.2804 |
|
4.250 |
1.2724 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2962 |
1.2974 |
| PP |
1.2959 |
1.2971 |
| S1 |
1.2957 |
1.2968 |
|