CME Japanese Yen Future March 2012
Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.2940 |
1.2915 |
-0.0025 |
-0.2% |
1.2885 |
High |
1.2940 |
1.2915 |
-0.0025 |
-0.2% |
1.2981 |
Low |
1.2940 |
1.2915 |
-0.0025 |
-0.2% |
1.2885 |
Close |
1.2940 |
1.2948 |
0.0008 |
0.1% |
1.2948 |
Range |
|
|
|
|
|
ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
24 |
10 |
-14 |
-58.3% |
43 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2926 |
1.2937 |
1.2948 |
|
R3 |
1.2926 |
1.2937 |
1.2948 |
|
R2 |
1.2926 |
1.2926 |
1.2948 |
|
R1 |
1.2937 |
1.2937 |
1.2948 |
1.2932 |
PP |
1.2926 |
1.2926 |
1.2926 |
1.2923 |
S1 |
1.2937 |
1.2937 |
1.2948 |
1.2932 |
S2 |
1.2926 |
1.2926 |
1.2948 |
|
S3 |
1.2926 |
1.2937 |
1.2948 |
|
S4 |
1.2926 |
1.2937 |
1.2948 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3226 |
1.3183 |
1.3001 |
|
R3 |
1.3130 |
1.3087 |
1.2974 |
|
R2 |
1.3034 |
1.3034 |
1.2966 |
|
R1 |
1.2991 |
1.2991 |
1.2957 |
1.3013 |
PP |
1.2938 |
1.2938 |
1.2938 |
1.2949 |
S1 |
1.2895 |
1.2895 |
1.2939 |
1.2917 |
S2 |
1.2842 |
1.2842 |
1.2930 |
|
S3 |
1.2746 |
1.2799 |
1.2922 |
|
S4 |
1.2650 |
1.2703 |
1.2895 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3063 |
1.2885 |
0.0178 |
1.4% |
0.0010 |
0.1% |
35% |
False |
False |
10 |
10 |
1.3091 |
1.2885 |
0.0206 |
1.6% |
0.0005 |
0.0% |
31% |
False |
False |
5 |
20 |
1.3117 |
1.2885 |
0.0232 |
1.8% |
0.0003 |
0.0% |
27% |
False |
False |
3 |
40 |
1.3129 |
1.2665 |
0.0464 |
3.6% |
0.0008 |
0.1% |
61% |
False |
False |
2 |
60 |
1.3129 |
1.2338 |
0.0791 |
6.1% |
0.0006 |
0.0% |
77% |
False |
False |
8 |
80 |
1.3129 |
1.2201 |
0.0928 |
7.2% |
0.0004 |
0.0% |
80% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2915 |
2.618 |
1.2915 |
1.618 |
1.2915 |
1.000 |
1.2915 |
0.618 |
1.2915 |
HIGH |
1.2915 |
0.618 |
1.2915 |
0.500 |
1.2915 |
0.382 |
1.2915 |
LOW |
1.2915 |
0.618 |
1.2915 |
1.000 |
1.2915 |
1.618 |
1.2915 |
2.618 |
1.2915 |
4.250 |
1.2915 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2937 |
1.2948 |
PP |
1.2926 |
1.2948 |
S1 |
1.2915 |
1.2948 |
|