CME Japanese Yen Future March 2012
Trading Metrics calculated at close of trading on 22-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.3140 |
1.3048 |
-0.0092 |
-0.7% |
1.2965 |
High |
1.3141 |
1.3158 |
0.0017 |
0.1% |
1.3086 |
Low |
1.3072 |
1.3040 |
-0.0032 |
-0.2% |
1.2965 |
Close |
1.3086 |
1.3123 |
0.0037 |
0.3% |
1.3043 |
Range |
0.0069 |
0.0118 |
0.0049 |
71.0% |
0.0121 |
ATR |
0.0049 |
0.0054 |
0.0005 |
9.9% |
0.0000 |
Volume |
127 |
145 |
18 |
14.2% |
99 |
|
Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3461 |
1.3410 |
1.3188 |
|
R3 |
1.3343 |
1.3292 |
1.3155 |
|
R2 |
1.3225 |
1.3225 |
1.3145 |
|
R1 |
1.3174 |
1.3174 |
1.3134 |
1.3200 |
PP |
1.3107 |
1.3107 |
1.3107 |
1.3120 |
S1 |
1.3056 |
1.3056 |
1.3112 |
1.3082 |
S2 |
1.2989 |
1.2989 |
1.3101 |
|
S3 |
1.2871 |
1.2938 |
1.3091 |
|
S4 |
1.2753 |
1.2820 |
1.3058 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3394 |
1.3340 |
1.3110 |
|
R3 |
1.3273 |
1.3219 |
1.3076 |
|
R2 |
1.3152 |
1.3152 |
1.3065 |
|
R1 |
1.3098 |
1.3098 |
1.3054 |
1.3125 |
PP |
1.3031 |
1.3031 |
1.3031 |
1.3045 |
S1 |
1.2977 |
1.2977 |
1.3032 |
1.3004 |
S2 |
1.2910 |
1.2910 |
1.3021 |
|
S3 |
1.2789 |
1.2856 |
1.3010 |
|
S4 |
1.2668 |
1.2735 |
1.2976 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3158 |
1.3040 |
0.0118 |
0.9% |
0.0046 |
0.3% |
70% |
True |
True |
55 |
10 |
1.3158 |
1.2915 |
0.0243 |
1.9% |
0.0023 |
0.2% |
86% |
True |
False |
38 |
20 |
1.3158 |
1.2885 |
0.0273 |
2.1% |
0.0014 |
0.1% |
87% |
True |
False |
21 |
40 |
1.3158 |
1.2684 |
0.0474 |
3.6% |
0.0013 |
0.1% |
93% |
True |
False |
11 |
60 |
1.3158 |
1.2338 |
0.0820 |
6.2% |
0.0010 |
0.1% |
96% |
True |
False |
9 |
80 |
1.3158 |
1.2338 |
0.0820 |
6.2% |
0.0007 |
0.1% |
96% |
True |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3660 |
2.618 |
1.3467 |
1.618 |
1.3349 |
1.000 |
1.3276 |
0.618 |
1.3231 |
HIGH |
1.3158 |
0.618 |
1.3113 |
0.500 |
1.3099 |
0.382 |
1.3085 |
LOW |
1.3040 |
0.618 |
1.2967 |
1.000 |
1.2922 |
1.618 |
1.2849 |
2.618 |
1.2731 |
4.250 |
1.2539 |
|
|
Fisher Pivots for day following 22-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3115 |
1.3115 |
PP |
1.3107 |
1.3107 |
S1 |
1.3099 |
1.3099 |
|