CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3088 |
1.3140 |
0.0052 |
0.4% |
1.3096 |
| High |
1.3140 |
1.3140 |
0.0000 |
0.0% |
1.3161 |
| Low |
1.3088 |
1.3035 |
-0.0053 |
-0.4% |
1.3040 |
| Close |
1.3109 |
1.3059 |
-0.0050 |
-0.4% |
1.3069 |
| Range |
0.0052 |
0.0105 |
0.0053 |
101.9% |
0.0121 |
| ATR |
0.0057 |
0.0061 |
0.0003 |
6.0% |
0.0000 |
| Volume |
3 |
21 |
18 |
600.0% |
457 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3393 |
1.3331 |
1.3117 |
|
| R3 |
1.3288 |
1.3226 |
1.3088 |
|
| R2 |
1.3183 |
1.3183 |
1.3078 |
|
| R1 |
1.3121 |
1.3121 |
1.3069 |
1.3100 |
| PP |
1.3078 |
1.3078 |
1.3078 |
1.3067 |
| S1 |
1.3016 |
1.3016 |
1.3049 |
1.2995 |
| S2 |
1.2973 |
1.2973 |
1.3040 |
|
| S3 |
1.2868 |
1.2911 |
1.3030 |
|
| S4 |
1.2763 |
1.2806 |
1.3001 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3453 |
1.3382 |
1.3136 |
|
| R3 |
1.3332 |
1.3261 |
1.3102 |
|
| R2 |
1.3211 |
1.3211 |
1.3091 |
|
| R1 |
1.3140 |
1.3140 |
1.3080 |
1.3115 |
| PP |
1.3090 |
1.3090 |
1.3090 |
1.3078 |
| S1 |
1.3019 |
1.3019 |
1.3058 |
1.2994 |
| S2 |
1.2969 |
1.2969 |
1.3047 |
|
| S3 |
1.2848 |
1.2898 |
1.3036 |
|
| S4 |
1.2727 |
1.2777 |
1.3002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3161 |
1.3035 |
0.0126 |
1.0% |
0.0085 |
0.7% |
19% |
False |
True |
95 |
| 10 |
1.3161 |
1.3035 |
0.0126 |
1.0% |
0.0047 |
0.4% |
19% |
False |
True |
52 |
| 20 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0026 |
0.2% |
63% |
False |
False |
31 |
| 40 |
1.3161 |
1.2684 |
0.0477 |
3.7% |
0.0018 |
0.1% |
79% |
False |
False |
16 |
| 60 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0014 |
0.1% |
88% |
False |
False |
11 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0010 |
0.1% |
88% |
False |
False |
15 |
| 100 |
1.3161 |
1.2201 |
0.0960 |
7.4% |
0.0008 |
0.1% |
89% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3586 |
|
2.618 |
1.3415 |
|
1.618 |
1.3310 |
|
1.000 |
1.3245 |
|
0.618 |
1.3205 |
|
HIGH |
1.3140 |
|
0.618 |
1.3100 |
|
0.500 |
1.3088 |
|
0.382 |
1.3075 |
|
LOW |
1.3035 |
|
0.618 |
1.2970 |
|
1.000 |
1.2930 |
|
1.618 |
1.2865 |
|
2.618 |
1.2760 |
|
4.250 |
1.2589 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3088 |
1.3098 |
| PP |
1.3078 |
1.3085 |
| S1 |
1.3069 |
1.3072 |
|