CME Japanese Yen Future December 2011
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 |
1.2946 |
1.2907 |
-0.0039 |
-0.3% |
1.3025 |
High |
1.2978 |
1.2993 |
0.0015 |
0.1% |
1.3053 |
Low |
1.2902 |
1.2860 |
-0.0042 |
-0.3% |
1.2860 |
Close |
1.2923 |
1.2927 |
0.0004 |
0.0% |
1.2927 |
Range |
0.0076 |
0.0133 |
0.0057 |
75.0% |
0.0193 |
ATR |
0.0108 |
0.0109 |
0.0002 |
1.7% |
0.0000 |
Volume |
9,167 |
20,661 |
11,494 |
125.4% |
40,413 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3326 |
1.3259 |
1.3000 |
|
R3 |
1.3193 |
1.3126 |
1.2964 |
|
R2 |
1.3060 |
1.3060 |
1.2951 |
|
R1 |
1.2993 |
1.2993 |
1.2939 |
1.3027 |
PP |
1.2927 |
1.2927 |
1.2927 |
1.2943 |
S1 |
1.2860 |
1.2860 |
1.2915 |
1.2894 |
S2 |
1.2794 |
1.2794 |
1.2903 |
|
S3 |
1.2661 |
1.2727 |
1.2890 |
|
S4 |
1.2528 |
1.2594 |
1.2854 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3526 |
1.3419 |
1.3033 |
|
R3 |
1.3333 |
1.3226 |
1.2980 |
|
R2 |
1.3140 |
1.3140 |
1.2962 |
|
R1 |
1.3033 |
1.3033 |
1.2945 |
1.2990 |
PP |
1.2947 |
1.2947 |
1.2947 |
1.2925 |
S1 |
1.2840 |
1.2840 |
1.2909 |
1.2797 |
S2 |
1.2754 |
1.2754 |
1.2892 |
|
S3 |
1.2561 |
1.2647 |
1.2874 |
|
S4 |
1.2368 |
1.2454 |
1.2821 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3080 |
1.2860 |
0.0220 |
1.7% |
0.0111 |
0.9% |
30% |
False |
True |
8,250 |
10 |
1.3105 |
1.2860 |
0.0245 |
1.9% |
0.0102 |
0.8% |
27% |
False |
True |
4,404 |
20 |
1.3180 |
1.2860 |
0.0320 |
2.5% |
0.0094 |
0.7% |
21% |
False |
True |
2,365 |
40 |
1.3180 |
1.2484 |
0.0696 |
5.4% |
0.0113 |
0.9% |
64% |
False |
False |
1,327 |
60 |
1.3180 |
1.2250 |
0.0930 |
7.2% |
0.0100 |
0.8% |
73% |
False |
False |
903 |
80 |
1.3180 |
1.2187 |
0.0993 |
7.7% |
0.0081 |
0.6% |
75% |
False |
False |
681 |
100 |
1.3180 |
1.2085 |
0.1095 |
8.5% |
0.0072 |
0.6% |
77% |
False |
False |
548 |
120 |
1.3180 |
1.1732 |
0.1448 |
11.2% |
0.0063 |
0.5% |
83% |
False |
False |
459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3558 |
2.618 |
1.3341 |
1.618 |
1.3208 |
1.000 |
1.3126 |
0.618 |
1.3075 |
HIGH |
1.2993 |
0.618 |
1.2942 |
0.500 |
1.2927 |
0.382 |
1.2911 |
LOW |
1.2860 |
0.618 |
1.2778 |
1.000 |
1.2727 |
1.618 |
1.2645 |
2.618 |
1.2512 |
4.250 |
1.2295 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2927 |
1.2927 |
PP |
1.2927 |
1.2927 |
S1 |
1.2927 |
1.2927 |
|