CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3055 |
1.3017 |
-0.0038 |
-0.3% |
1.2915 |
| High |
1.3063 |
1.3120 |
0.0057 |
0.4% |
1.3081 |
| Low |
1.3007 |
1.3003 |
-0.0004 |
0.0% |
1.2907 |
| Close |
1.3026 |
1.3089 |
0.0063 |
0.5% |
1.3026 |
| Range |
0.0056 |
0.0117 |
0.0061 |
108.9% |
0.0174 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
0.7% |
0.0000 |
| Volume |
78,401 |
69,099 |
-9,302 |
-11.9% |
286,397 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3422 |
1.3372 |
1.3153 |
|
| R3 |
1.3305 |
1.3255 |
1.3121 |
|
| R2 |
1.3188 |
1.3188 |
1.3110 |
|
| R1 |
1.3138 |
1.3138 |
1.3100 |
1.3163 |
| PP |
1.3071 |
1.3071 |
1.3071 |
1.3083 |
| S1 |
1.3021 |
1.3021 |
1.3078 |
1.3046 |
| S2 |
1.2954 |
1.2954 |
1.3068 |
|
| S3 |
1.2837 |
1.2904 |
1.3057 |
|
| S4 |
1.2720 |
1.2787 |
1.3025 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3527 |
1.3450 |
1.3122 |
|
| R3 |
1.3353 |
1.3276 |
1.3074 |
|
| R2 |
1.3179 |
1.3179 |
1.3058 |
|
| R1 |
1.3102 |
1.3102 |
1.3042 |
1.3141 |
| PP |
1.3005 |
1.3005 |
1.3005 |
1.3024 |
| S1 |
1.2928 |
1.2928 |
1.3010 |
1.2967 |
| S2 |
1.2831 |
1.2831 |
1.2994 |
|
| S3 |
1.2657 |
1.2754 |
1.2978 |
|
| S4 |
1.2483 |
1.2580 |
1.2930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3120 |
1.2944 |
0.0176 |
1.3% |
0.0096 |
0.7% |
82% |
True |
False |
66,286 |
| 10 |
1.3120 |
1.2860 |
0.0260 |
2.0% |
0.0111 |
0.8% |
88% |
True |
False |
39,590 |
| 20 |
1.3120 |
1.2860 |
0.0260 |
2.0% |
0.0103 |
0.8% |
88% |
True |
False |
20,044 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0121 |
0.9% |
87% |
False |
False |
10,197 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0106 |
0.8% |
90% |
False |
False |
6,824 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0087 |
0.7% |
90% |
False |
False |
5,124 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0075 |
0.6% |
91% |
False |
False |
4,102 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0068 |
0.5% |
94% |
False |
False |
3,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3617 |
|
2.618 |
1.3426 |
|
1.618 |
1.3309 |
|
1.000 |
1.3237 |
|
0.618 |
1.3192 |
|
HIGH |
1.3120 |
|
0.618 |
1.3075 |
|
0.500 |
1.3062 |
|
0.382 |
1.3048 |
|
LOW |
1.3003 |
|
0.618 |
1.2931 |
|
1.000 |
1.2886 |
|
1.618 |
1.2814 |
|
2.618 |
1.2697 |
|
4.250 |
1.2506 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3080 |
1.3071 |
| PP |
1.3071 |
1.3053 |
| S1 |
1.3062 |
1.3035 |
|