CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3044 |
1.3002 |
-0.0042 |
-0.3% |
1.3036 |
| High |
1.3045 |
1.3068 |
0.0023 |
0.2% |
1.3088 |
| Low |
1.2944 |
1.2993 |
0.0049 |
0.4% |
1.2944 |
| Close |
1.3019 |
1.3032 |
0.0013 |
0.1% |
1.3032 |
| Range |
0.0101 |
0.0075 |
-0.0026 |
-25.7% |
0.0144 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
103,382 |
75,237 |
-28,145 |
-27.2% |
383,624 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3256 |
1.3219 |
1.3073 |
|
| R3 |
1.3181 |
1.3144 |
1.3053 |
|
| R2 |
1.3106 |
1.3106 |
1.3046 |
|
| R1 |
1.3069 |
1.3069 |
1.3039 |
1.3088 |
| PP |
1.3031 |
1.3031 |
1.3031 |
1.3040 |
| S1 |
1.2994 |
1.2994 |
1.3025 |
1.3013 |
| S2 |
1.2956 |
1.2956 |
1.3018 |
|
| S3 |
1.2881 |
1.2919 |
1.3011 |
|
| S4 |
1.2806 |
1.2844 |
1.2991 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3453 |
1.3387 |
1.3111 |
|
| R3 |
1.3309 |
1.3243 |
1.3072 |
|
| R2 |
1.3165 |
1.3165 |
1.3058 |
|
| R1 |
1.3099 |
1.3099 |
1.3045 |
1.3060 |
| PP |
1.3021 |
1.3021 |
1.3021 |
1.3002 |
| S1 |
1.2955 |
1.2955 |
1.3019 |
1.2916 |
| S2 |
1.2877 |
1.2877 |
1.3006 |
|
| S3 |
1.2733 |
1.2811 |
1.2992 |
|
| S4 |
1.2589 |
1.2667 |
1.2953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3088 |
1.2944 |
0.0144 |
1.1% |
0.0077 |
0.6% |
61% |
False |
False |
76,724 |
| 10 |
1.3088 |
1.2871 |
0.0217 |
1.7% |
0.0100 |
0.8% |
74% |
False |
False |
86,488 |
| 20 |
1.3173 |
1.2749 |
0.0424 |
3.3% |
0.0110 |
0.8% |
67% |
False |
False |
93,758 |
| 40 |
1.3173 |
1.2377 |
0.0796 |
6.1% |
0.0129 |
1.0% |
82% |
False |
False |
106,840 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0116 |
0.9% |
85% |
False |
False |
104,399 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.7% |
0.0112 |
0.9% |
86% |
False |
False |
80,331 |
| 100 |
1.3173 |
1.1897 |
0.1276 |
9.8% |
0.0110 |
0.8% |
89% |
False |
False |
64,319 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.2% |
0.0112 |
0.9% |
90% |
False |
False |
53,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3387 |
|
2.618 |
1.3264 |
|
1.618 |
1.3189 |
|
1.000 |
1.3143 |
|
0.618 |
1.3114 |
|
HIGH |
1.3068 |
|
0.618 |
1.3039 |
|
0.500 |
1.3031 |
|
0.382 |
1.3022 |
|
LOW |
1.2993 |
|
0.618 |
1.2947 |
|
1.000 |
1.2918 |
|
1.618 |
1.2872 |
|
2.618 |
1.2797 |
|
4.250 |
1.2674 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3032 |
1.3027 |
| PP |
1.3031 |
1.3021 |
| S1 |
1.3031 |
1.3016 |
|