CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2893 |
1.2949 |
0.0056 |
0.4% |
1.3036 |
| High |
1.2978 |
1.2964 |
-0.0014 |
-0.1% |
1.3088 |
| Low |
1.2867 |
1.2887 |
0.0020 |
0.2% |
1.2944 |
| Close |
1.2933 |
1.2909 |
-0.0024 |
-0.2% |
1.3032 |
| Range |
0.0111 |
0.0077 |
-0.0034 |
-30.6% |
0.0144 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
93,458 |
92,354 |
-1,104 |
-1.2% |
383,624 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3151 |
1.3107 |
1.2951 |
|
| R3 |
1.3074 |
1.3030 |
1.2930 |
|
| R2 |
1.2997 |
1.2997 |
1.2923 |
|
| R1 |
1.2953 |
1.2953 |
1.2916 |
1.2937 |
| PP |
1.2920 |
1.2920 |
1.2920 |
1.2912 |
| S1 |
1.2876 |
1.2876 |
1.2902 |
1.2860 |
| S2 |
1.2843 |
1.2843 |
1.2895 |
|
| S3 |
1.2766 |
1.2799 |
1.2888 |
|
| S4 |
1.2689 |
1.2722 |
1.2867 |
|
|
| 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 |
1.3068 |
1.2864 |
0.0204 |
1.6% |
0.0108 |
0.8% |
22% |
False |
False |
72,886 |
| 10 |
1.3088 |
1.2864 |
0.0224 |
1.7% |
0.0106 |
0.8% |
20% |
False |
False |
79,667 |
| 20 |
1.3173 |
1.2864 |
0.0309 |
2.4% |
0.0102 |
0.8% |
15% |
False |
False |
81,782 |
| 40 |
1.3173 |
1.2467 |
0.0706 |
5.5% |
0.0127 |
1.0% |
63% |
False |
False |
102,329 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.2% |
0.0118 |
0.9% |
72% |
False |
False |
102,847 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.8% |
0.0113 |
0.9% |
74% |
False |
False |
82,634 |
| 100 |
1.3173 |
1.2031 |
0.1142 |
8.8% |
0.0111 |
0.9% |
77% |
False |
False |
66,170 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.4% |
0.0106 |
0.8% |
82% |
False |
False |
55,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3291 |
|
2.618 |
1.3166 |
|
1.618 |
1.3089 |
|
1.000 |
1.3041 |
|
0.618 |
1.3012 |
|
HIGH |
1.2964 |
|
0.618 |
1.2935 |
|
0.500 |
1.2926 |
|
0.382 |
1.2916 |
|
LOW |
1.2887 |
|
0.618 |
1.2839 |
|
1.000 |
1.2810 |
|
1.618 |
1.2762 |
|
2.618 |
1.2685 |
|
4.250 |
1.2560 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2926 |
1.2953 |
| PP |
1.2920 |
1.2938 |
| S1 |
1.2915 |
1.2924 |
|