CME Japanese Yen Future September 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 |
1.2949 |
1.2902 |
-0.0047 |
-0.4% |
1.3012 |
| High |
1.2964 |
1.2973 |
0.0009 |
0.1% |
1.3041 |
| Low |
1.2887 |
1.2844 |
-0.0043 |
-0.3% |
1.2844 |
| Close |
1.2909 |
1.2910 |
0.0001 |
0.0% |
1.2910 |
| Range |
0.0077 |
0.0129 |
0.0052 |
67.5% |
0.0197 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
0.7% |
0.0000 |
| Volume |
92,354 |
126,778 |
34,424 |
37.3% |
312,590 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3296 |
1.3232 |
1.2981 |
|
| R3 |
1.3167 |
1.3103 |
1.2945 |
|
| R2 |
1.3038 |
1.3038 |
1.2934 |
|
| R1 |
1.2974 |
1.2974 |
1.2922 |
1.3006 |
| PP |
1.2909 |
1.2909 |
1.2909 |
1.2925 |
| S1 |
1.2845 |
1.2845 |
1.2898 |
1.2877 |
| S2 |
1.2780 |
1.2780 |
1.2886 |
|
| S3 |
1.2651 |
1.2716 |
1.2875 |
|
| S4 |
1.2522 |
1.2587 |
1.2839 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3523 |
1.3413 |
1.3018 |
|
| R3 |
1.3326 |
1.3216 |
1.2964 |
|
| R2 |
1.3129 |
1.3129 |
1.2946 |
|
| R1 |
1.3019 |
1.3019 |
1.2928 |
1.2976 |
| PP |
1.2932 |
1.2932 |
1.2932 |
1.2910 |
| S1 |
1.2822 |
1.2822 |
1.2892 |
1.2779 |
| S2 |
1.2735 |
1.2735 |
1.2874 |
|
| S3 |
1.2538 |
1.2625 |
1.2856 |
|
| S4 |
1.2341 |
1.2428 |
1.2802 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3068 |
1.2844 |
0.0224 |
1.7% |
0.0114 |
0.9% |
29% |
False |
True |
77,565 |
| 10 |
1.3088 |
1.2844 |
0.0244 |
1.9% |
0.0105 |
0.8% |
27% |
False |
True |
81,108 |
| 20 |
1.3173 |
1.2844 |
0.0329 |
2.5% |
0.0100 |
0.8% |
20% |
False |
True |
81,385 |
| 40 |
1.3173 |
1.2467 |
0.0706 |
5.5% |
0.0126 |
1.0% |
63% |
False |
False |
102,369 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.2% |
0.0118 |
0.9% |
72% |
False |
False |
102,753 |
| 80 |
1.3173 |
1.2169 |
0.1004 |
7.8% |
0.0113 |
0.9% |
74% |
False |
False |
84,211 |
| 100 |
1.3173 |
1.2050 |
0.1123 |
8.7% |
0.0111 |
0.9% |
77% |
False |
False |
67,435 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.4% |
0.0107 |
0.8% |
82% |
False |
False |
56,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3521 |
|
2.618 |
1.3311 |
|
1.618 |
1.3182 |
|
1.000 |
1.3102 |
|
0.618 |
1.3053 |
|
HIGH |
1.2973 |
|
0.618 |
1.2924 |
|
0.500 |
1.2909 |
|
0.382 |
1.2893 |
|
LOW |
1.2844 |
|
0.618 |
1.2764 |
|
1.000 |
1.2715 |
|
1.618 |
1.2635 |
|
2.618 |
1.2506 |
|
4.250 |
1.2296 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2910 |
1.2911 |
| PP |
1.2909 |
1.2911 |
| S1 |
1.2909 |
1.2910 |
|