CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2962 |
1.2999 |
0.0037 |
0.3% |
1.3012 |
| High |
1.3022 |
1.3055 |
0.0033 |
0.3% |
1.3041 |
| Low |
1.2945 |
1.2976 |
0.0031 |
0.2% |
1.2844 |
| Close |
1.3012 |
1.3045 |
0.0033 |
0.3% |
1.2910 |
| Range |
0.0077 |
0.0079 |
0.0002 |
2.6% |
0.0197 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
104,176 |
110,798 |
6,622 |
6.4% |
312,590 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3262 |
1.3233 |
1.3088 |
|
| R3 |
1.3183 |
1.3154 |
1.3067 |
|
| R2 |
1.3104 |
1.3104 |
1.3059 |
|
| R1 |
1.3075 |
1.3075 |
1.3052 |
1.3090 |
| PP |
1.3025 |
1.3025 |
1.3025 |
1.3033 |
| S1 |
1.2996 |
1.2996 |
1.3038 |
1.3011 |
| S2 |
1.2946 |
1.2946 |
1.3031 |
|
| S3 |
1.2867 |
1.2917 |
1.3023 |
|
| S4 |
1.2788 |
1.2838 |
1.3002 |
|
|
| 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 |
1.3055 |
1.2844 |
0.0211 |
1.6% |
0.0101 |
0.8% |
95% |
True |
False |
109,651 |
| 10 |
1.3088 |
1.2844 |
0.0244 |
1.9% |
0.0104 |
0.8% |
82% |
False |
False |
89,847 |
| 20 |
1.3173 |
1.2844 |
0.0329 |
2.5% |
0.0104 |
0.8% |
61% |
False |
False |
87,641 |
| 40 |
1.3173 |
1.2467 |
0.0706 |
5.4% |
0.0129 |
1.0% |
82% |
False |
False |
104,867 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0119 |
0.9% |
86% |
False |
False |
103,243 |
| 80 |
1.3173 |
1.2173 |
0.1000 |
7.7% |
0.0114 |
0.9% |
87% |
False |
False |
88,306 |
| 100 |
1.3173 |
1.2106 |
0.1067 |
8.2% |
0.0111 |
0.8% |
88% |
False |
False |
70,719 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.2% |
0.0108 |
0.8% |
91% |
False |
False |
58,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3391 |
|
2.618 |
1.3262 |
|
1.618 |
1.3183 |
|
1.000 |
1.3134 |
|
0.618 |
1.3104 |
|
HIGH |
1.3055 |
|
0.618 |
1.3025 |
|
0.500 |
1.3016 |
|
0.382 |
1.3006 |
|
LOW |
1.2976 |
|
0.618 |
1.2927 |
|
1.000 |
1.2897 |
|
1.618 |
1.2848 |
|
2.618 |
1.2769 |
|
4.250 |
1.2640 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3035 |
1.3021 |
| PP |
1.3025 |
1.2996 |
| S1 |
1.3016 |
1.2972 |
|