CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2999 |
1.3041 |
0.0042 |
0.3% |
1.3012 |
| High |
1.3055 |
1.3063 |
0.0008 |
0.1% |
1.3041 |
| Low |
1.2976 |
1.2933 |
-0.0043 |
-0.3% |
1.2844 |
| Close |
1.3045 |
1.3048 |
0.0003 |
0.0% |
1.2910 |
| Range |
0.0079 |
0.0130 |
0.0051 |
64.6% |
0.0197 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
0.9% |
0.0000 |
| Volume |
110,798 |
81,847 |
-28,951 |
-26.1% |
312,590 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3405 |
1.3356 |
1.3120 |
|
| R3 |
1.3275 |
1.3226 |
1.3084 |
|
| R2 |
1.3145 |
1.3145 |
1.3072 |
|
| R1 |
1.3096 |
1.3096 |
1.3060 |
1.3121 |
| PP |
1.3015 |
1.3015 |
1.3015 |
1.3027 |
| S1 |
1.2966 |
1.2966 |
1.3036 |
1.2991 |
| S2 |
1.2885 |
1.2885 |
1.3024 |
|
| S3 |
1.2755 |
1.2836 |
1.3012 |
|
| S4 |
1.2625 |
1.2706 |
1.2977 |
|
|
| 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 |
1.3063 |
1.2844 |
0.0219 |
1.7% |
0.0111 |
0.9% |
93% |
True |
False |
107,550 |
| 10 |
1.3068 |
1.2844 |
0.0224 |
1.7% |
0.0110 |
0.8% |
91% |
False |
False |
90,218 |
| 20 |
1.3173 |
1.2844 |
0.0329 |
2.5% |
0.0107 |
0.8% |
62% |
False |
False |
88,774 |
| 40 |
1.3173 |
1.2467 |
0.0706 |
5.4% |
0.0130 |
1.0% |
82% |
False |
False |
104,948 |
| 60 |
1.3173 |
1.2243 |
0.0930 |
7.1% |
0.0120 |
0.9% |
87% |
False |
False |
103,562 |
| 80 |
1.3173 |
1.2173 |
0.1000 |
7.7% |
0.0114 |
0.9% |
88% |
False |
False |
89,326 |
| 100 |
1.3173 |
1.2106 |
0.1067 |
8.2% |
0.0111 |
0.9% |
88% |
False |
False |
71,536 |
| 120 |
1.3173 |
1.1707 |
0.1466 |
11.2% |
0.0109 |
0.8% |
91% |
False |
False |
59,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3616 |
|
2.618 |
1.3403 |
|
1.618 |
1.3273 |
|
1.000 |
1.3193 |
|
0.618 |
1.3143 |
|
HIGH |
1.3063 |
|
0.618 |
1.3013 |
|
0.500 |
1.2998 |
|
0.382 |
1.2983 |
|
LOW |
1.2933 |
|
0.618 |
1.2853 |
|
1.000 |
1.2803 |
|
1.618 |
1.2723 |
|
2.618 |
1.2593 |
|
4.250 |
1.2381 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3031 |
1.3031 |
| PP |
1.3015 |
1.3015 |
| S1 |
1.2998 |
1.2998 |
|