CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3098 |
1.3096 |
-0.0002 |
0.0% |
1.2915 |
| High |
1.3154 |
1.3156 |
0.0002 |
0.0% |
1.3081 |
| Low |
1.3045 |
1.2987 |
-0.0058 |
-0.4% |
1.2907 |
| Close |
1.3069 |
1.3103 |
0.0034 |
0.3% |
1.3026 |
| Range |
0.0109 |
0.0169 |
0.0060 |
55.0% |
0.0174 |
| ATR |
0.0105 |
0.0109 |
0.0005 |
4.4% |
0.0000 |
| Volume |
93,689 |
115,204 |
21,515 |
23.0% |
286,397 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3589 |
1.3515 |
1.3196 |
|
| R3 |
1.3420 |
1.3346 |
1.3149 |
|
| R2 |
1.3251 |
1.3251 |
1.3134 |
|
| R1 |
1.3177 |
1.3177 |
1.3118 |
1.3214 |
| PP |
1.3082 |
1.3082 |
1.3082 |
1.3101 |
| S1 |
1.3008 |
1.3008 |
1.3088 |
1.3045 |
| S2 |
1.2913 |
1.2913 |
1.3072 |
|
| S3 |
1.2744 |
1.2839 |
1.3057 |
|
| S4 |
1.2575 |
1.2670 |
1.3010 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3527 |
1.3450 |
1.3122 |
|
| R3 |
1.3353 |
1.3276 |
1.3074 |
|
| R2 |
1.3179 |
1.3179 |
1.3058 |
|
| R1 |
1.3102 |
1.3102 |
1.3042 |
1.3141 |
| PP |
1.3005 |
1.3005 |
1.3005 |
1.3024 |
| S1 |
1.2928 |
1.2928 |
1.3010 |
1.2967 |
| S2 |
1.2831 |
1.2831 |
1.2994 |
|
| S3 |
1.2657 |
1.2754 |
1.2978 |
|
| S4 |
1.2483 |
1.2580 |
1.2930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3156 |
1.2987 |
0.0169 |
1.3% |
0.0104 |
0.8% |
69% |
True |
True |
86,014 |
| 10 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0110 |
0.8% |
82% |
True |
False |
65,873 |
| 20 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0106 |
0.8% |
82% |
True |
False |
34,123 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0121 |
0.9% |
89% |
False |
False |
17,250 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0109 |
0.8% |
92% |
False |
False |
11,531 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0091 |
0.7% |
92% |
False |
False |
8,656 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0076 |
0.6% |
92% |
False |
False |
6,927 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0069 |
0.5% |
95% |
False |
False |
5,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3874 |
|
2.618 |
1.3598 |
|
1.618 |
1.3429 |
|
1.000 |
1.3325 |
|
0.618 |
1.3260 |
|
HIGH |
1.3156 |
|
0.618 |
1.3091 |
|
0.500 |
1.3072 |
|
0.382 |
1.3052 |
|
LOW |
1.2987 |
|
0.618 |
1.2883 |
|
1.000 |
1.2818 |
|
1.618 |
1.2714 |
|
2.618 |
1.2545 |
|
4.250 |
1.2269 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3093 |
1.3093 |
| PP |
1.3082 |
1.3082 |
| S1 |
1.3072 |
1.3072 |
|