CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3096 |
1.3121 |
0.0025 |
0.2% |
1.3017 |
| High |
1.3156 |
1.3149 |
-0.0007 |
-0.1% |
1.3156 |
| Low |
1.2987 |
1.3019 |
0.0032 |
0.2% |
1.2987 |
| Close |
1.3103 |
1.3049 |
-0.0054 |
-0.4% |
1.3049 |
| Range |
0.0169 |
0.0130 |
-0.0039 |
-23.1% |
0.0169 |
| ATR |
0.0109 |
0.0111 |
0.0001 |
1.4% |
0.0000 |
| Volume |
115,204 |
68,232 |
-46,972 |
-40.8% |
419,904 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3462 |
1.3386 |
1.3121 |
|
| R3 |
1.3332 |
1.3256 |
1.3085 |
|
| R2 |
1.3202 |
1.3202 |
1.3073 |
|
| R1 |
1.3126 |
1.3126 |
1.3061 |
1.3099 |
| PP |
1.3072 |
1.3072 |
1.3072 |
1.3059 |
| S1 |
1.2996 |
1.2996 |
1.3037 |
1.2969 |
| S2 |
1.2942 |
1.2942 |
1.3025 |
|
| S3 |
1.2812 |
1.2866 |
1.3013 |
|
| S4 |
1.2682 |
1.2736 |
1.2978 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3571 |
1.3479 |
1.3142 |
|
| R3 |
1.3402 |
1.3310 |
1.3095 |
|
| R2 |
1.3233 |
1.3233 |
1.3080 |
|
| R1 |
1.3141 |
1.3141 |
1.3064 |
1.3187 |
| PP |
1.3064 |
1.3064 |
1.3064 |
1.3087 |
| S1 |
1.2972 |
1.2972 |
1.3034 |
1.3018 |
| S2 |
1.2895 |
1.2895 |
1.3018 |
|
| S3 |
1.2726 |
1.2803 |
1.3003 |
|
| S4 |
1.2557 |
1.2634 |
1.2956 |
|
|
| 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% |
0.0119 |
0.9% |
37% |
False |
False |
83,980 |
| 10 |
1.3156 |
1.2907 |
0.0249 |
1.9% |
0.0110 |
0.8% |
57% |
False |
False |
70,630 |
| 20 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0106 |
0.8% |
64% |
False |
False |
37,517 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0123 |
0.9% |
81% |
False |
False |
18,947 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0110 |
0.8% |
86% |
False |
False |
12,667 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0092 |
0.7% |
86% |
False |
False |
9,509 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0077 |
0.6% |
87% |
False |
False |
7,609 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0070 |
0.5% |
91% |
False |
False |
6,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3702 |
|
2.618 |
1.3489 |
|
1.618 |
1.3359 |
|
1.000 |
1.3279 |
|
0.618 |
1.3229 |
|
HIGH |
1.3149 |
|
0.618 |
1.3099 |
|
0.500 |
1.3084 |
|
0.382 |
1.3069 |
|
LOW |
1.3019 |
|
0.618 |
1.2939 |
|
1.000 |
1.2889 |
|
1.618 |
1.2809 |
|
2.618 |
1.2679 |
|
4.250 |
1.2467 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3084 |
1.3072 |
| PP |
1.3072 |
1.3064 |
| S1 |
1.3061 |
1.3057 |
|