CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3121 |
1.3071 |
-0.0050 |
-0.4% |
1.3017 |
| High |
1.3149 |
1.3143 |
-0.0006 |
0.0% |
1.3156 |
| Low |
1.3019 |
1.3041 |
0.0022 |
0.2% |
1.2987 |
| Close |
1.3049 |
1.3090 |
0.0041 |
0.3% |
1.3049 |
| Range |
0.0130 |
0.0102 |
-0.0028 |
-21.5% |
0.0169 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
68,232 |
100,901 |
32,669 |
47.9% |
419,904 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3397 |
1.3346 |
1.3146 |
|
| R3 |
1.3295 |
1.3244 |
1.3118 |
|
| R2 |
1.3193 |
1.3193 |
1.3109 |
|
| R1 |
1.3142 |
1.3142 |
1.3099 |
1.3168 |
| PP |
1.3091 |
1.3091 |
1.3091 |
1.3104 |
| S1 |
1.3040 |
1.3040 |
1.3081 |
1.3066 |
| S2 |
1.2989 |
1.2989 |
1.3071 |
|
| S3 |
1.2887 |
1.2938 |
1.3062 |
|
| S4 |
1.2785 |
1.2836 |
1.3034 |
|
|
| 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% |
0.0116 |
0.9% |
61% |
False |
False |
90,341 |
| 10 |
1.3156 |
1.2944 |
0.0212 |
1.6% |
0.0106 |
0.8% |
69% |
False |
False |
78,313 |
| 20 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0103 |
0.8% |
78% |
False |
False |
42,526 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0122 |
0.9% |
87% |
False |
False |
21,465 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0111 |
0.8% |
90% |
False |
False |
14,348 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0093 |
0.7% |
90% |
False |
False |
10,769 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0078 |
0.6% |
91% |
False |
False |
8,618 |
| 120 |
1.3180 |
1.1732 |
0.1448 |
11.1% |
0.0071 |
0.5% |
94% |
False |
False |
7,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3577 |
|
2.618 |
1.3410 |
|
1.618 |
1.3308 |
|
1.000 |
1.3245 |
|
0.618 |
1.3206 |
|
HIGH |
1.3143 |
|
0.618 |
1.3104 |
|
0.500 |
1.3092 |
|
0.382 |
1.3080 |
|
LOW |
1.3041 |
|
0.618 |
1.2978 |
|
1.000 |
1.2939 |
|
1.618 |
1.2876 |
|
2.618 |
1.2774 |
|
4.250 |
1.2608 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3092 |
1.3084 |
| PP |
1.3091 |
1.3078 |
| S1 |
1.3091 |
1.3072 |
|