CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3071 |
1.3110 |
0.0039 |
0.3% |
1.3017 |
| High |
1.3143 |
1.3125 |
-0.0018 |
-0.1% |
1.3156 |
| Low |
1.3041 |
1.3010 |
-0.0031 |
-0.2% |
1.2987 |
| Close |
1.3090 |
1.3040 |
-0.0050 |
-0.4% |
1.3049 |
| Range |
0.0102 |
0.0115 |
0.0013 |
12.7% |
0.0169 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
0.3% |
0.0000 |
| Volume |
100,901 |
88,964 |
-11,937 |
-11.8% |
419,904 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3403 |
1.3337 |
1.3103 |
|
| R3 |
1.3288 |
1.3222 |
1.3072 |
|
| R2 |
1.3173 |
1.3173 |
1.3061 |
|
| R1 |
1.3107 |
1.3107 |
1.3051 |
1.3083 |
| PP |
1.3058 |
1.3058 |
1.3058 |
1.3046 |
| S1 |
1.2992 |
1.2992 |
1.3029 |
1.2968 |
| S2 |
1.2943 |
1.2943 |
1.3019 |
|
| S3 |
1.2828 |
1.2877 |
1.3008 |
|
| S4 |
1.2713 |
1.2762 |
1.2977 |
|
|
| 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% |
0.0125 |
1.0% |
31% |
False |
False |
93,398 |
| 10 |
1.3156 |
1.2949 |
0.0207 |
1.6% |
0.0108 |
0.8% |
44% |
False |
False |
83,178 |
| 20 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0105 |
0.8% |
61% |
False |
False |
46,959 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0118 |
0.9% |
80% |
False |
False |
23,679 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0112 |
0.9% |
85% |
False |
False |
15,830 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0094 |
0.7% |
85% |
False |
False |
11,881 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0079 |
0.6% |
86% |
False |
False |
9,508 |
| 120 |
1.3180 |
1.1756 |
0.1424 |
10.9% |
0.0072 |
0.6% |
90% |
False |
False |
7,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3614 |
|
2.618 |
1.3426 |
|
1.618 |
1.3311 |
|
1.000 |
1.3240 |
|
0.618 |
1.3196 |
|
HIGH |
1.3125 |
|
0.618 |
1.3081 |
|
0.500 |
1.3068 |
|
0.382 |
1.3054 |
|
LOW |
1.3010 |
|
0.618 |
1.2939 |
|
1.000 |
1.2895 |
|
1.618 |
1.2824 |
|
2.618 |
1.2709 |
|
4.250 |
1.2521 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3068 |
1.3080 |
| PP |
1.3058 |
1.3066 |
| S1 |
1.3049 |
1.3053 |
|