CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3110 |
1.3041 |
-0.0069 |
-0.5% |
1.3017 |
| High |
1.3125 |
1.3114 |
-0.0011 |
-0.1% |
1.3156 |
| Low |
1.3010 |
1.3022 |
0.0012 |
0.1% |
1.2987 |
| Close |
1.3040 |
1.3082 |
0.0042 |
0.3% |
1.3049 |
| Range |
0.0115 |
0.0092 |
-0.0023 |
-20.0% |
0.0169 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
88,964 |
81,035 |
-7,929 |
-8.9% |
419,904 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3349 |
1.3307 |
1.3133 |
|
| R3 |
1.3257 |
1.3215 |
1.3107 |
|
| R2 |
1.3165 |
1.3165 |
1.3099 |
|
| R1 |
1.3123 |
1.3123 |
1.3090 |
1.3144 |
| PP |
1.3073 |
1.3073 |
1.3073 |
1.3083 |
| S1 |
1.3031 |
1.3031 |
1.3074 |
1.3052 |
| S2 |
1.2981 |
1.2981 |
1.3065 |
|
| S3 |
1.2889 |
1.2939 |
1.3057 |
|
| S4 |
1.2797 |
1.2847 |
1.3031 |
|
|
| 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% |
0.0122 |
0.9% |
56% |
False |
False |
90,867 |
| 10 |
1.3156 |
1.2949 |
0.0207 |
1.6% |
0.0109 |
0.8% |
64% |
False |
False |
85,329 |
| 20 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0107 |
0.8% |
75% |
False |
False |
51,000 |
| 40 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0117 |
0.9% |
86% |
False |
False |
25,695 |
| 60 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0112 |
0.9% |
89% |
False |
False |
17,180 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0096 |
0.7% |
89% |
False |
False |
12,894 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0079 |
0.6% |
90% |
False |
False |
10,318 |
| 120 |
1.3180 |
1.1815 |
0.1365 |
10.4% |
0.0073 |
0.6% |
93% |
False |
False |
8,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3505 |
|
2.618 |
1.3355 |
|
1.618 |
1.3263 |
|
1.000 |
1.3206 |
|
0.618 |
1.3171 |
|
HIGH |
1.3114 |
|
0.618 |
1.3079 |
|
0.500 |
1.3068 |
|
0.382 |
1.3057 |
|
LOW |
1.3022 |
|
0.618 |
1.2965 |
|
1.000 |
1.2930 |
|
1.618 |
1.2873 |
|
2.618 |
1.2781 |
|
4.250 |
1.2631 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3077 |
1.3080 |
| PP |
1.3073 |
1.3078 |
| S1 |
1.3068 |
1.3077 |
|