CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3086 |
1.3074 |
-0.0012 |
-0.1% |
1.2885 |
| High |
1.3086 |
1.3074 |
-0.0012 |
-0.1% |
1.2981 |
| Low |
1.3086 |
1.3074 |
-0.0012 |
-0.1% |
1.2885 |
| Close |
1.3086 |
1.3081 |
-0.0005 |
0.0% |
1.2948 |
| Range |
|
|
|
|
|
| ATR |
0.0052 |
0.0049 |
-0.0003 |
-5.5% |
0.0000 |
| Volume |
7 |
30 |
23 |
328.6% |
43 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3076 |
1.3079 |
1.3081 |
|
| R3 |
1.3076 |
1.3079 |
1.3081 |
|
| R2 |
1.3076 |
1.3076 |
1.3081 |
|
| R1 |
1.3079 |
1.3079 |
1.3081 |
1.3078 |
| PP |
1.3076 |
1.3076 |
1.3076 |
1.3076 |
| S1 |
1.3079 |
1.3079 |
1.3081 |
1.3078 |
| S2 |
1.3076 |
1.3076 |
1.3081 |
|
| S3 |
1.3076 |
1.3079 |
1.3081 |
|
| S4 |
1.3076 |
1.3079 |
1.3081 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3226 |
1.3183 |
1.3001 |
|
| R3 |
1.3130 |
1.3087 |
1.2974 |
|
| R2 |
1.3034 |
1.3034 |
1.2966 |
|
| R1 |
1.2991 |
1.2991 |
1.2957 |
1.3013 |
| PP |
1.2938 |
1.2938 |
1.2938 |
1.2949 |
| S1 |
1.2895 |
1.2895 |
1.2939 |
1.2917 |
| S2 |
1.2842 |
1.2842 |
1.2930 |
|
| S3 |
1.2746 |
1.2799 |
1.2922 |
|
| S4 |
1.2650 |
1.2703 |
1.2895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3086 |
1.2915 |
0.0171 |
1.3% |
0.0000 |
0.0% |
97% |
False |
False |
21 |
| 10 |
1.3086 |
1.2885 |
0.0201 |
1.5% |
0.0005 |
0.0% |
98% |
False |
False |
14 |
| 20 |
1.3117 |
1.2885 |
0.0232 |
1.8% |
0.0003 |
0.0% |
84% |
False |
False |
7 |
| 40 |
1.3129 |
1.2684 |
0.0445 |
3.4% |
0.0008 |
0.1% |
89% |
False |
False |
5 |
| 60 |
1.3129 |
1.2338 |
0.0791 |
6.0% |
0.0006 |
0.0% |
94% |
False |
False |
8 |
| 80 |
1.3129 |
1.2201 |
0.0928 |
7.1% |
0.0004 |
0.0% |
95% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3074 |
|
2.618 |
1.3074 |
|
1.618 |
1.3074 |
|
1.000 |
1.3074 |
|
0.618 |
1.3074 |
|
HIGH |
1.3074 |
|
0.618 |
1.3074 |
|
0.500 |
1.3074 |
|
0.382 |
1.3074 |
|
LOW |
1.3074 |
|
0.618 |
1.3074 |
|
1.000 |
1.3074 |
|
1.618 |
1.3074 |
|
2.618 |
1.3074 |
|
4.250 |
1.3074 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3079 |
1.3077 |
| PP |
1.3076 |
1.3073 |
| S1 |
1.3074 |
1.3069 |
|