CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3043 |
1.3096 |
0.0053 |
0.4% |
1.2965 |
| High |
1.3043 |
1.3096 |
0.0053 |
0.4% |
1.3086 |
| Low |
1.3043 |
1.3096 |
0.0053 |
0.4% |
1.2965 |
| Close |
1.3043 |
1.3106 |
0.0063 |
0.5% |
1.3043 |
| Range |
|
|
|
|
|
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.7% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
99 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3099 |
1.3103 |
1.3106 |
|
| R3 |
1.3099 |
1.3103 |
1.3106 |
|
| R2 |
1.3099 |
1.3099 |
1.3106 |
|
| R1 |
1.3103 |
1.3103 |
1.3106 |
1.3101 |
| PP |
1.3099 |
1.3099 |
1.3099 |
1.3099 |
| S1 |
1.3103 |
1.3103 |
1.3106 |
1.3101 |
| S2 |
1.3099 |
1.3099 |
1.3106 |
|
| S3 |
1.3099 |
1.3103 |
1.3106 |
|
| S4 |
1.3099 |
1.3103 |
1.3106 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3394 |
1.3340 |
1.3110 |
|
| R3 |
1.3273 |
1.3219 |
1.3076 |
|
| R2 |
1.3152 |
1.3152 |
1.3065 |
|
| R1 |
1.3098 |
1.3098 |
1.3054 |
1.3125 |
| PP |
1.3031 |
1.3031 |
1.3031 |
1.3045 |
| S1 |
1.2977 |
1.2977 |
1.3032 |
1.3004 |
| S2 |
1.2910 |
1.2910 |
1.3021 |
|
| S3 |
1.2789 |
1.2856 |
1.3010 |
|
| S4 |
1.2668 |
1.2735 |
1.2976 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3096 |
1.3043 |
0.0053 |
0.4% |
0.0000 |
0.0% |
119% |
True |
False |
8 |
| 10 |
1.3096 |
1.2885 |
0.0211 |
1.6% |
0.0005 |
0.0% |
105% |
True |
False |
14 |
| 20 |
1.3096 |
1.2885 |
0.0211 |
1.6% |
0.0003 |
0.0% |
105% |
True |
False |
8 |
| 40 |
1.3129 |
1.2684 |
0.0445 |
3.4% |
0.0008 |
0.1% |
95% |
False |
False |
5 |
| 60 |
1.3129 |
1.2338 |
0.0791 |
6.0% |
0.0006 |
0.0% |
97% |
False |
False |
6 |
| 80 |
1.3129 |
1.2201 |
0.0928 |
7.1% |
0.0004 |
0.0% |
98% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3096 |
|
2.618 |
1.3096 |
|
1.618 |
1.3096 |
|
1.000 |
1.3096 |
|
0.618 |
1.3096 |
|
HIGH |
1.3096 |
|
0.618 |
1.3096 |
|
0.500 |
1.3096 |
|
0.382 |
1.3096 |
|
LOW |
1.3096 |
|
0.618 |
1.3096 |
|
1.000 |
1.3096 |
|
1.618 |
1.3096 |
|
2.618 |
1.3096 |
|
4.250 |
1.3096 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3103 |
1.3094 |
| PP |
1.3099 |
1.3082 |
| S1 |
1.3096 |
1.3070 |
|