CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3096 |
1.3073 |
-0.0023 |
-0.2% |
1.2965 |
| High |
1.3096 |
1.3114 |
0.0018 |
0.1% |
1.3086 |
| Low |
1.3096 |
1.3073 |
-0.0023 |
-0.2% |
1.2965 |
| Close |
1.3106 |
1.3128 |
0.0022 |
0.2% |
1.3043 |
| Range |
0.0000 |
0.0041 |
0.0041 |
|
0.0121 |
| ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
99 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3228 |
1.3219 |
1.3151 |
|
| R3 |
1.3187 |
1.3178 |
1.3139 |
|
| R2 |
1.3146 |
1.3146 |
1.3136 |
|
| R1 |
1.3137 |
1.3137 |
1.3132 |
1.3142 |
| PP |
1.3105 |
1.3105 |
1.3105 |
1.3107 |
| S1 |
1.3096 |
1.3096 |
1.3124 |
1.3101 |
| S2 |
1.3064 |
1.3064 |
1.3120 |
|
| S3 |
1.3023 |
1.3055 |
1.3117 |
|
| S4 |
1.2982 |
1.3014 |
1.3105 |
|
|
| 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 |
1.3114 |
1.3043 |
0.0071 |
0.5% |
0.0008 |
0.1% |
120% |
True |
False |
8 |
| 10 |
1.3114 |
1.2915 |
0.0199 |
1.5% |
0.0009 |
0.1% |
107% |
True |
False |
13 |
| 20 |
1.3114 |
1.2885 |
0.0229 |
1.7% |
0.0005 |
0.0% |
106% |
True |
False |
8 |
| 40 |
1.3129 |
1.2684 |
0.0445 |
3.4% |
0.0009 |
0.1% |
100% |
False |
False |
5 |
| 60 |
1.3129 |
1.2338 |
0.0791 |
6.0% |
0.0006 |
0.0% |
100% |
False |
False |
6 |
| 80 |
1.3129 |
1.2304 |
0.0825 |
6.3% |
0.0005 |
0.0% |
100% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3288 |
|
2.618 |
1.3221 |
|
1.618 |
1.3180 |
|
1.000 |
1.3155 |
|
0.618 |
1.3139 |
|
HIGH |
1.3114 |
|
0.618 |
1.3098 |
|
0.500 |
1.3094 |
|
0.382 |
1.3089 |
|
LOW |
1.3073 |
|
0.618 |
1.3048 |
|
1.000 |
1.3032 |
|
1.618 |
1.3007 |
|
2.618 |
1.2966 |
|
4.250 |
1.2899 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3117 |
1.3112 |
| PP |
1.3105 |
1.3095 |
| S1 |
1.3094 |
1.3079 |
|