CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3073 |
1.3140 |
0.0067 |
0.5% |
1.2965 |
| High |
1.3114 |
1.3141 |
0.0027 |
0.2% |
1.3086 |
| Low |
1.3073 |
1.3072 |
-0.0001 |
0.0% |
1.2965 |
| Close |
1.3128 |
1.3086 |
-0.0042 |
-0.3% |
1.3043 |
| Range |
0.0041 |
0.0069 |
0.0028 |
68.3% |
0.0121 |
| ATR |
0.0048 |
0.0049 |
0.0002 |
3.2% |
0.0000 |
| Volume |
1 |
127 |
126 |
12,600.0% |
99 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3307 |
1.3265 |
1.3124 |
|
| R3 |
1.3238 |
1.3196 |
1.3105 |
|
| R2 |
1.3169 |
1.3169 |
1.3099 |
|
| R1 |
1.3127 |
1.3127 |
1.3092 |
1.3114 |
| PP |
1.3100 |
1.3100 |
1.3100 |
1.3093 |
| S1 |
1.3058 |
1.3058 |
1.3080 |
1.3045 |
| S2 |
1.3031 |
1.3031 |
1.3073 |
|
| S3 |
1.2962 |
1.2989 |
1.3067 |
|
| S4 |
1.2893 |
1.2920 |
1.3048 |
|
|
| 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 |
1.3141 |
1.3043 |
0.0098 |
0.7% |
0.0022 |
0.2% |
44% |
True |
False |
32 |
| 10 |
1.3141 |
1.2915 |
0.0226 |
1.7% |
0.0011 |
0.1% |
76% |
True |
False |
26 |
| 20 |
1.3141 |
1.2885 |
0.0256 |
2.0% |
0.0008 |
0.1% |
79% |
True |
False |
14 |
| 40 |
1.3141 |
1.2684 |
0.0457 |
3.5% |
0.0011 |
0.1% |
88% |
True |
False |
8 |
| 60 |
1.3141 |
1.2338 |
0.0803 |
6.1% |
0.0008 |
0.1% |
93% |
True |
False |
7 |
| 80 |
1.3141 |
1.2304 |
0.0837 |
6.4% |
0.0006 |
0.0% |
93% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3434 |
|
2.618 |
1.3322 |
|
1.618 |
1.3253 |
|
1.000 |
1.3210 |
|
0.618 |
1.3184 |
|
HIGH |
1.3141 |
|
0.618 |
1.3115 |
|
0.500 |
1.3107 |
|
0.382 |
1.3098 |
|
LOW |
1.3072 |
|
0.618 |
1.3029 |
|
1.000 |
1.3003 |
|
1.618 |
1.2960 |
|
2.618 |
1.2891 |
|
4.250 |
1.2779 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3107 |
1.3107 |
| PP |
1.3100 |
1.3100 |
| S1 |
1.3093 |
1.3093 |
|