CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3048 |
1.3161 |
0.0113 |
0.9% |
1.3096 |
| High |
1.3158 |
1.3161 |
0.0003 |
0.0% |
1.3161 |
| Low |
1.3040 |
1.3079 |
0.0039 |
0.3% |
1.3040 |
| Close |
1.3123 |
1.3069 |
-0.0054 |
-0.4% |
1.3069 |
| Range |
0.0118 |
0.0082 |
-0.0036 |
-30.5% |
0.0121 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.7% |
0.0000 |
| Volume |
145 |
182 |
37 |
25.5% |
457 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3349 |
1.3291 |
1.3114 |
|
| R3 |
1.3267 |
1.3209 |
1.3092 |
|
| R2 |
1.3185 |
1.3185 |
1.3084 |
|
| R1 |
1.3127 |
1.3127 |
1.3077 |
1.3115 |
| PP |
1.3103 |
1.3103 |
1.3103 |
1.3097 |
| S1 |
1.3045 |
1.3045 |
1.3061 |
1.3033 |
| S2 |
1.3021 |
1.3021 |
1.3054 |
|
| S3 |
1.2939 |
1.2963 |
1.3046 |
|
| S4 |
1.2857 |
1.2881 |
1.3024 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3453 |
1.3382 |
1.3136 |
|
| R3 |
1.3332 |
1.3261 |
1.3102 |
|
| R2 |
1.3211 |
1.3211 |
1.3091 |
|
| R1 |
1.3140 |
1.3140 |
1.3080 |
1.3115 |
| PP |
1.3090 |
1.3090 |
1.3090 |
1.3078 |
| S1 |
1.3019 |
1.3019 |
1.3058 |
1.2994 |
| S2 |
1.2969 |
1.2969 |
1.3047 |
|
| S3 |
1.2848 |
1.2898 |
1.3036 |
|
| S4 |
1.2727 |
1.2777 |
1.3002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3161 |
1.3040 |
0.0121 |
0.9% |
0.0062 |
0.5% |
24% |
True |
False |
91 |
| 10 |
1.3161 |
1.2965 |
0.0196 |
1.5% |
0.0031 |
0.2% |
53% |
True |
False |
55 |
| 20 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0018 |
0.1% |
67% |
True |
False |
30 |
| 40 |
1.3161 |
1.2684 |
0.0477 |
3.6% |
0.0016 |
0.1% |
81% |
True |
False |
16 |
| 60 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0011 |
0.1% |
89% |
True |
False |
12 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0008 |
0.1% |
89% |
True |
False |
15 |
| 100 |
1.3161 |
1.2201 |
0.0960 |
7.3% |
0.0007 |
0.1% |
90% |
True |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3510 |
|
2.618 |
1.3376 |
|
1.618 |
1.3294 |
|
1.000 |
1.3243 |
|
0.618 |
1.3212 |
|
HIGH |
1.3161 |
|
0.618 |
1.3130 |
|
0.500 |
1.3120 |
|
0.382 |
1.3110 |
|
LOW |
1.3079 |
|
0.618 |
1.3028 |
|
1.000 |
1.2997 |
|
1.618 |
1.2946 |
|
2.618 |
1.2864 |
|
4.250 |
1.2731 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3120 |
1.3101 |
| PP |
1.3103 |
1.3090 |
| S1 |
1.3086 |
1.3080 |
|