CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3161 |
1.3088 |
-0.0073 |
-0.6% |
1.3096 |
| High |
1.3161 |
1.3140 |
-0.0021 |
-0.2% |
1.3161 |
| Low |
1.3079 |
1.3088 |
0.0009 |
0.1% |
1.3040 |
| Close |
1.3069 |
1.3109 |
0.0040 |
0.3% |
1.3069 |
| Range |
0.0082 |
0.0052 |
-0.0030 |
-36.6% |
0.0121 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.9% |
0.0000 |
| Volume |
182 |
3 |
-179 |
-98.4% |
457 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3268 |
1.3241 |
1.3138 |
|
| R3 |
1.3216 |
1.3189 |
1.3123 |
|
| R2 |
1.3164 |
1.3164 |
1.3119 |
|
| R1 |
1.3137 |
1.3137 |
1.3114 |
1.3151 |
| PP |
1.3112 |
1.3112 |
1.3112 |
1.3119 |
| S1 |
1.3085 |
1.3085 |
1.3104 |
1.3099 |
| S2 |
1.3060 |
1.3060 |
1.3099 |
|
| S3 |
1.3008 |
1.3033 |
1.3095 |
|
| S4 |
1.2956 |
1.2981 |
1.3080 |
|
|
| 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% |
0.0072 |
0.6% |
57% |
False |
False |
91 |
| 10 |
1.3161 |
1.3040 |
0.0121 |
0.9% |
0.0036 |
0.3% |
57% |
False |
False |
50 |
| 20 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0021 |
0.2% |
81% |
False |
False |
30 |
| 40 |
1.3161 |
1.2684 |
0.0477 |
3.6% |
0.0017 |
0.1% |
89% |
False |
False |
16 |
| 60 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0012 |
0.1% |
94% |
False |
False |
11 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0009 |
0.1% |
94% |
False |
False |
15 |
| 100 |
1.3161 |
1.2201 |
0.0960 |
7.3% |
0.0007 |
0.1% |
95% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3361 |
|
2.618 |
1.3276 |
|
1.618 |
1.3224 |
|
1.000 |
1.3192 |
|
0.618 |
1.3172 |
|
HIGH |
1.3140 |
|
0.618 |
1.3120 |
|
0.500 |
1.3114 |
|
0.382 |
1.3108 |
|
LOW |
1.3088 |
|
0.618 |
1.3056 |
|
1.000 |
1.3036 |
|
1.618 |
1.3004 |
|
2.618 |
1.2952 |
|
4.250 |
1.2867 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3114 |
1.3106 |
| PP |
1.3112 |
1.3103 |
| S1 |
1.3111 |
1.3101 |
|