CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3140 |
1.3050 |
-0.0090 |
-0.7% |
1.3096 |
| High |
1.3140 |
1.3113 |
-0.0027 |
-0.2% |
1.3161 |
| Low |
1.3035 |
1.3050 |
0.0015 |
0.1% |
1.3040 |
| Close |
1.3059 |
1.3101 |
0.0042 |
0.3% |
1.3069 |
| Range |
0.0105 |
0.0063 |
-0.0042 |
-40.0% |
0.0121 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.3% |
0.0000 |
| Volume |
21 |
20 |
-1 |
-4.8% |
457 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3277 |
1.3252 |
1.3136 |
|
| R3 |
1.3214 |
1.3189 |
1.3118 |
|
| R2 |
1.3151 |
1.3151 |
1.3113 |
|
| R1 |
1.3126 |
1.3126 |
1.3107 |
1.3139 |
| PP |
1.3088 |
1.3088 |
1.3088 |
1.3094 |
| S1 |
1.3063 |
1.3063 |
1.3095 |
1.3076 |
| S2 |
1.3025 |
1.3025 |
1.3089 |
|
| S3 |
1.2962 |
1.3000 |
1.3084 |
|
| S4 |
1.2899 |
1.2937 |
1.3066 |
|
|
| 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 |
1.3035 |
0.0126 |
1.0% |
0.0084 |
0.6% |
52% |
False |
False |
74 |
| 10 |
1.3161 |
1.3035 |
0.0126 |
1.0% |
0.0053 |
0.4% |
52% |
False |
False |
53 |
| 20 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0029 |
0.2% |
78% |
False |
False |
32 |
| 40 |
1.3161 |
1.2684 |
0.0477 |
3.6% |
0.0020 |
0.2% |
87% |
False |
False |
17 |
| 60 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0015 |
0.1% |
93% |
False |
False |
12 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0011 |
0.1% |
93% |
False |
False |
16 |
| 100 |
1.3161 |
1.2201 |
0.0960 |
7.3% |
0.0009 |
0.1% |
94% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3381 |
|
2.618 |
1.3278 |
|
1.618 |
1.3215 |
|
1.000 |
1.3176 |
|
0.618 |
1.3152 |
|
HIGH |
1.3113 |
|
0.618 |
1.3089 |
|
0.500 |
1.3082 |
|
0.382 |
1.3074 |
|
LOW |
1.3050 |
|
0.618 |
1.3011 |
|
1.000 |
1.2987 |
|
1.618 |
1.2948 |
|
2.618 |
1.2885 |
|
4.250 |
1.2782 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3095 |
1.3097 |
| PP |
1.3088 |
1.3092 |
| S1 |
1.3082 |
1.3088 |
|