CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3021 |
1.3057 |
0.0036 |
0.3% |
1.3088 |
| High |
1.3072 |
1.3080 |
0.0008 |
0.1% |
1.3140 |
| Low |
1.3021 |
1.2999 |
-0.0022 |
-0.2% |
1.2999 |
| Close |
1.3068 |
1.3008 |
-0.0060 |
-0.5% |
1.3008 |
| Range |
0.0051 |
0.0081 |
0.0030 |
58.8% |
0.0141 |
| ATR |
0.0062 |
0.0064 |
0.0001 |
2.2% |
0.0000 |
| Volume |
45 |
8 |
-37 |
-82.2% |
97 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3272 |
1.3221 |
1.3053 |
|
| R3 |
1.3191 |
1.3140 |
1.3030 |
|
| R2 |
1.3110 |
1.3110 |
1.3023 |
|
| R1 |
1.3059 |
1.3059 |
1.3015 |
1.3044 |
| PP |
1.3029 |
1.3029 |
1.3029 |
1.3022 |
| S1 |
1.2978 |
1.2978 |
1.3001 |
1.2963 |
| S2 |
1.2948 |
1.2948 |
1.2993 |
|
| S3 |
1.2867 |
1.2897 |
1.2986 |
|
| S4 |
1.2786 |
1.2816 |
1.2963 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3472 |
1.3381 |
1.3086 |
|
| R3 |
1.3331 |
1.3240 |
1.3047 |
|
| R2 |
1.3190 |
1.3190 |
1.3034 |
|
| R1 |
1.3099 |
1.3099 |
1.3021 |
1.3074 |
| PP |
1.3049 |
1.3049 |
1.3049 |
1.3037 |
| S1 |
1.2958 |
1.2958 |
1.2995 |
1.2933 |
| S2 |
1.2908 |
1.2908 |
1.2982 |
|
| S3 |
1.2767 |
1.2817 |
1.2969 |
|
| S4 |
1.2626 |
1.2676 |
1.2930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3140 |
1.2999 |
0.0141 |
1.1% |
0.0070 |
0.5% |
6% |
False |
True |
19 |
| 10 |
1.3161 |
1.2999 |
0.0162 |
1.2% |
0.0066 |
0.5% |
6% |
False |
True |
55 |
| 20 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0036 |
0.3% |
45% |
False |
False |
35 |
| 40 |
1.3161 |
1.2783 |
0.0378 |
2.9% |
0.0022 |
0.2% |
60% |
False |
False |
18 |
| 60 |
1.3161 |
1.2391 |
0.0770 |
5.9% |
0.0017 |
0.1% |
80% |
False |
False |
12 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0013 |
0.1% |
81% |
False |
False |
16 |
| 100 |
1.3161 |
1.2201 |
0.0960 |
7.4% |
0.0010 |
0.1% |
84% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3424 |
|
2.618 |
1.3292 |
|
1.618 |
1.3211 |
|
1.000 |
1.3161 |
|
0.618 |
1.3130 |
|
HIGH |
1.3080 |
|
0.618 |
1.3049 |
|
0.500 |
1.3040 |
|
0.382 |
1.3030 |
|
LOW |
1.2999 |
|
0.618 |
1.2949 |
|
1.000 |
1.2918 |
|
1.618 |
1.2868 |
|
2.618 |
1.2787 |
|
4.250 |
1.2655 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3040 |
1.3056 |
| PP |
1.3029 |
1.3040 |
| S1 |
1.3019 |
1.3024 |
|