CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2992 |
1.3075 |
0.0083 |
0.6% |
1.2947 |
| High |
1.2992 |
1.3075 |
0.0083 |
0.6% |
1.2993 |
| Low |
1.2992 |
1.3075 |
0.0083 |
0.6% |
1.2947 |
| Close |
1.2992 |
1.3075 |
0.0083 |
0.6% |
1.2971 |
| Range |
|
|
|
|
|
| ATR |
0.0047 |
0.0050 |
0.0003 |
5.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3075 |
1.3075 |
1.3075 |
|
| R3 |
1.3075 |
1.3075 |
1.3075 |
|
| R2 |
1.3075 |
1.3075 |
1.3075 |
|
| R1 |
1.3075 |
1.3075 |
1.3075 |
1.3075 |
| PP |
1.3075 |
1.3075 |
1.3075 |
1.3075 |
| S1 |
1.3075 |
1.3075 |
1.3075 |
1.3075 |
| S2 |
1.3075 |
1.3075 |
1.3075 |
|
| S3 |
1.3075 |
1.3075 |
1.3075 |
|
| S4 |
1.3075 |
1.3075 |
1.3075 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3108 |
1.3086 |
1.2996 |
|
| R3 |
1.3062 |
1.3040 |
1.2984 |
|
| R2 |
1.3016 |
1.3016 |
1.2979 |
|
| R1 |
1.2994 |
1.2994 |
1.2975 |
1.3005 |
| PP |
1.2970 |
1.2970 |
1.2970 |
1.2976 |
| S1 |
1.2948 |
1.2948 |
1.2967 |
1.2959 |
| S2 |
1.2924 |
1.2924 |
1.2963 |
|
| S3 |
1.2878 |
1.2902 |
1.2958 |
|
| S4 |
1.2832 |
1.2856 |
1.2946 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3075 |
|
2.618 |
1.3075 |
|
1.618 |
1.3075 |
|
1.000 |
1.3075 |
|
0.618 |
1.3075 |
|
HIGH |
1.3075 |
|
0.618 |
1.3075 |
|
0.500 |
1.3075 |
|
0.382 |
1.3075 |
|
LOW |
1.3075 |
|
0.618 |
1.3075 |
|
1.000 |
1.3075 |
|
1.618 |
1.3075 |
|
2.618 |
1.3075 |
|
4.250 |
1.3075 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3075 |
1.3058 |
| PP |
1.3075 |
1.3040 |
| S1 |
1.3075 |
1.3023 |
|