CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0766 |
1.0842 |
0.0076 |
0.7% |
1.0706 |
| High |
1.0871 |
1.0924 |
0.0053 |
0.5% |
1.0882 |
| Low |
1.0727 |
1.0806 |
0.0079 |
0.7% |
1.0705 |
| Close |
1.0840 |
1.0856 |
0.0016 |
0.1% |
1.0758 |
| Range |
0.0144 |
0.0118 |
-0.0026 |
-18.1% |
0.0177 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
1.1% |
0.0000 |
| Volume |
8,955 |
26,697 |
17,742 |
198.1% |
11,956 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1216 |
1.1154 |
1.0921 |
|
| R3 |
1.1098 |
1.1036 |
1.0888 |
|
| R2 |
1.0980 |
1.0980 |
1.0878 |
|
| R1 |
1.0918 |
1.0918 |
1.0867 |
1.0949 |
| PP |
1.0862 |
1.0862 |
1.0862 |
1.0878 |
| S1 |
1.0800 |
1.0800 |
1.0845 |
1.0831 |
| S2 |
1.0744 |
1.0744 |
1.0834 |
|
| S3 |
1.0626 |
1.0682 |
1.0824 |
|
| S4 |
1.0508 |
1.0564 |
1.0791 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1313 |
1.1212 |
1.0855 |
|
| R3 |
1.1136 |
1.1035 |
1.0807 |
|
| R2 |
1.0959 |
1.0959 |
1.0790 |
|
| R1 |
1.0858 |
1.0858 |
1.0774 |
1.0909 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0807 |
| S1 |
1.0681 |
1.0681 |
1.0742 |
1.0732 |
| S2 |
1.0605 |
1.0605 |
1.0726 |
|
| S3 |
1.0428 |
1.0504 |
1.0709 |
|
| S4 |
1.0251 |
1.0327 |
1.0661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0924 |
1.0727 |
0.0197 |
1.8% |
0.0116 |
1.1% |
65% |
True |
False |
8,902 |
| 10 |
1.0924 |
1.0576 |
0.0348 |
3.2% |
0.0102 |
0.9% |
80% |
True |
False |
4,950 |
| 20 |
1.0924 |
1.0351 |
0.0573 |
5.3% |
0.0100 |
0.9% |
88% |
True |
False |
2,554 |
| 40 |
1.0924 |
1.0244 |
0.0680 |
6.3% |
0.0094 |
0.9% |
90% |
True |
False |
1,325 |
| 60 |
1.0924 |
1.0244 |
0.0680 |
6.3% |
0.0085 |
0.8% |
90% |
True |
False |
896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1426 |
|
2.618 |
1.1233 |
|
1.618 |
1.1115 |
|
1.000 |
1.1042 |
|
0.618 |
1.0997 |
|
HIGH |
1.0924 |
|
0.618 |
1.0879 |
|
0.500 |
1.0865 |
|
0.382 |
1.0851 |
|
LOW |
1.0806 |
|
0.618 |
1.0733 |
|
1.000 |
1.0688 |
|
1.618 |
1.0615 |
|
2.618 |
1.0497 |
|
4.250 |
1.0305 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0865 |
1.0846 |
| PP |
1.0862 |
1.0836 |
| S1 |
1.0859 |
1.0826 |
|