CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0842 |
1.0878 |
0.0036 |
0.3% |
1.0706 |
| High |
1.0924 |
1.0944 |
0.0020 |
0.2% |
1.0882 |
| Low |
1.0806 |
1.0845 |
0.0039 |
0.4% |
1.0705 |
| Close |
1.0856 |
1.0909 |
0.0053 |
0.5% |
1.0758 |
| Range |
0.0118 |
0.0099 |
-0.0019 |
-16.1% |
0.0177 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
26,697 |
55,668 |
28,971 |
108.5% |
11,956 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1152 |
1.0963 |
|
| R3 |
1.1097 |
1.1053 |
1.0936 |
|
| R2 |
1.0998 |
1.0998 |
1.0927 |
|
| R1 |
1.0954 |
1.0954 |
1.0918 |
1.0976 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0911 |
| S1 |
1.0855 |
1.0855 |
1.0900 |
1.0877 |
| S2 |
1.0800 |
1.0800 |
1.0891 |
|
| S3 |
1.0701 |
1.0756 |
1.0882 |
|
| S4 |
1.0602 |
1.0657 |
1.0855 |
|
|
| 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 |
1.0944 |
1.0727 |
0.0217 |
2.0% |
0.0114 |
1.0% |
84% |
True |
False |
19,394 |
| 10 |
1.0944 |
1.0614 |
0.0330 |
3.0% |
0.0105 |
1.0% |
89% |
True |
False |
10,466 |
| 20 |
1.0944 |
1.0401 |
0.0543 |
5.0% |
0.0097 |
0.9% |
94% |
True |
False |
5,333 |
| 40 |
1.0944 |
1.0244 |
0.0700 |
6.4% |
0.0094 |
0.9% |
95% |
True |
False |
2,716 |
| 60 |
1.0944 |
1.0244 |
0.0700 |
6.4% |
0.0084 |
0.8% |
95% |
True |
False |
1,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1365 |
|
2.618 |
1.1203 |
|
1.618 |
1.1104 |
|
1.000 |
1.1043 |
|
0.618 |
1.1005 |
|
HIGH |
1.0944 |
|
0.618 |
1.0906 |
|
0.500 |
1.0895 |
|
0.382 |
1.0883 |
|
LOW |
1.0845 |
|
0.618 |
1.0784 |
|
1.000 |
1.0746 |
|
1.618 |
1.0685 |
|
2.618 |
1.0586 |
|
4.250 |
1.0424 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0904 |
1.0885 |
| PP |
1.0899 |
1.0860 |
| S1 |
1.0895 |
1.0836 |
|