CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0878 |
1.0907 |
0.0029 |
0.3% |
1.0766 |
| High |
1.0944 |
1.1092 |
0.0148 |
1.4% |
1.1092 |
| Low |
1.0845 |
1.0903 |
0.0058 |
0.5% |
1.0727 |
| Close |
1.0909 |
1.1048 |
0.0139 |
1.3% |
1.1048 |
| Range |
0.0099 |
0.0189 |
0.0090 |
90.9% |
0.0365 |
| ATR |
0.0103 |
0.0109 |
0.0006 |
6.0% |
0.0000 |
| Volume |
55,668 |
78,939 |
23,271 |
41.8% |
170,259 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1581 |
1.1504 |
1.1152 |
|
| R3 |
1.1392 |
1.1315 |
1.1100 |
|
| R2 |
1.1203 |
1.1203 |
1.1083 |
|
| R1 |
1.1126 |
1.1126 |
1.1065 |
1.1165 |
| PP |
1.1014 |
1.1014 |
1.1014 |
1.1034 |
| S1 |
1.0937 |
1.0937 |
1.1031 |
1.0976 |
| S2 |
1.0825 |
1.0825 |
1.1013 |
|
| S3 |
1.0636 |
1.0748 |
1.0996 |
|
| S4 |
1.0447 |
1.0559 |
1.0944 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2051 |
1.1914 |
1.1249 |
|
| R3 |
1.1686 |
1.1549 |
1.1148 |
|
| R2 |
1.1321 |
1.1321 |
1.1115 |
|
| R1 |
1.1184 |
1.1184 |
1.1081 |
1.1253 |
| PP |
1.0956 |
1.0956 |
1.0956 |
1.0990 |
| S1 |
1.0819 |
1.0819 |
1.1015 |
1.0888 |
| S2 |
1.0591 |
1.0591 |
1.0981 |
|
| S3 |
1.0226 |
1.0454 |
1.0948 |
|
| S4 |
0.9861 |
1.0089 |
1.0847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1092 |
1.0727 |
0.0365 |
3.3% |
0.0133 |
1.2% |
88% |
True |
False |
34,483 |
| 10 |
1.1092 |
1.0636 |
0.0456 |
4.1% |
0.0112 |
1.0% |
90% |
True |
False |
18,318 |
| 20 |
1.1092 |
1.0508 |
0.0584 |
5.3% |
0.0101 |
0.9% |
92% |
True |
False |
9,279 |
| 40 |
1.1092 |
1.0244 |
0.0848 |
7.7% |
0.0099 |
0.9% |
95% |
True |
False |
4,689 |
| 60 |
1.1092 |
1.0244 |
0.0848 |
7.7% |
0.0087 |
0.8% |
95% |
True |
False |
3,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1895 |
|
2.618 |
1.1587 |
|
1.618 |
1.1398 |
|
1.000 |
1.1281 |
|
0.618 |
1.1209 |
|
HIGH |
1.1092 |
|
0.618 |
1.1020 |
|
0.500 |
1.0998 |
|
0.382 |
1.0975 |
|
LOW |
1.0903 |
|
0.618 |
1.0786 |
|
1.000 |
1.0714 |
|
1.618 |
1.0597 |
|
2.618 |
1.0408 |
|
4.250 |
1.0100 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1031 |
1.1015 |
| PP |
1.1014 |
1.0982 |
| S1 |
1.0998 |
1.0949 |
|