CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1063 |
1.1007 |
-0.0056 |
-0.5% |
1.0766 |
| High |
1.1091 |
1.1022 |
-0.0069 |
-0.6% |
1.1092 |
| Low |
1.0979 |
1.0919 |
-0.0060 |
-0.5% |
1.0727 |
| Close |
1.1003 |
1.0983 |
-0.0020 |
-0.2% |
1.1048 |
| Range |
0.0112 |
0.0103 |
-0.0009 |
-8.0% |
0.0365 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
114,249 |
83,519 |
-30,730 |
-26.9% |
170,259 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1284 |
1.1236 |
1.1040 |
|
| R3 |
1.1181 |
1.1133 |
1.1011 |
|
| R2 |
1.1078 |
1.1078 |
1.1002 |
|
| R1 |
1.1030 |
1.1030 |
1.0992 |
1.1003 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0961 |
| S1 |
1.0927 |
1.0927 |
1.0974 |
1.0900 |
| S2 |
1.0872 |
1.0872 |
1.0964 |
|
| S3 |
1.0769 |
1.0824 |
1.0955 |
|
| S4 |
1.0666 |
1.0721 |
1.0926 |
|
|
| 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 |
1.0806 |
0.0286 |
2.6% |
0.0124 |
1.1% |
62% |
False |
False |
71,814 |
| 10 |
1.1092 |
1.0710 |
0.0382 |
3.5% |
0.0115 |
1.1% |
71% |
False |
False |
37,904 |
| 20 |
1.1092 |
1.0508 |
0.0584 |
5.3% |
0.0104 |
0.9% |
81% |
False |
False |
19,159 |
| 40 |
1.1092 |
1.0244 |
0.0848 |
7.7% |
0.0100 |
0.9% |
87% |
False |
False |
9,632 |
| 60 |
1.1092 |
1.0244 |
0.0848 |
7.7% |
0.0091 |
0.8% |
87% |
False |
False |
6,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1460 |
|
2.618 |
1.1292 |
|
1.618 |
1.1189 |
|
1.000 |
1.1125 |
|
0.618 |
1.1086 |
|
HIGH |
1.1022 |
|
0.618 |
1.0983 |
|
0.500 |
1.0971 |
|
0.382 |
1.0958 |
|
LOW |
1.0919 |
|
0.618 |
1.0855 |
|
1.000 |
1.0816 |
|
1.618 |
1.0752 |
|
2.618 |
1.0649 |
|
4.250 |
1.0481 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0979 |
1.0998 |
| PP |
1.0975 |
1.0993 |
| S1 |
1.0971 |
1.0988 |
|