CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1007 |
1.0991 |
-0.0016 |
-0.1% |
1.0766 |
| High |
1.1022 |
1.1104 |
0.0082 |
0.7% |
1.1092 |
| Low |
1.0919 |
1.0951 |
0.0032 |
0.3% |
1.0727 |
| Close |
1.0983 |
1.1006 |
0.0023 |
0.2% |
1.1048 |
| Range |
0.0103 |
0.0153 |
0.0050 |
48.5% |
0.0365 |
| ATR |
0.0109 |
0.0112 |
0.0003 |
2.9% |
0.0000 |
| Volume |
83,519 |
83,854 |
335 |
0.4% |
170,259 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1396 |
1.1090 |
|
| R3 |
1.1326 |
1.1243 |
1.1048 |
|
| R2 |
1.1173 |
1.1173 |
1.1034 |
|
| R1 |
1.1090 |
1.1090 |
1.1020 |
1.1132 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1041 |
| S1 |
1.0937 |
1.0937 |
1.0992 |
1.0979 |
| S2 |
1.0867 |
1.0867 |
1.0978 |
|
| S3 |
1.0714 |
1.0784 |
1.0964 |
|
| S4 |
1.0561 |
1.0631 |
1.0922 |
|
|
| 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 |
1.1104 |
1.0845 |
0.0259 |
2.4% |
0.0131 |
1.2% |
62% |
True |
False |
83,245 |
| 10 |
1.1104 |
1.0727 |
0.0377 |
3.4% |
0.0124 |
1.1% |
74% |
True |
False |
46,074 |
| 20 |
1.1104 |
1.0533 |
0.0571 |
5.2% |
0.0107 |
1.0% |
83% |
True |
False |
23,348 |
| 40 |
1.1104 |
1.0244 |
0.0860 |
7.8% |
0.0103 |
0.9% |
89% |
True |
False |
11,725 |
| 60 |
1.1104 |
1.0244 |
0.0860 |
7.8% |
0.0092 |
0.8% |
89% |
True |
False |
7,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1754 |
|
2.618 |
1.1505 |
|
1.618 |
1.1352 |
|
1.000 |
1.1257 |
|
0.618 |
1.1199 |
|
HIGH |
1.1104 |
|
0.618 |
1.1046 |
|
0.500 |
1.1028 |
|
0.382 |
1.1009 |
|
LOW |
1.0951 |
|
0.618 |
1.0856 |
|
1.000 |
1.0798 |
|
1.618 |
1.0703 |
|
2.618 |
1.0550 |
|
4.250 |
1.0301 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1028 |
1.1012 |
| PP |
1.1020 |
1.1010 |
| S1 |
1.1013 |
1.1008 |
|