CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0986 |
1.0935 |
-0.0051 |
-0.5% |
1.1063 |
| High |
1.0992 |
1.0959 |
-0.0033 |
-0.3% |
1.1104 |
| Low |
1.0930 |
1.0812 |
-0.0118 |
-1.1% |
1.0919 |
| Close |
1.0950 |
1.0860 |
-0.0090 |
-0.8% |
1.0950 |
| Range |
0.0062 |
0.0147 |
0.0085 |
137.1% |
0.0185 |
| ATR |
0.0110 |
0.0113 |
0.0003 |
2.4% |
0.0000 |
| Volume |
94,362 |
72,465 |
-21,897 |
-23.2% |
514,471 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1236 |
1.0941 |
|
| R3 |
1.1171 |
1.1089 |
1.0900 |
|
| R2 |
1.1024 |
1.1024 |
1.0887 |
|
| R1 |
1.0942 |
1.0942 |
1.0873 |
1.0910 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0861 |
| S1 |
1.0795 |
1.0795 |
1.0847 |
1.0763 |
| S2 |
1.0730 |
1.0730 |
1.0833 |
|
| S3 |
1.0583 |
1.0648 |
1.0820 |
|
| S4 |
1.0436 |
1.0501 |
1.0779 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1433 |
1.1052 |
|
| R3 |
1.1361 |
1.1248 |
1.1001 |
|
| R2 |
1.1176 |
1.1176 |
1.0984 |
|
| R1 |
1.1063 |
1.1063 |
1.0967 |
1.1027 |
| PP |
1.0991 |
1.0991 |
1.0991 |
1.0973 |
| S1 |
1.0878 |
1.0878 |
1.0933 |
1.0842 |
| S2 |
1.0806 |
1.0806 |
1.0916 |
|
| S3 |
1.0621 |
1.0693 |
1.0899 |
|
| S4 |
1.0436 |
1.0508 |
1.0848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1104 |
1.0812 |
0.0292 |
2.7% |
0.0120 |
1.1% |
16% |
False |
True |
94,537 |
| 10 |
1.1104 |
1.0727 |
0.0377 |
3.5% |
0.0126 |
1.2% |
35% |
False |
False |
75,719 |
| 20 |
1.1104 |
1.0533 |
0.0571 |
5.3% |
0.0108 |
1.0% |
57% |
False |
False |
38,578 |
| 40 |
1.1104 |
1.0244 |
0.0860 |
7.9% |
0.0107 |
1.0% |
72% |
False |
False |
19,355 |
| 60 |
1.1104 |
1.0244 |
0.0860 |
7.9% |
0.0095 |
0.9% |
72% |
False |
False |
12,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1584 |
|
2.618 |
1.1344 |
|
1.618 |
1.1197 |
|
1.000 |
1.1106 |
|
0.618 |
1.1050 |
|
HIGH |
1.0959 |
|
0.618 |
1.0903 |
|
0.500 |
1.0886 |
|
0.382 |
1.0868 |
|
LOW |
1.0812 |
|
0.618 |
1.0721 |
|
1.000 |
1.0665 |
|
1.618 |
1.0574 |
|
2.618 |
1.0427 |
|
4.250 |
1.0187 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0886 |
1.0933 |
| PP |
1.0877 |
1.0908 |
| S1 |
1.0869 |
1.0884 |
|