CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0881 |
1.0979 |
0.0098 |
0.9% |
1.1063 |
| High |
1.1004 |
1.1058 |
0.0054 |
0.5% |
1.1104 |
| Low |
1.0863 |
1.0930 |
0.0067 |
0.6% |
1.0919 |
| Close |
1.0965 |
1.0974 |
0.0009 |
0.1% |
1.0950 |
| Range |
0.0141 |
0.0128 |
-0.0013 |
-9.2% |
0.0185 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
0.8% |
0.0000 |
| Volume |
80,088 |
73,439 |
-6,649 |
-8.3% |
514,471 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1371 |
1.1301 |
1.1044 |
|
| R3 |
1.1243 |
1.1173 |
1.1009 |
|
| R2 |
1.1115 |
1.1115 |
1.0997 |
|
| R1 |
1.1045 |
1.1045 |
1.0986 |
1.1016 |
| PP |
1.0987 |
1.0987 |
1.0987 |
1.0973 |
| S1 |
1.0917 |
1.0917 |
1.0962 |
1.0888 |
| S2 |
1.0859 |
1.0859 |
1.0951 |
|
| S3 |
1.0731 |
1.0789 |
1.0939 |
|
| S4 |
1.0603 |
1.0661 |
1.0904 |
|
|
| 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 |
1.1058 |
1.0812 |
0.0246 |
2.2% |
0.0122 |
1.1% |
66% |
True |
False |
91,768 |
| 10 |
1.1104 |
1.0812 |
0.0292 |
2.7% |
0.0127 |
1.2% |
55% |
False |
False |
87,507 |
| 20 |
1.1104 |
1.0576 |
0.0528 |
4.8% |
0.0115 |
1.0% |
75% |
False |
False |
46,228 |
| 40 |
1.1104 |
1.0244 |
0.0860 |
7.8% |
0.0109 |
1.0% |
85% |
False |
False |
23,184 |
| 60 |
1.1104 |
1.0244 |
0.0860 |
7.8% |
0.0097 |
0.9% |
85% |
False |
False |
15,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1602 |
|
2.618 |
1.1393 |
|
1.618 |
1.1265 |
|
1.000 |
1.1186 |
|
0.618 |
1.1137 |
|
HIGH |
1.1058 |
|
0.618 |
1.1009 |
|
0.500 |
1.0994 |
|
0.382 |
1.0979 |
|
LOW |
1.0930 |
|
0.618 |
1.0851 |
|
1.000 |
1.0802 |
|
1.618 |
1.0723 |
|
2.618 |
1.0595 |
|
4.250 |
1.0386 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0994 |
1.0961 |
| PP |
1.0987 |
1.0948 |
| S1 |
1.0981 |
1.0935 |
|