CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0939 |
1.0962 |
0.0023 |
0.2% |
1.0935 |
| High |
1.1074 |
1.1178 |
0.0104 |
0.9% |
1.1178 |
| Low |
1.0919 |
1.0951 |
0.0032 |
0.3% |
1.0812 |
| Close |
1.0959 |
1.1129 |
0.0170 |
1.6% |
1.1129 |
| Range |
0.0155 |
0.0227 |
0.0072 |
46.5% |
0.0366 |
| ATR |
0.0119 |
0.0126 |
0.0008 |
6.5% |
0.0000 |
| Volume |
75,322 |
118,866 |
43,544 |
57.8% |
420,180 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1767 |
1.1675 |
1.1254 |
|
| R3 |
1.1540 |
1.1448 |
1.1191 |
|
| R2 |
1.1313 |
1.1313 |
1.1171 |
|
| R1 |
1.1221 |
1.1221 |
1.1150 |
1.1267 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1109 |
| S1 |
1.0994 |
1.0994 |
1.1108 |
1.1040 |
| S2 |
1.0859 |
1.0859 |
1.1087 |
|
| S3 |
1.0632 |
1.0767 |
1.1067 |
|
| S4 |
1.0405 |
1.0540 |
1.1004 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2138 |
1.1999 |
1.1330 |
|
| R3 |
1.1772 |
1.1633 |
1.1230 |
|
| R2 |
1.1406 |
1.1406 |
1.1196 |
|
| R1 |
1.1267 |
1.1267 |
1.1163 |
1.1337 |
| PP |
1.1040 |
1.1040 |
1.1040 |
1.1074 |
| S1 |
1.0901 |
1.0901 |
1.1095 |
1.0971 |
| S2 |
1.0674 |
1.0674 |
1.1062 |
|
| S3 |
1.0308 |
1.0535 |
1.1028 |
|
| S4 |
0.9942 |
1.0169 |
1.0928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1178 |
1.0812 |
0.0366 |
3.3% |
0.0160 |
1.4% |
87% |
True |
False |
84,036 |
| 10 |
1.1178 |
1.0812 |
0.0366 |
3.3% |
0.0136 |
1.2% |
87% |
True |
False |
93,465 |
| 20 |
1.1178 |
1.0636 |
0.0542 |
4.9% |
0.0124 |
1.1% |
91% |
True |
False |
55,891 |
| 40 |
1.1178 |
1.0244 |
0.0934 |
8.4% |
0.0113 |
1.0% |
95% |
True |
False |
28,026 |
| 60 |
1.1178 |
1.0244 |
0.0934 |
8.4% |
0.0103 |
0.9% |
95% |
True |
False |
18,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2143 |
|
2.618 |
1.1772 |
|
1.618 |
1.1545 |
|
1.000 |
1.1405 |
|
0.618 |
1.1318 |
|
HIGH |
1.1178 |
|
0.618 |
1.1091 |
|
0.500 |
1.1065 |
|
0.382 |
1.1038 |
|
LOW |
1.0951 |
|
0.618 |
1.0811 |
|
1.000 |
1.0724 |
|
1.618 |
1.0584 |
|
2.618 |
1.0357 |
|
4.250 |
0.9986 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1108 |
1.1102 |
| PP |
1.1086 |
1.1075 |
| S1 |
1.1065 |
1.1049 |
|