CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1157 |
1.1100 |
-0.0057 |
-0.5% |
1.0935 |
| High |
1.1164 |
1.1197 |
0.0033 |
0.3% |
1.1178 |
| Low |
1.1070 |
1.1065 |
-0.0005 |
0.0% |
1.0812 |
| Close |
1.1094 |
1.1162 |
0.0068 |
0.6% |
1.1129 |
| Range |
0.0094 |
0.0132 |
0.0038 |
40.4% |
0.0366 |
| ATR |
0.0130 |
0.0130 |
0.0000 |
0.1% |
0.0000 |
| Volume |
102,866 |
94,359 |
-8,507 |
-8.3% |
420,180 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1537 |
1.1482 |
1.1235 |
|
| R3 |
1.1405 |
1.1350 |
1.1198 |
|
| R2 |
1.1273 |
1.1273 |
1.1186 |
|
| R1 |
1.1218 |
1.1218 |
1.1174 |
1.1246 |
| PP |
1.1141 |
1.1141 |
1.1141 |
1.1155 |
| S1 |
1.1086 |
1.1086 |
1.1150 |
1.1114 |
| S2 |
1.1009 |
1.1009 |
1.1138 |
|
| S3 |
1.0877 |
1.0954 |
1.1126 |
|
| S4 |
1.0745 |
1.0822 |
1.1089 |
|
|
| 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 |
1.1341 |
1.0919 |
0.0422 |
3.8% |
0.0161 |
1.4% |
58% |
False |
False |
101,986 |
| 10 |
1.1341 |
1.0812 |
0.0529 |
4.7% |
0.0142 |
1.3% |
66% |
False |
False |
96,877 |
| 20 |
1.1341 |
1.0727 |
0.0614 |
5.5% |
0.0133 |
1.2% |
71% |
False |
False |
71,475 |
| 40 |
1.1341 |
1.0244 |
0.1097 |
9.8% |
0.0116 |
1.0% |
84% |
False |
False |
35,909 |
| 60 |
1.1341 |
1.0244 |
0.1097 |
9.8% |
0.0108 |
1.0% |
84% |
False |
False |
23,971 |
| 80 |
1.1341 |
1.0186 |
0.1155 |
10.3% |
0.0090 |
0.8% |
85% |
False |
False |
17,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1758 |
|
2.618 |
1.1543 |
|
1.618 |
1.1411 |
|
1.000 |
1.1329 |
|
0.618 |
1.1279 |
|
HIGH |
1.1197 |
|
0.618 |
1.1147 |
|
0.500 |
1.1131 |
|
0.382 |
1.1115 |
|
LOW |
1.1065 |
|
0.618 |
1.0983 |
|
1.000 |
1.0933 |
|
1.618 |
1.0851 |
|
2.618 |
1.0719 |
|
4.250 |
1.0504 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1152 |
1.1203 |
| PP |
1.1141 |
1.1189 |
| S1 |
1.1131 |
1.1176 |
|