CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1100 |
1.1153 |
0.0053 |
0.5% |
1.0935 |
| High |
1.1197 |
1.1189 |
-0.0008 |
-0.1% |
1.1178 |
| Low |
1.1065 |
1.1095 |
0.0030 |
0.3% |
1.0812 |
| Close |
1.1162 |
1.1146 |
-0.0016 |
-0.1% |
1.1129 |
| Range |
0.0132 |
0.0094 |
-0.0038 |
-28.8% |
0.0366 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
94,359 |
99,598 |
5,239 |
5.6% |
420,180 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1425 |
1.1380 |
1.1198 |
|
| R3 |
1.1331 |
1.1286 |
1.1172 |
|
| R2 |
1.1237 |
1.1237 |
1.1163 |
|
| R1 |
1.1192 |
1.1192 |
1.1155 |
1.1168 |
| PP |
1.1143 |
1.1143 |
1.1143 |
1.1131 |
| S1 |
1.1098 |
1.1098 |
1.1137 |
1.1074 |
| S2 |
1.1049 |
1.1049 |
1.1129 |
|
| S3 |
1.0955 |
1.1004 |
1.1120 |
|
| S4 |
1.0861 |
1.0910 |
1.1094 |
|
|
| 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 |
1.0951 |
0.0390 |
3.5% |
0.0149 |
1.3% |
50% |
False |
False |
106,842 |
| 10 |
1.1341 |
1.0812 |
0.0529 |
4.7% |
0.0138 |
1.2% |
63% |
False |
False |
92,988 |
| 20 |
1.1341 |
1.0727 |
0.0614 |
5.5% |
0.0132 |
1.2% |
68% |
False |
False |
76,295 |
| 40 |
1.1341 |
1.0244 |
0.1097 |
9.8% |
0.0117 |
1.0% |
82% |
False |
False |
38,398 |
| 60 |
1.1341 |
1.0244 |
0.1097 |
9.8% |
0.0104 |
0.9% |
82% |
False |
False |
25,631 |
| 80 |
1.1341 |
1.0186 |
0.1155 |
10.4% |
0.0091 |
0.8% |
83% |
False |
False |
19,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1589 |
|
2.618 |
1.1435 |
|
1.618 |
1.1341 |
|
1.000 |
1.1283 |
|
0.618 |
1.1247 |
|
HIGH |
1.1189 |
|
0.618 |
1.1153 |
|
0.500 |
1.1142 |
|
0.382 |
1.1131 |
|
LOW |
1.1095 |
|
0.618 |
1.1037 |
|
1.000 |
1.1001 |
|
1.618 |
1.0943 |
|
2.618 |
1.0849 |
|
4.250 |
1.0696 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1145 |
1.1141 |
| PP |
1.1143 |
1.1136 |
| S1 |
1.1142 |
1.1131 |
|