CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1153 |
1.1168 |
0.0015 |
0.1% |
1.1162 |
| High |
1.1189 |
1.1291 |
0.0102 |
0.9% |
1.1341 |
| Low |
1.1095 |
1.1122 |
0.0027 |
0.2% |
1.1065 |
| Close |
1.1146 |
1.1163 |
0.0017 |
0.2% |
1.1163 |
| Range |
0.0094 |
0.0169 |
0.0075 |
79.8% |
0.0276 |
| ATR |
0.0127 |
0.0130 |
0.0003 |
2.3% |
0.0000 |
| Volume |
99,598 |
78,152 |
-21,446 |
-21.5% |
493,496 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1699 |
1.1600 |
1.1256 |
|
| R3 |
1.1530 |
1.1431 |
1.1209 |
|
| R2 |
1.1361 |
1.1361 |
1.1194 |
|
| R1 |
1.1262 |
1.1262 |
1.1178 |
1.1227 |
| PP |
1.1192 |
1.1192 |
1.1192 |
1.1175 |
| S1 |
1.1093 |
1.1093 |
1.1148 |
1.1058 |
| S2 |
1.1023 |
1.1023 |
1.1132 |
|
| S3 |
1.0854 |
1.0924 |
1.1117 |
|
| S4 |
1.0685 |
1.0755 |
1.1070 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2018 |
1.1866 |
1.1315 |
|
| R3 |
1.1742 |
1.1590 |
1.1239 |
|
| R2 |
1.1466 |
1.1466 |
1.1214 |
|
| R1 |
1.1314 |
1.1314 |
1.1188 |
1.1390 |
| PP |
1.1190 |
1.1190 |
1.1190 |
1.1228 |
| S1 |
1.1038 |
1.1038 |
1.1138 |
1.1114 |
| S2 |
1.0914 |
1.0914 |
1.1112 |
|
| S3 |
1.0638 |
1.0762 |
1.1087 |
|
| S4 |
1.0362 |
1.0486 |
1.1011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1341 |
1.1065 |
0.0276 |
2.5% |
0.0137 |
1.2% |
36% |
False |
False |
98,699 |
| 10 |
1.1341 |
1.0812 |
0.0529 |
4.7% |
0.0149 |
1.3% |
66% |
False |
False |
91,367 |
| 20 |
1.1341 |
1.0727 |
0.0614 |
5.5% |
0.0136 |
1.2% |
71% |
False |
False |
80,028 |
| 40 |
1.1341 |
1.0244 |
0.1097 |
9.8% |
0.0119 |
1.1% |
84% |
False |
False |
40,352 |
| 60 |
1.1341 |
1.0244 |
0.1097 |
9.8% |
0.0105 |
0.9% |
84% |
False |
False |
26,930 |
| 80 |
1.1341 |
1.0186 |
0.1155 |
10.3% |
0.0094 |
0.8% |
85% |
False |
False |
20,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2009 |
|
2.618 |
1.1733 |
|
1.618 |
1.1564 |
|
1.000 |
1.1460 |
|
0.618 |
1.1395 |
|
HIGH |
1.1291 |
|
0.618 |
1.1226 |
|
0.500 |
1.1207 |
|
0.382 |
1.1187 |
|
LOW |
1.1122 |
|
0.618 |
1.1018 |
|
1.000 |
1.0953 |
|
1.618 |
1.0849 |
|
2.618 |
1.0680 |
|
4.250 |
1.0404 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1207 |
1.1178 |
| PP |
1.1192 |
1.1173 |
| S1 |
1.1178 |
1.1168 |
|