CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1168 |
1.1182 |
0.0014 |
0.1% |
1.1162 |
| High |
1.1291 |
1.1191 |
-0.0100 |
-0.9% |
1.1341 |
| Low |
1.1122 |
1.1118 |
-0.0004 |
0.0% |
1.1065 |
| Close |
1.1163 |
1.1177 |
0.0014 |
0.1% |
1.1163 |
| Range |
0.0169 |
0.0073 |
-0.0096 |
-56.8% |
0.0276 |
| ATR |
0.0130 |
0.0126 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
78,152 |
121,864 |
43,712 |
55.9% |
493,496 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1381 |
1.1352 |
1.1217 |
|
| R3 |
1.1308 |
1.1279 |
1.1197 |
|
| R2 |
1.1235 |
1.1235 |
1.1190 |
|
| R1 |
1.1206 |
1.1206 |
1.1184 |
1.1184 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1151 |
| S1 |
1.1133 |
1.1133 |
1.1170 |
1.1111 |
| S2 |
1.1089 |
1.1089 |
1.1164 |
|
| S3 |
1.1016 |
1.1060 |
1.1157 |
|
| S4 |
1.0943 |
1.0987 |
1.1137 |
|
|
| 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 |
1.1291 |
1.1065 |
0.0226 |
2.0% |
0.0112 |
1.0% |
50% |
False |
False |
99,367 |
| 10 |
1.1341 |
1.0863 |
0.0478 |
4.3% |
0.0141 |
1.3% |
66% |
False |
False |
96,307 |
| 20 |
1.1341 |
1.0727 |
0.0614 |
5.5% |
0.0134 |
1.2% |
73% |
False |
False |
86,013 |
| 40 |
1.1341 |
1.0275 |
0.1066 |
9.5% |
0.0114 |
1.0% |
85% |
False |
False |
43,398 |
| 60 |
1.1341 |
1.0244 |
0.1097 |
9.8% |
0.0105 |
0.9% |
85% |
False |
False |
28,961 |
| 80 |
1.1341 |
1.0210 |
0.1131 |
10.1% |
0.0095 |
0.8% |
85% |
False |
False |
21,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1501 |
|
2.618 |
1.1382 |
|
1.618 |
1.1309 |
|
1.000 |
1.1264 |
|
0.618 |
1.1236 |
|
HIGH |
1.1191 |
|
0.618 |
1.1163 |
|
0.500 |
1.1155 |
|
0.382 |
1.1146 |
|
LOW |
1.1118 |
|
0.618 |
1.1073 |
|
1.000 |
1.1045 |
|
1.618 |
1.1000 |
|
2.618 |
1.0927 |
|
4.250 |
1.0808 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1170 |
1.1193 |
| PP |
1.1162 |
1.1188 |
| S1 |
1.1155 |
1.1182 |
|