CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1291 |
1.1317 |
0.0026 |
0.2% |
1.1182 |
| High |
1.1350 |
1.1323 |
-0.0027 |
-0.2% |
1.1368 |
| Low |
1.1276 |
1.1129 |
-0.0147 |
-1.3% |
1.1118 |
| Close |
1.1301 |
1.1140 |
-0.0161 |
-1.4% |
1.1140 |
| Range |
0.0074 |
0.0194 |
0.0120 |
162.2% |
0.0250 |
| ATR |
0.0126 |
0.0131 |
0.0005 |
3.8% |
0.0000 |
| Volume |
124,865 |
76,115 |
-48,750 |
-39.0% |
462,798 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1779 |
1.1654 |
1.1247 |
|
| R3 |
1.1585 |
1.1460 |
1.1193 |
|
| R2 |
1.1391 |
1.1391 |
1.1176 |
|
| R1 |
1.1266 |
1.1266 |
1.1158 |
1.1232 |
| PP |
1.1197 |
1.1197 |
1.1197 |
1.1180 |
| S1 |
1.1072 |
1.1072 |
1.1122 |
1.1038 |
| S2 |
1.1003 |
1.1003 |
1.1104 |
|
| S3 |
1.0809 |
1.0878 |
1.1087 |
|
| S4 |
1.0615 |
1.0684 |
1.1033 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1959 |
1.1799 |
1.1278 |
|
| R3 |
1.1709 |
1.1549 |
1.1209 |
|
| R2 |
1.1459 |
1.1459 |
1.1186 |
|
| R1 |
1.1299 |
1.1299 |
1.1163 |
1.1254 |
| PP |
1.1209 |
1.1209 |
1.1209 |
1.1186 |
| S1 |
1.1049 |
1.1049 |
1.1117 |
1.1004 |
| S2 |
1.0959 |
1.0959 |
1.1094 |
|
| S3 |
1.0709 |
1.0799 |
1.1071 |
|
| S4 |
1.0459 |
1.0549 |
1.1003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1368 |
1.1118 |
0.0250 |
2.2% |
0.0130 |
1.2% |
9% |
False |
False |
92,559 |
| 10 |
1.1368 |
1.1065 |
0.0303 |
2.7% |
0.0134 |
1.2% |
25% |
False |
False |
95,629 |
| 20 |
1.1368 |
1.0812 |
0.0556 |
5.0% |
0.0135 |
1.2% |
59% |
False |
False |
94,547 |
| 40 |
1.1368 |
1.0508 |
0.0860 |
7.7% |
0.0118 |
1.1% |
73% |
False |
False |
51,913 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0111 |
1.0% |
80% |
False |
False |
34,642 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0099 |
0.9% |
80% |
False |
False |
25,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2148 |
|
2.618 |
1.1831 |
|
1.618 |
1.1637 |
|
1.000 |
1.1517 |
|
0.618 |
1.1443 |
|
HIGH |
1.1323 |
|
0.618 |
1.1249 |
|
0.500 |
1.1226 |
|
0.382 |
1.1203 |
|
LOW |
1.1129 |
|
0.618 |
1.1009 |
|
1.000 |
1.0935 |
|
1.618 |
1.0815 |
|
2.618 |
1.0621 |
|
4.250 |
1.0305 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1226 |
1.1249 |
| PP |
1.1197 |
1.1212 |
| S1 |
1.1169 |
1.1176 |
|