CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1152 |
1.1196 |
0.0044 |
0.4% |
1.1182 |
| High |
1.1261 |
1.1207 |
-0.0054 |
-0.5% |
1.1368 |
| Low |
1.1126 |
1.1019 |
-0.0107 |
-1.0% |
1.1118 |
| Close |
1.1178 |
1.1039 |
-0.0139 |
-1.2% |
1.1140 |
| Range |
0.0135 |
0.0188 |
0.0053 |
39.3% |
0.0250 |
| ATR |
0.0127 |
0.0131 |
0.0004 |
3.4% |
0.0000 |
| Volume |
97,970 |
126,981 |
29,011 |
29.6% |
462,798 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1534 |
1.1142 |
|
| R3 |
1.1464 |
1.1346 |
1.1091 |
|
| R2 |
1.1276 |
1.1276 |
1.1073 |
|
| R1 |
1.1158 |
1.1158 |
1.1056 |
1.1123 |
| PP |
1.1088 |
1.1088 |
1.1088 |
1.1071 |
| S1 |
1.0970 |
1.0970 |
1.1022 |
1.0935 |
| S2 |
1.0900 |
1.0900 |
1.1005 |
|
| S3 |
1.0712 |
1.0782 |
1.0987 |
|
| S4 |
1.0524 |
1.0594 |
1.0936 |
|
|
| 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 |
1.1323 |
1.1019 |
0.0304 |
2.8% |
0.0143 |
1.3% |
7% |
False |
True |
96,250 |
| 10 |
1.1368 |
1.1019 |
0.0349 |
3.2% |
0.0134 |
1.2% |
6% |
False |
True |
94,608 |
| 20 |
1.1368 |
1.0812 |
0.0556 |
5.0% |
0.0136 |
1.2% |
41% |
False |
False |
93,798 |
| 40 |
1.1368 |
1.0533 |
0.0835 |
7.6% |
0.0122 |
1.1% |
61% |
False |
False |
62,028 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0115 |
1.0% |
71% |
False |
False |
41,390 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0104 |
0.9% |
71% |
False |
False |
31,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2006 |
|
2.618 |
1.1699 |
|
1.618 |
1.1511 |
|
1.000 |
1.1395 |
|
0.618 |
1.1323 |
|
HIGH |
1.1207 |
|
0.618 |
1.1135 |
|
0.500 |
1.1113 |
|
0.382 |
1.1091 |
|
LOW |
1.1019 |
|
0.618 |
1.0903 |
|
1.000 |
1.0831 |
|
1.618 |
1.0715 |
|
2.618 |
1.0527 |
|
4.250 |
1.0220 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1113 |
1.1140 |
| PP |
1.1088 |
1.1106 |
| S1 |
1.1064 |
1.1073 |
|