CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0998 |
1.1037 |
0.0039 |
0.4% |
1.1150 |
| High |
1.1070 |
1.1105 |
0.0035 |
0.3% |
1.1261 |
| Low |
1.0977 |
1.0983 |
0.0006 |
0.1% |
1.0953 |
| Close |
1.1029 |
1.1030 |
0.0001 |
0.0% |
1.1008 |
| Range |
0.0093 |
0.0122 |
0.0029 |
31.2% |
0.0308 |
| ATR |
0.0127 |
0.0126 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
101,996 |
74,009 |
-27,987 |
-27.4% |
543,531 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1405 |
1.1340 |
1.1097 |
|
| R3 |
1.1283 |
1.1218 |
1.1064 |
|
| R2 |
1.1161 |
1.1161 |
1.1052 |
|
| R1 |
1.1096 |
1.1096 |
1.1041 |
1.1068 |
| PP |
1.1039 |
1.1039 |
1.1039 |
1.1025 |
| S1 |
1.0974 |
1.0974 |
1.1019 |
1.0946 |
| S2 |
1.0917 |
1.0917 |
1.1008 |
|
| S3 |
1.0795 |
1.0852 |
1.0996 |
|
| S4 |
1.0673 |
1.0730 |
1.0963 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1998 |
1.1811 |
1.1177 |
|
| R3 |
1.1690 |
1.1503 |
1.1093 |
|
| R2 |
1.1382 |
1.1382 |
1.1064 |
|
| R1 |
1.1195 |
1.1195 |
1.1036 |
1.1135 |
| PP |
1.1074 |
1.1074 |
1.1074 |
1.1044 |
| S1 |
1.0887 |
1.0887 |
1.0980 |
1.0827 |
| S2 |
1.0766 |
1.0766 |
1.0952 |
|
| S3 |
1.0458 |
1.0579 |
1.0923 |
|
| S4 |
1.0150 |
1.0271 |
1.0839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1261 |
1.0953 |
0.0308 |
2.8% |
0.0127 |
1.2% |
25% |
False |
False |
107,870 |
| 10 |
1.1368 |
1.0953 |
0.0415 |
3.8% |
0.0128 |
1.2% |
19% |
False |
False |
100,778 |
| 20 |
1.1368 |
1.0919 |
0.0449 |
4.1% |
0.0134 |
1.2% |
25% |
False |
False |
97,172 |
| 40 |
1.1368 |
1.0576 |
0.0792 |
7.2% |
0.0123 |
1.1% |
57% |
False |
False |
69,871 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0117 |
1.1% |
70% |
False |
False |
46,627 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0106 |
1.0% |
70% |
False |
False |
34,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1624 |
|
2.618 |
1.1424 |
|
1.618 |
1.1302 |
|
1.000 |
1.1227 |
|
0.618 |
1.1180 |
|
HIGH |
1.1105 |
|
0.618 |
1.1058 |
|
0.500 |
1.1044 |
|
0.382 |
1.1030 |
|
LOW |
1.0983 |
|
0.618 |
1.0908 |
|
1.000 |
1.0861 |
|
1.618 |
1.0786 |
|
2.618 |
1.0664 |
|
4.250 |
1.0465 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1044 |
1.1030 |
| PP |
1.1039 |
1.1029 |
| S1 |
1.1035 |
1.1029 |
|