CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0955 |
1.0858 |
-0.0097 |
-0.9% |
1.0998 |
| High |
1.0958 |
1.0923 |
-0.0035 |
-0.3% |
1.1105 |
| Low |
1.0857 |
1.0838 |
-0.0019 |
-0.2% |
1.0857 |
| Close |
1.0858 |
1.0844 |
-0.0014 |
-0.1% |
1.0858 |
| Range |
0.0101 |
0.0085 |
-0.0016 |
-15.8% |
0.0248 |
| ATR |
0.0122 |
0.0119 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
95,106 |
92,601 |
-2,505 |
-2.6% |
450,258 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1123 |
1.1069 |
1.0891 |
|
| R3 |
1.1038 |
1.0984 |
1.0867 |
|
| R2 |
1.0953 |
1.0953 |
1.0860 |
|
| R1 |
1.0899 |
1.0899 |
1.0852 |
1.0884 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0861 |
| S1 |
1.0814 |
1.0814 |
1.0836 |
1.0799 |
| S2 |
1.0783 |
1.0783 |
1.0828 |
|
| S3 |
1.0698 |
1.0729 |
1.0821 |
|
| S4 |
1.0613 |
1.0644 |
1.0797 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1684 |
1.1519 |
1.0994 |
|
| R3 |
1.1436 |
1.1271 |
1.0926 |
|
| R2 |
1.1188 |
1.1188 |
1.0903 |
|
| R1 |
1.1023 |
1.1023 |
1.0881 |
1.0982 |
| PP |
1.0940 |
1.0940 |
1.0940 |
1.0919 |
| S1 |
1.0775 |
1.0775 |
1.0835 |
1.0734 |
| S2 |
1.0692 |
1.0692 |
1.0813 |
|
| S3 |
1.0444 |
1.0527 |
1.0790 |
|
| S4 |
1.0196 |
1.0279 |
1.0722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1105 |
1.0838 |
0.0267 |
2.5% |
0.0104 |
1.0% |
2% |
False |
True |
88,172 |
| 10 |
1.1261 |
1.0838 |
0.0423 |
3.9% |
0.0113 |
1.0% |
1% |
False |
True |
97,108 |
| 20 |
1.1368 |
1.0838 |
0.0530 |
4.9% |
0.0119 |
1.1% |
1% |
False |
True |
96,208 |
| 40 |
1.1368 |
1.0705 |
0.0663 |
6.1% |
0.0124 |
1.1% |
21% |
False |
False |
78,988 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.4% |
0.0116 |
1.1% |
53% |
False |
False |
52,724 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.4% |
0.0109 |
1.0% |
53% |
False |
False |
39,566 |
| 100 |
1.1368 |
1.0186 |
0.1182 |
10.9% |
0.0094 |
0.9% |
56% |
False |
False |
31,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1284 |
|
2.618 |
1.1146 |
|
1.618 |
1.1061 |
|
1.000 |
1.1008 |
|
0.618 |
1.0976 |
|
HIGH |
1.0923 |
|
0.618 |
1.0891 |
|
0.500 |
1.0881 |
|
0.382 |
1.0870 |
|
LOW |
1.0838 |
|
0.618 |
1.0785 |
|
1.000 |
1.0753 |
|
1.618 |
1.0700 |
|
2.618 |
1.0615 |
|
4.250 |
1.0477 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0881 |
1.0929 |
| PP |
1.0868 |
1.0901 |
| S1 |
1.0856 |
1.0872 |
|