CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0858 |
1.0844 |
-0.0014 |
-0.1% |
1.0998 |
| High |
1.0923 |
1.0907 |
-0.0016 |
-0.1% |
1.1105 |
| Low |
1.0838 |
1.0834 |
-0.0004 |
0.0% |
1.0857 |
| Close |
1.0844 |
1.0898 |
0.0054 |
0.5% |
1.0858 |
| Range |
0.0085 |
0.0073 |
-0.0012 |
-14.1% |
0.0248 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
92,601 |
82,731 |
-9,870 |
-10.7% |
450,258 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1071 |
1.0938 |
|
| R3 |
1.1026 |
1.0998 |
1.0918 |
|
| R2 |
1.0953 |
1.0953 |
1.0911 |
|
| R1 |
1.0925 |
1.0925 |
1.0905 |
1.0939 |
| PP |
1.0880 |
1.0880 |
1.0880 |
1.0887 |
| S1 |
1.0852 |
1.0852 |
1.0891 |
1.0866 |
| S2 |
1.0807 |
1.0807 |
1.0885 |
|
| S3 |
1.0734 |
1.0779 |
1.0878 |
|
| S4 |
1.0661 |
1.0706 |
1.0858 |
|
|
| 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 |
1.1055 |
1.0834 |
0.0221 |
2.0% |
0.0094 |
0.9% |
29% |
False |
True |
89,917 |
| 10 |
1.1261 |
1.0834 |
0.0427 |
3.9% |
0.0111 |
1.0% |
15% |
False |
True |
98,893 |
| 20 |
1.1368 |
1.0834 |
0.0534 |
4.9% |
0.0117 |
1.1% |
12% |
False |
True |
95,201 |
| 40 |
1.1368 |
1.0710 |
0.0658 |
6.0% |
0.0124 |
1.1% |
29% |
False |
False |
81,033 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.3% |
0.0116 |
1.1% |
58% |
False |
False |
54,101 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.3% |
0.0109 |
1.0% |
58% |
False |
False |
40,599 |
| 100 |
1.1368 |
1.0186 |
0.1182 |
10.8% |
0.0094 |
0.9% |
60% |
False |
False |
32,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1217 |
|
2.618 |
1.1098 |
|
1.618 |
1.1025 |
|
1.000 |
1.0980 |
|
0.618 |
1.0952 |
|
HIGH |
1.0907 |
|
0.618 |
1.0879 |
|
0.500 |
1.0871 |
|
0.382 |
1.0862 |
|
LOW |
1.0834 |
|
0.618 |
1.0789 |
|
1.000 |
1.0761 |
|
1.618 |
1.0716 |
|
2.618 |
1.0643 |
|
4.250 |
1.0524 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0897 |
| PP |
1.0880 |
1.0897 |
| S1 |
1.0871 |
1.0896 |
|