CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0898 |
1.1029 |
0.0131 |
1.2% |
1.0998 |
| High |
1.1046 |
1.1084 |
0.0038 |
0.3% |
1.1105 |
| Low |
1.0894 |
1.0916 |
0.0022 |
0.2% |
1.0857 |
| Close |
1.1016 |
1.0928 |
-0.0088 |
-0.8% |
1.0858 |
| Range |
0.0152 |
0.0168 |
0.0016 |
10.5% |
0.0248 |
| ATR |
0.0118 |
0.0122 |
0.0004 |
3.0% |
0.0000 |
| Volume |
85,119 |
120,764 |
35,645 |
41.9% |
450,258 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1480 |
1.1372 |
1.1020 |
|
| R3 |
1.1312 |
1.1204 |
1.0974 |
|
| R2 |
1.1144 |
1.1144 |
1.0959 |
|
| R1 |
1.1036 |
1.1036 |
1.0943 |
1.1006 |
| PP |
1.0976 |
1.0976 |
1.0976 |
1.0961 |
| S1 |
1.0868 |
1.0868 |
1.0913 |
1.0838 |
| S2 |
1.0808 |
1.0808 |
1.0897 |
|
| S3 |
1.0640 |
1.0700 |
1.0882 |
|
| S4 |
1.0472 |
1.0532 |
1.0836 |
|
|
| 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 |
1.1084 |
1.0834 |
0.0250 |
2.3% |
0.0116 |
1.1% |
38% |
True |
False |
95,264 |
| 10 |
1.1105 |
1.0834 |
0.0271 |
2.5% |
0.0110 |
1.0% |
35% |
False |
False |
96,986 |
| 20 |
1.1368 |
1.0834 |
0.0534 |
4.9% |
0.0122 |
1.1% |
18% |
False |
False |
95,797 |
| 40 |
1.1368 |
1.0727 |
0.0641 |
5.9% |
0.0127 |
1.2% |
31% |
False |
False |
86,046 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.3% |
0.0118 |
1.1% |
61% |
False |
False |
57,531 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.3% |
0.0109 |
1.0% |
61% |
False |
False |
43,172 |
| 100 |
1.1368 |
1.0186 |
0.1182 |
10.8% |
0.0098 |
0.9% |
63% |
False |
False |
34,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1798 |
|
2.618 |
1.1524 |
|
1.618 |
1.1356 |
|
1.000 |
1.1252 |
|
0.618 |
1.1188 |
|
HIGH |
1.1084 |
|
0.618 |
1.1020 |
|
0.500 |
1.1000 |
|
0.382 |
1.0980 |
|
LOW |
1.0916 |
|
0.618 |
1.0812 |
|
1.000 |
1.0748 |
|
1.618 |
1.0644 |
|
2.618 |
1.0476 |
|
4.250 |
1.0202 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1000 |
1.0959 |
| PP |
1.0976 |
1.0949 |
| S1 |
1.0952 |
1.0938 |
|