CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1277 |
1.1158 |
-0.0119 |
-1.1% |
1.1086 |
| High |
1.1292 |
1.1195 |
-0.0097 |
-0.9% |
1.1453 |
| Low |
1.1123 |
1.1117 |
-0.0006 |
-0.1% |
1.1030 |
| Close |
1.1149 |
1.1124 |
-0.0025 |
-0.2% |
1.1219 |
| Range |
0.0169 |
0.0078 |
-0.0091 |
-53.8% |
0.0423 |
| ATR |
0.0145 |
0.0140 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
71,251 |
90,447 |
19,196 |
26.9% |
180,711 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1379 |
1.1330 |
1.1167 |
|
| R3 |
1.1301 |
1.1252 |
1.1145 |
|
| R2 |
1.1223 |
1.1223 |
1.1138 |
|
| R1 |
1.1174 |
1.1174 |
1.1131 |
1.1160 |
| PP |
1.1145 |
1.1145 |
1.1145 |
1.1138 |
| S1 |
1.1096 |
1.1096 |
1.1117 |
1.1082 |
| S2 |
1.1067 |
1.1067 |
1.1110 |
|
| S3 |
1.0989 |
1.1018 |
1.1103 |
|
| S4 |
1.0911 |
1.0940 |
1.1081 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2503 |
1.2284 |
1.1452 |
|
| R3 |
1.2080 |
1.1861 |
1.1335 |
|
| R2 |
1.1657 |
1.1657 |
1.1297 |
|
| R1 |
1.1438 |
1.1438 |
1.1258 |
1.1548 |
| PP |
1.1234 |
1.1234 |
1.1234 |
1.1289 |
| S1 |
1.1015 |
1.1015 |
1.1180 |
1.1125 |
| S2 |
1.0811 |
1.0811 |
1.1141 |
|
| S3 |
1.0388 |
1.0592 |
1.1103 |
|
| S4 |
0.9965 |
1.0169 |
1.0986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1405 |
1.1117 |
0.0288 |
2.6% |
0.0134 |
1.2% |
2% |
False |
True |
80,437 |
| 10 |
1.1453 |
1.1024 |
0.0429 |
3.9% |
0.0168 |
1.5% |
23% |
False |
False |
45,480 |
| 20 |
1.1789 |
1.1024 |
0.0765 |
6.9% |
0.0148 |
1.3% |
13% |
False |
False |
23,399 |
| 40 |
1.1789 |
1.0847 |
0.0942 |
8.5% |
0.0112 |
1.0% |
29% |
False |
False |
11,802 |
| 60 |
1.1789 |
1.0847 |
0.0942 |
8.5% |
0.0104 |
0.9% |
29% |
False |
False |
7,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1527 |
|
2.618 |
1.1399 |
|
1.618 |
1.1321 |
|
1.000 |
1.1273 |
|
0.618 |
1.1243 |
|
HIGH |
1.1195 |
|
0.618 |
1.1165 |
|
0.500 |
1.1156 |
|
0.382 |
1.1147 |
|
LOW |
1.1117 |
|
0.618 |
1.1069 |
|
1.000 |
1.1039 |
|
1.618 |
1.0991 |
|
2.618 |
1.0913 |
|
4.250 |
1.0786 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1156 |
1.1224 |
| PP |
1.1145 |
1.1190 |
| S1 |
1.1135 |
1.1157 |
|