CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1158 |
1.1140 |
-0.0018 |
-0.2% |
1.1086 |
| High |
1.1195 |
1.1171 |
-0.0024 |
-0.2% |
1.1453 |
| Low |
1.1117 |
1.1070 |
-0.0047 |
-0.4% |
1.1030 |
| Close |
1.1124 |
1.1123 |
-0.0001 |
0.0% |
1.1219 |
| Range |
0.0078 |
0.0101 |
0.0023 |
29.5% |
0.0423 |
| ATR |
0.0140 |
0.0138 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
90,447 |
67,744 |
-22,703 |
-25.1% |
180,711 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1424 |
1.1375 |
1.1179 |
|
| R3 |
1.1323 |
1.1274 |
1.1151 |
|
| R2 |
1.1222 |
1.1222 |
1.1142 |
|
| R1 |
1.1173 |
1.1173 |
1.1132 |
1.1147 |
| PP |
1.1121 |
1.1121 |
1.1121 |
1.1109 |
| S1 |
1.1072 |
1.1072 |
1.1114 |
1.1046 |
| S2 |
1.1020 |
1.1020 |
1.1104 |
|
| S3 |
1.0919 |
1.0971 |
1.1095 |
|
| S4 |
1.0818 |
1.0870 |
1.1067 |
|
|
| 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 |
1.1344 |
1.1070 |
0.0274 |
2.5% |
0.0136 |
1.2% |
19% |
False |
True |
82,578 |
| 10 |
1.1453 |
1.1024 |
0.0429 |
3.9% |
0.0166 |
1.5% |
23% |
False |
False |
52,015 |
| 20 |
1.1789 |
1.1024 |
0.0765 |
6.9% |
0.0150 |
1.4% |
13% |
False |
False |
26,771 |
| 40 |
1.1789 |
1.0847 |
0.0942 |
8.5% |
0.0114 |
1.0% |
29% |
False |
False |
13,493 |
| 60 |
1.1789 |
1.0847 |
0.0942 |
8.5% |
0.0104 |
0.9% |
29% |
False |
False |
9,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1600 |
|
2.618 |
1.1435 |
|
1.618 |
1.1334 |
|
1.000 |
1.1272 |
|
0.618 |
1.1233 |
|
HIGH |
1.1171 |
|
0.618 |
1.1132 |
|
0.500 |
1.1121 |
|
0.382 |
1.1109 |
|
LOW |
1.1070 |
|
0.618 |
1.1008 |
|
1.000 |
1.0969 |
|
1.618 |
1.0907 |
|
2.618 |
1.0806 |
|
4.250 |
1.0641 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1122 |
1.1181 |
| PP |
1.1121 |
1.1162 |
| S1 |
1.1121 |
1.1142 |
|