CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1140 |
1.1133 |
-0.0007 |
-0.1% |
1.1209 |
| High |
1.1171 |
1.1260 |
0.0089 |
0.8% |
1.1330 |
| Low |
1.1070 |
1.1005 |
-0.0065 |
-0.6% |
1.1005 |
| Close |
1.1123 |
1.1064 |
-0.0059 |
-0.5% |
1.1064 |
| Range |
0.0101 |
0.0255 |
0.0154 |
152.5% |
0.0325 |
| ATR |
0.0138 |
0.0146 |
0.0008 |
6.1% |
0.0000 |
| Volume |
67,744 |
99,801 |
32,057 |
47.3% |
437,052 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1875 |
1.1724 |
1.1204 |
|
| R3 |
1.1620 |
1.1469 |
1.1134 |
|
| R2 |
1.1365 |
1.1365 |
1.1111 |
|
| R1 |
1.1214 |
1.1214 |
1.1087 |
1.1162 |
| PP |
1.1110 |
1.1110 |
1.1110 |
1.1084 |
| S1 |
1.0959 |
1.0959 |
1.1041 |
1.0907 |
| S2 |
1.0855 |
1.0855 |
1.1017 |
|
| S3 |
1.0600 |
1.0704 |
1.0994 |
|
| S4 |
1.0345 |
1.0449 |
1.0924 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2108 |
1.1911 |
1.1243 |
|
| R3 |
1.1783 |
1.1586 |
1.1153 |
|
| R2 |
1.1458 |
1.1458 |
1.1124 |
|
| R1 |
1.1261 |
1.1261 |
1.1094 |
1.1197 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1101 |
| S1 |
1.0936 |
1.0936 |
1.1034 |
1.0872 |
| S2 |
1.0808 |
1.0808 |
1.1004 |
|
| S3 |
1.0483 |
1.0611 |
1.0975 |
|
| S4 |
1.0158 |
1.0286 |
1.0885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1330 |
1.1005 |
0.0325 |
2.9% |
0.0146 |
1.3% |
18% |
False |
True |
87,410 |
| 10 |
1.1453 |
1.1005 |
0.0448 |
4.0% |
0.0157 |
1.4% |
13% |
False |
True |
61,776 |
| 20 |
1.1789 |
1.1005 |
0.0784 |
7.1% |
0.0159 |
1.4% |
8% |
False |
True |
31,756 |
| 40 |
1.1789 |
1.0847 |
0.0942 |
8.5% |
0.0119 |
1.1% |
23% |
False |
False |
15,988 |
| 60 |
1.1789 |
1.0847 |
0.0942 |
8.5% |
0.0107 |
1.0% |
23% |
False |
False |
10,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2344 |
|
2.618 |
1.1928 |
|
1.618 |
1.1673 |
|
1.000 |
1.1515 |
|
0.618 |
1.1418 |
|
HIGH |
1.1260 |
|
0.618 |
1.1163 |
|
0.500 |
1.1133 |
|
0.382 |
1.1102 |
|
LOW |
1.1005 |
|
0.618 |
1.0847 |
|
1.000 |
1.0750 |
|
1.618 |
1.0592 |
|
2.618 |
1.0337 |
|
4.250 |
0.9921 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1133 |
1.1133 |
| PP |
1.1110 |
1.1110 |
| S1 |
1.1087 |
1.1087 |
|