CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1133 |
1.0973 |
-0.0160 |
-1.4% |
1.1209 |
| High |
1.1260 |
1.0994 |
-0.0266 |
-2.4% |
1.1330 |
| Low |
1.1005 |
1.0888 |
-0.0117 |
-1.1% |
1.1005 |
| Close |
1.1064 |
1.0900 |
-0.0164 |
-1.5% |
1.1064 |
| Range |
0.0255 |
0.0106 |
-0.0149 |
-58.4% |
0.0325 |
| ATR |
0.0146 |
0.0148 |
0.0002 |
1.5% |
0.0000 |
| Volume |
99,801 |
52,261 |
-47,540 |
-47.6% |
437,052 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1245 |
1.1179 |
1.0958 |
|
| R3 |
1.1139 |
1.1073 |
1.0929 |
|
| R2 |
1.1033 |
1.1033 |
1.0919 |
|
| R1 |
1.0967 |
1.0967 |
1.0910 |
1.0947 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0918 |
| S1 |
1.0861 |
1.0861 |
1.0890 |
1.0841 |
| S2 |
1.0821 |
1.0821 |
1.0881 |
|
| S3 |
1.0715 |
1.0755 |
1.0871 |
|
| S4 |
1.0609 |
1.0649 |
1.0842 |
|
|
| 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 |
1.1292 |
1.0888 |
0.0404 |
3.7% |
0.0142 |
1.3% |
3% |
False |
True |
76,300 |
| 10 |
1.1453 |
1.0888 |
0.0565 |
5.2% |
0.0147 |
1.3% |
2% |
False |
True |
66,085 |
| 20 |
1.1789 |
1.0888 |
0.0901 |
8.3% |
0.0162 |
1.5% |
1% |
False |
True |
34,354 |
| 40 |
1.1789 |
1.0847 |
0.0942 |
8.6% |
0.0121 |
1.1% |
6% |
False |
False |
17,293 |
| 60 |
1.1789 |
1.0847 |
0.0942 |
8.6% |
0.0107 |
1.0% |
6% |
False |
False |
11,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1445 |
|
2.618 |
1.1272 |
|
1.618 |
1.1166 |
|
1.000 |
1.1100 |
|
0.618 |
1.1060 |
|
HIGH |
1.0994 |
|
0.618 |
1.0954 |
|
0.500 |
1.0941 |
|
0.382 |
1.0928 |
|
LOW |
1.0888 |
|
0.618 |
1.0822 |
|
1.000 |
1.0782 |
|
1.618 |
1.0716 |
|
2.618 |
1.0610 |
|
4.250 |
1.0438 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.1074 |
| PP |
1.0927 |
1.1016 |
| S1 |
1.0914 |
1.0958 |
|