CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0898 |
1.0921 |
0.0023 |
0.2% |
1.1209 |
| High |
1.0956 |
1.0978 |
0.0022 |
0.2% |
1.1330 |
| Low |
1.0888 |
1.0901 |
0.0013 |
0.1% |
1.1005 |
| Close |
1.0910 |
1.0915 |
0.0005 |
0.0% |
1.1064 |
| Range |
0.0068 |
0.0077 |
0.0009 |
13.2% |
0.0325 |
| ATR |
0.0142 |
0.0138 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
67,017 |
41,813 |
-25,204 |
-37.6% |
437,052 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1116 |
1.0957 |
|
| R3 |
1.1085 |
1.1039 |
1.0936 |
|
| R2 |
1.1008 |
1.1008 |
1.0929 |
|
| R1 |
1.0962 |
1.0962 |
1.0922 |
1.0947 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0924 |
| S1 |
1.0885 |
1.0885 |
1.0908 |
1.0870 |
| S2 |
1.0854 |
1.0854 |
1.0901 |
|
| S3 |
1.0777 |
1.0808 |
1.0894 |
|
| S4 |
1.0700 |
1.0731 |
1.0873 |
|
|
| 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 |
1.1260 |
1.0888 |
0.0372 |
3.4% |
0.0121 |
1.1% |
7% |
False |
False |
65,727 |
| 10 |
1.1405 |
1.0888 |
0.0517 |
4.7% |
0.0128 |
1.2% |
5% |
False |
False |
73,082 |
| 20 |
1.1789 |
1.0888 |
0.0901 |
8.3% |
0.0162 |
1.5% |
3% |
False |
False |
39,776 |
| 40 |
1.1789 |
1.0888 |
0.0901 |
8.3% |
0.0122 |
1.1% |
3% |
False |
False |
20,012 |
| 60 |
1.1789 |
1.0847 |
0.0942 |
8.6% |
0.0106 |
1.0% |
7% |
False |
False |
13,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1305 |
|
2.618 |
1.1180 |
|
1.618 |
1.1103 |
|
1.000 |
1.1055 |
|
0.618 |
1.1026 |
|
HIGH |
1.0978 |
|
0.618 |
1.0949 |
|
0.500 |
1.0940 |
|
0.382 |
1.0930 |
|
LOW |
1.0901 |
|
0.618 |
1.0853 |
|
1.000 |
1.0824 |
|
1.618 |
1.0776 |
|
2.618 |
1.0699 |
|
4.250 |
1.0574 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0940 |
1.0941 |
| PP |
1.0931 |
1.0932 |
| S1 |
1.0923 |
1.0924 |
|