CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0907 |
1.1063 |
0.0156 |
1.4% |
1.0766 |
| High |
1.1092 |
1.1091 |
-0.0001 |
0.0% |
1.1092 |
| Low |
1.0903 |
1.0979 |
0.0076 |
0.7% |
1.0727 |
| Close |
1.1048 |
1.1003 |
-0.0045 |
-0.4% |
1.1048 |
| Range |
0.0189 |
0.0112 |
-0.0077 |
-40.7% |
0.0365 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.2% |
0.0000 |
| Volume |
78,939 |
114,249 |
35,310 |
44.7% |
170,259 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1360 |
1.1294 |
1.1065 |
|
| R3 |
1.1248 |
1.1182 |
1.1034 |
|
| R2 |
1.1136 |
1.1136 |
1.1024 |
|
| R1 |
1.1070 |
1.1070 |
1.1013 |
1.1047 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1013 |
| S1 |
1.0958 |
1.0958 |
1.0993 |
1.0935 |
| S2 |
1.0912 |
1.0912 |
1.0982 |
|
| S3 |
1.0800 |
1.0846 |
1.0972 |
|
| S4 |
1.0688 |
1.0734 |
1.0941 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2051 |
1.1914 |
1.1249 |
|
| R3 |
1.1686 |
1.1549 |
1.1148 |
|
| R2 |
1.1321 |
1.1321 |
1.1115 |
|
| R1 |
1.1184 |
1.1184 |
1.1081 |
1.1253 |
| PP |
1.0956 |
1.0956 |
1.0956 |
1.0990 |
| S1 |
1.0819 |
1.0819 |
1.1015 |
1.0888 |
| S2 |
1.0591 |
1.0591 |
1.0981 |
|
| S3 |
1.0226 |
1.0454 |
1.0948 |
|
| S4 |
0.9861 |
1.0089 |
1.0847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1092 |
1.0727 |
0.0365 |
3.3% |
0.0132 |
1.2% |
76% |
False |
False |
56,901 |
| 10 |
1.1092 |
1.0705 |
0.0387 |
3.5% |
0.0116 |
1.1% |
77% |
False |
False |
29,646 |
| 20 |
1.1092 |
1.0508 |
0.0584 |
5.3% |
0.0102 |
0.9% |
85% |
False |
False |
14,987 |
| 40 |
1.1092 |
1.0244 |
0.0848 |
7.7% |
0.0099 |
0.9% |
90% |
False |
False |
7,545 |
| 60 |
1.1092 |
1.0244 |
0.0848 |
7.7% |
0.0089 |
0.8% |
90% |
False |
False |
5,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1567 |
|
2.618 |
1.1384 |
|
1.618 |
1.1272 |
|
1.000 |
1.1203 |
|
0.618 |
1.1160 |
|
HIGH |
1.1091 |
|
0.618 |
1.1048 |
|
0.500 |
1.1035 |
|
0.382 |
1.1022 |
|
LOW |
1.0979 |
|
0.618 |
1.0910 |
|
1.000 |
1.0867 |
|
1.618 |
1.0798 |
|
2.618 |
1.0686 |
|
4.250 |
1.0503 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1035 |
1.0992 |
| PP |
1.1024 |
1.0980 |
| S1 |
1.1014 |
1.0969 |
|