CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0991 |
1.1005 |
0.0014 |
0.1% |
1.0766 |
| High |
1.1104 |
1.1053 |
-0.0051 |
-0.5% |
1.1092 |
| Low |
1.0951 |
1.0919 |
-0.0032 |
-0.3% |
1.0727 |
| Close |
1.1006 |
1.0976 |
-0.0030 |
-0.3% |
1.1048 |
| Range |
0.0153 |
0.0134 |
-0.0019 |
-12.4% |
0.0365 |
| ATR |
0.0112 |
0.0114 |
0.0002 |
1.4% |
0.0000 |
| Volume |
83,854 |
138,487 |
54,633 |
65.2% |
170,259 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1385 |
1.1314 |
1.1050 |
|
| R3 |
1.1251 |
1.1180 |
1.1013 |
|
| R2 |
1.1117 |
1.1117 |
1.1001 |
|
| R1 |
1.1046 |
1.1046 |
1.0988 |
1.1015 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0967 |
| S1 |
1.0912 |
1.0912 |
1.0964 |
1.0881 |
| S2 |
1.0849 |
1.0849 |
1.0951 |
|
| S3 |
1.0715 |
1.0778 |
1.0939 |
|
| S4 |
1.0581 |
1.0644 |
1.0902 |
|
|
| 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 |
1.1104 |
1.0903 |
0.0201 |
1.8% |
0.0138 |
1.3% |
36% |
False |
False |
99,809 |
| 10 |
1.1104 |
1.0727 |
0.0377 |
3.4% |
0.0126 |
1.2% |
66% |
False |
False |
59,602 |
| 20 |
1.1104 |
1.0533 |
0.0571 |
5.2% |
0.0108 |
1.0% |
78% |
False |
False |
30,257 |
| 40 |
1.1104 |
1.0244 |
0.0860 |
7.8% |
0.0104 |
0.9% |
85% |
False |
False |
15,186 |
| 60 |
1.1104 |
1.0244 |
0.0860 |
7.8% |
0.0094 |
0.9% |
85% |
False |
False |
10,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1623 |
|
2.618 |
1.1404 |
|
1.618 |
1.1270 |
|
1.000 |
1.1187 |
|
0.618 |
1.1136 |
|
HIGH |
1.1053 |
|
0.618 |
1.1002 |
|
0.500 |
1.0986 |
|
0.382 |
1.0970 |
|
LOW |
1.0919 |
|
0.618 |
1.0836 |
|
1.000 |
1.0785 |
|
1.618 |
1.0702 |
|
2.618 |
1.0568 |
|
4.250 |
1.0350 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0986 |
1.1012 |
| PP |
1.0983 |
1.1000 |
| S1 |
1.0979 |
1.0988 |
|