CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1005 |
1.0986 |
-0.0019 |
-0.2% |
1.1063 |
| High |
1.1053 |
1.0992 |
-0.0061 |
-0.6% |
1.1104 |
| Low |
1.0919 |
1.0930 |
0.0011 |
0.1% |
1.0919 |
| Close |
1.0976 |
1.0950 |
-0.0026 |
-0.2% |
1.0950 |
| Range |
0.0134 |
0.0062 |
-0.0072 |
-53.7% |
0.0185 |
| ATR |
0.0114 |
0.0110 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
138,487 |
94,362 |
-44,125 |
-31.9% |
514,471 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1143 |
1.1109 |
1.0984 |
|
| R3 |
1.1081 |
1.1047 |
1.0967 |
|
| R2 |
1.1019 |
1.1019 |
1.0961 |
|
| R1 |
1.0985 |
1.0985 |
1.0956 |
1.0971 |
| PP |
1.0957 |
1.0957 |
1.0957 |
1.0951 |
| S1 |
1.0923 |
1.0923 |
1.0944 |
1.0909 |
| S2 |
1.0895 |
1.0895 |
1.0939 |
|
| S3 |
1.0833 |
1.0861 |
1.0933 |
|
| S4 |
1.0771 |
1.0799 |
1.0916 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1433 |
1.1052 |
|
| R3 |
1.1361 |
1.1248 |
1.1001 |
|
| R2 |
1.1176 |
1.1176 |
1.0984 |
|
| R1 |
1.1063 |
1.1063 |
1.0967 |
1.1027 |
| PP |
1.0991 |
1.0991 |
1.0991 |
1.0973 |
| S1 |
1.0878 |
1.0878 |
1.0933 |
1.0842 |
| S2 |
1.0806 |
1.0806 |
1.0916 |
|
| S3 |
1.0621 |
1.0693 |
1.0899 |
|
| S4 |
1.0436 |
1.0508 |
1.0848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1104 |
1.0919 |
0.0185 |
1.7% |
0.0113 |
1.0% |
17% |
False |
False |
102,894 |
| 10 |
1.1104 |
1.0727 |
0.0377 |
3.4% |
0.0123 |
1.1% |
59% |
False |
False |
68,688 |
| 20 |
1.1104 |
1.0533 |
0.0571 |
5.2% |
0.0107 |
1.0% |
73% |
False |
False |
34,966 |
| 40 |
1.1104 |
1.0244 |
0.0860 |
7.9% |
0.0104 |
0.9% |
82% |
False |
False |
17,545 |
| 60 |
1.1104 |
1.0244 |
0.0860 |
7.9% |
0.0094 |
0.9% |
82% |
False |
False |
11,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1256 |
|
2.618 |
1.1154 |
|
1.618 |
1.1092 |
|
1.000 |
1.1054 |
|
0.618 |
1.1030 |
|
HIGH |
1.0992 |
|
0.618 |
1.0968 |
|
0.500 |
1.0961 |
|
0.382 |
1.0954 |
|
LOW |
1.0930 |
|
0.618 |
1.0892 |
|
1.000 |
1.0868 |
|
1.618 |
1.0830 |
|
2.618 |
1.0768 |
|
4.250 |
1.0667 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0961 |
1.1012 |
| PP |
1.0957 |
1.0991 |
| S1 |
1.0954 |
1.0971 |
|