CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0935 |
1.0881 |
-0.0054 |
-0.5% |
1.1063 |
| High |
1.0959 |
1.1004 |
0.0045 |
0.4% |
1.1104 |
| Low |
1.0812 |
1.0863 |
0.0051 |
0.5% |
1.0919 |
| Close |
1.0860 |
1.0965 |
0.0105 |
1.0% |
1.0950 |
| Range |
0.0147 |
0.0141 |
-0.0006 |
-4.1% |
0.0185 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
2.0% |
0.0000 |
| Volume |
72,465 |
80,088 |
7,623 |
10.5% |
514,471 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1367 |
1.1307 |
1.1043 |
|
| R3 |
1.1226 |
1.1166 |
1.1004 |
|
| R2 |
1.1085 |
1.1085 |
1.0991 |
|
| R1 |
1.1025 |
1.1025 |
1.0978 |
1.1055 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0959 |
| S1 |
1.0884 |
1.0884 |
1.0952 |
1.0914 |
| S2 |
1.0803 |
1.0803 |
1.0939 |
|
| S3 |
1.0662 |
1.0743 |
1.0926 |
|
| S4 |
1.0521 |
1.0602 |
1.0887 |
|
|
| 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 |
1.0812 |
0.0292 |
2.7% |
0.0127 |
1.2% |
52% |
False |
False |
93,851 |
| 10 |
1.1104 |
1.0806 |
0.0298 |
2.7% |
0.0126 |
1.1% |
53% |
False |
False |
82,832 |
| 20 |
1.1104 |
1.0576 |
0.0528 |
4.8% |
0.0112 |
1.0% |
74% |
False |
False |
42,569 |
| 40 |
1.1104 |
1.0244 |
0.0860 |
7.8% |
0.0109 |
1.0% |
84% |
False |
False |
21,355 |
| 60 |
1.1104 |
1.0244 |
0.0860 |
7.8% |
0.0097 |
0.9% |
84% |
False |
False |
14,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1603 |
|
2.618 |
1.1373 |
|
1.618 |
1.1232 |
|
1.000 |
1.1145 |
|
0.618 |
1.1091 |
|
HIGH |
1.1004 |
|
0.618 |
1.0950 |
|
0.500 |
1.0934 |
|
0.382 |
1.0917 |
|
LOW |
1.0863 |
|
0.618 |
1.0776 |
|
1.000 |
1.0722 |
|
1.618 |
1.0635 |
|
2.618 |
1.0494 |
|
4.250 |
1.0264 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0955 |
1.0946 |
| PP |
1.0944 |
1.0927 |
| S1 |
1.0934 |
1.0908 |
|