CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0979 |
1.0939 |
-0.0040 |
-0.4% |
1.1063 |
| High |
1.1058 |
1.1074 |
0.0016 |
0.1% |
1.1104 |
| Low |
1.0930 |
1.0919 |
-0.0011 |
-0.1% |
1.0919 |
| Close |
1.0974 |
1.0959 |
-0.0015 |
-0.1% |
1.0950 |
| Range |
0.0128 |
0.0155 |
0.0027 |
21.1% |
0.0185 |
| ATR |
0.0116 |
0.0119 |
0.0003 |
2.4% |
0.0000 |
| Volume |
73,439 |
75,322 |
1,883 |
2.6% |
514,471 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1449 |
1.1359 |
1.1044 |
|
| R3 |
1.1294 |
1.1204 |
1.1002 |
|
| R2 |
1.1139 |
1.1139 |
1.0987 |
|
| R1 |
1.1049 |
1.1049 |
1.0973 |
1.1094 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.1007 |
| S1 |
1.0894 |
1.0894 |
1.0945 |
1.0939 |
| S2 |
1.0829 |
1.0829 |
1.0931 |
|
| S3 |
1.0674 |
1.0739 |
1.0916 |
|
| S4 |
1.0519 |
1.0584 |
1.0874 |
|
|
| 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 |
1.1074 |
1.0812 |
0.0262 |
2.4% |
0.0127 |
1.2% |
56% |
True |
False |
79,135 |
| 10 |
1.1104 |
1.0812 |
0.0292 |
2.7% |
0.0132 |
1.2% |
50% |
False |
False |
89,472 |
| 20 |
1.1104 |
1.0614 |
0.0490 |
4.5% |
0.0119 |
1.1% |
70% |
False |
False |
49,969 |
| 40 |
1.1104 |
1.0244 |
0.0860 |
7.8% |
0.0110 |
1.0% |
83% |
False |
False |
25,062 |
| 60 |
1.1104 |
1.0244 |
0.0860 |
7.8% |
0.0100 |
0.9% |
83% |
False |
False |
16,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1733 |
|
2.618 |
1.1480 |
|
1.618 |
1.1325 |
|
1.000 |
1.1229 |
|
0.618 |
1.1170 |
|
HIGH |
1.1074 |
|
0.618 |
1.1015 |
|
0.500 |
1.0997 |
|
0.382 |
1.0978 |
|
LOW |
1.0919 |
|
0.618 |
1.0823 |
|
1.000 |
1.0764 |
|
1.618 |
1.0668 |
|
2.618 |
1.0513 |
|
4.250 |
1.0260 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0997 |
1.0969 |
| PP |
1.0984 |
1.0965 |
| S1 |
1.0972 |
1.0962 |
|