CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0962 |
1.1162 |
0.0200 |
1.8% |
1.0935 |
| High |
1.1178 |
1.1341 |
0.0163 |
1.5% |
1.1178 |
| Low |
1.0951 |
1.1143 |
0.0192 |
1.8% |
1.0812 |
| Close |
1.1129 |
1.1146 |
0.0017 |
0.2% |
1.1129 |
| Range |
0.0227 |
0.0198 |
-0.0029 |
-12.8% |
0.0366 |
| ATR |
0.0126 |
0.0132 |
0.0006 |
4.8% |
0.0000 |
| Volume |
118,866 |
118,521 |
-345 |
-0.3% |
420,180 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1804 |
1.1673 |
1.1255 |
|
| R3 |
1.1606 |
1.1475 |
1.1200 |
|
| R2 |
1.1408 |
1.1408 |
1.1182 |
|
| R1 |
1.1277 |
1.1277 |
1.1164 |
1.1244 |
| PP |
1.1210 |
1.1210 |
1.1210 |
1.1193 |
| S1 |
1.1079 |
1.1079 |
1.1128 |
1.1046 |
| S2 |
1.1012 |
1.1012 |
1.1110 |
|
| S3 |
1.0814 |
1.0881 |
1.1092 |
|
| S4 |
1.0616 |
1.0683 |
1.1037 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2138 |
1.1999 |
1.1330 |
|
| R3 |
1.1772 |
1.1633 |
1.1230 |
|
| R2 |
1.1406 |
1.1406 |
1.1196 |
|
| R1 |
1.1267 |
1.1267 |
1.1163 |
1.1337 |
| PP |
1.1040 |
1.1040 |
1.1040 |
1.1074 |
| S1 |
1.0901 |
1.0901 |
1.1095 |
1.0971 |
| S2 |
1.0674 |
1.0674 |
1.1062 |
|
| S3 |
1.0308 |
1.0535 |
1.1028 |
|
| S4 |
0.9942 |
1.0169 |
1.0928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1341 |
1.0863 |
0.0478 |
4.3% |
0.0170 |
1.5% |
59% |
True |
False |
93,247 |
| 10 |
1.1341 |
1.0812 |
0.0529 |
4.7% |
0.0145 |
1.3% |
63% |
True |
False |
93,892 |
| 20 |
1.1341 |
1.0705 |
0.0636 |
5.7% |
0.0130 |
1.2% |
69% |
True |
False |
61,769 |
| 40 |
1.1341 |
1.0244 |
0.1097 |
9.8% |
0.0115 |
1.0% |
82% |
True |
False |
30,982 |
| 60 |
1.1341 |
1.0244 |
0.1097 |
9.8% |
0.0106 |
1.0% |
82% |
True |
False |
20,686 |
| 80 |
1.1341 |
1.0186 |
0.1155 |
10.4% |
0.0087 |
0.8% |
83% |
True |
False |
15,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2183 |
|
2.618 |
1.1859 |
|
1.618 |
1.1661 |
|
1.000 |
1.1539 |
|
0.618 |
1.1463 |
|
HIGH |
1.1341 |
|
0.618 |
1.1265 |
|
0.500 |
1.1242 |
|
0.382 |
1.1219 |
|
LOW |
1.1143 |
|
0.618 |
1.1021 |
|
1.000 |
1.0945 |
|
1.618 |
1.0823 |
|
2.618 |
1.0625 |
|
4.250 |
1.0302 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1242 |
1.1141 |
| PP |
1.1210 |
1.1135 |
| S1 |
1.1178 |
1.1130 |
|