CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1162 |
1.1157 |
-0.0005 |
0.0% |
1.0935 |
| High |
1.1341 |
1.1164 |
-0.0177 |
-1.6% |
1.1178 |
| Low |
1.1143 |
1.1070 |
-0.0073 |
-0.7% |
1.0812 |
| Close |
1.1146 |
1.1094 |
-0.0052 |
-0.5% |
1.1129 |
| Range |
0.0198 |
0.0094 |
-0.0104 |
-52.5% |
0.0366 |
| ATR |
0.0132 |
0.0130 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
118,521 |
102,866 |
-15,655 |
-13.2% |
420,180 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1391 |
1.1337 |
1.1146 |
|
| R3 |
1.1297 |
1.1243 |
1.1120 |
|
| R2 |
1.1203 |
1.1203 |
1.1111 |
|
| R1 |
1.1149 |
1.1149 |
1.1103 |
1.1129 |
| PP |
1.1109 |
1.1109 |
1.1109 |
1.1100 |
| S1 |
1.1055 |
1.1055 |
1.1085 |
1.1035 |
| S2 |
1.1015 |
1.1015 |
1.1077 |
|
| S3 |
1.0921 |
1.0961 |
1.1068 |
|
| S4 |
1.0827 |
1.0867 |
1.1042 |
|
|
| 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 |
1.0919 |
0.0422 |
3.8% |
0.0160 |
1.4% |
41% |
False |
False |
97,802 |
| 10 |
1.1341 |
1.0812 |
0.0529 |
4.8% |
0.0144 |
1.3% |
53% |
False |
False |
95,827 |
| 20 |
1.1341 |
1.0710 |
0.0631 |
5.7% |
0.0130 |
1.2% |
61% |
False |
False |
66,865 |
| 40 |
1.1341 |
1.0244 |
0.1097 |
9.9% |
0.0115 |
1.0% |
77% |
False |
False |
33,551 |
| 60 |
1.1341 |
1.0244 |
0.1097 |
9.9% |
0.0106 |
1.0% |
77% |
False |
False |
22,399 |
| 80 |
1.1341 |
1.0186 |
0.1155 |
10.4% |
0.0089 |
0.8% |
79% |
False |
False |
16,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1564 |
|
2.618 |
1.1410 |
|
1.618 |
1.1316 |
|
1.000 |
1.1258 |
|
0.618 |
1.1222 |
|
HIGH |
1.1164 |
|
0.618 |
1.1128 |
|
0.500 |
1.1117 |
|
0.382 |
1.1106 |
|
LOW |
1.1070 |
|
0.618 |
1.1012 |
|
1.000 |
1.0976 |
|
1.618 |
1.0918 |
|
2.618 |
1.0824 |
|
4.250 |
1.0671 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1117 |
1.1146 |
| PP |
1.1109 |
1.1129 |
| S1 |
1.1102 |
1.1111 |
|