CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1182 |
1.1173 |
-0.0009 |
-0.1% |
1.1162 |
| High |
1.1191 |
1.1289 |
0.0098 |
0.9% |
1.1341 |
| Low |
1.1118 |
1.1158 |
0.0040 |
0.4% |
1.1065 |
| Close |
1.1177 |
1.1265 |
0.0088 |
0.8% |
1.1163 |
| Range |
0.0073 |
0.0131 |
0.0058 |
79.5% |
0.0276 |
| ATR |
0.0126 |
0.0127 |
0.0000 |
0.3% |
0.0000 |
| Volume |
121,864 |
52,688 |
-69,176 |
-56.8% |
493,496 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1630 |
1.1579 |
1.1337 |
|
| R3 |
1.1499 |
1.1448 |
1.1301 |
|
| R2 |
1.1368 |
1.1368 |
1.1289 |
|
| R1 |
1.1317 |
1.1317 |
1.1277 |
1.1343 |
| PP |
1.1237 |
1.1237 |
1.1237 |
1.1250 |
| S1 |
1.1186 |
1.1186 |
1.1253 |
1.1212 |
| S2 |
1.1106 |
1.1106 |
1.1241 |
|
| S3 |
1.0975 |
1.1055 |
1.1229 |
|
| S4 |
1.0844 |
1.0924 |
1.1193 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2018 |
1.1866 |
1.1315 |
|
| R3 |
1.1742 |
1.1590 |
1.1239 |
|
| R2 |
1.1466 |
1.1466 |
1.1214 |
|
| R1 |
1.1314 |
1.1314 |
1.1188 |
1.1390 |
| PP |
1.1190 |
1.1190 |
1.1190 |
1.1228 |
| S1 |
1.1038 |
1.1038 |
1.1138 |
1.1114 |
| S2 |
1.0914 |
1.0914 |
1.1112 |
|
| S3 |
1.0638 |
1.0762 |
1.1087 |
|
| S4 |
1.0362 |
1.0486 |
1.1011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1291 |
1.1065 |
0.0226 |
2.0% |
0.0120 |
1.1% |
88% |
False |
False |
89,332 |
| 10 |
1.1341 |
1.0919 |
0.0422 |
3.7% |
0.0140 |
1.2% |
82% |
False |
False |
93,567 |
| 20 |
1.1341 |
1.0806 |
0.0535 |
4.7% |
0.0133 |
1.2% |
86% |
False |
False |
88,200 |
| 40 |
1.1341 |
1.0329 |
0.1012 |
9.0% |
0.0117 |
1.0% |
92% |
False |
False |
44,712 |
| 60 |
1.1341 |
1.0244 |
0.1097 |
9.7% |
0.0106 |
0.9% |
93% |
False |
False |
29,839 |
| 80 |
1.1341 |
1.0244 |
0.1097 |
9.7% |
0.0096 |
0.9% |
93% |
False |
False |
22,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1846 |
|
2.618 |
1.1632 |
|
1.618 |
1.1501 |
|
1.000 |
1.1420 |
|
0.618 |
1.1370 |
|
HIGH |
1.1289 |
|
0.618 |
1.1239 |
|
0.500 |
1.1224 |
|
0.382 |
1.1208 |
|
LOW |
1.1158 |
|
0.618 |
1.1077 |
|
1.000 |
1.1027 |
|
1.618 |
1.0946 |
|
2.618 |
1.0815 |
|
4.250 |
1.0601 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1251 |
1.1245 |
| PP |
1.1237 |
1.1225 |
| S1 |
1.1224 |
1.1205 |
|