CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1173 |
1.1268 |
0.0095 |
0.9% |
1.1162 |
| High |
1.1289 |
1.1368 |
0.0079 |
0.7% |
1.1341 |
| Low |
1.1158 |
1.1189 |
0.0031 |
0.3% |
1.1065 |
| Close |
1.1265 |
1.1288 |
0.0023 |
0.2% |
1.1163 |
| Range |
0.0131 |
0.0179 |
0.0048 |
36.6% |
0.0276 |
| ATR |
0.0127 |
0.0130 |
0.0004 |
3.0% |
0.0000 |
| Volume |
52,688 |
87,266 |
34,578 |
65.6% |
493,496 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1819 |
1.1732 |
1.1386 |
|
| R3 |
1.1640 |
1.1553 |
1.1337 |
|
| R2 |
1.1461 |
1.1461 |
1.1321 |
|
| R1 |
1.1374 |
1.1374 |
1.1304 |
1.1418 |
| PP |
1.1282 |
1.1282 |
1.1282 |
1.1303 |
| S1 |
1.1195 |
1.1195 |
1.1272 |
1.1239 |
| S2 |
1.1103 |
1.1103 |
1.1255 |
|
| S3 |
1.0924 |
1.1016 |
1.1239 |
|
| S4 |
1.0745 |
1.0837 |
1.1190 |
|
|
| 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 |
1.1368 |
1.1095 |
0.0273 |
2.4% |
0.0129 |
1.1% |
71% |
True |
False |
87,913 |
| 10 |
1.1368 |
1.0919 |
0.0449 |
4.0% |
0.0145 |
1.3% |
82% |
True |
False |
94,950 |
| 20 |
1.1368 |
1.0812 |
0.0556 |
4.9% |
0.0136 |
1.2% |
86% |
True |
False |
91,228 |
| 40 |
1.1368 |
1.0351 |
0.1017 |
9.0% |
0.0118 |
1.0% |
92% |
True |
False |
46,891 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.0% |
0.0108 |
1.0% |
93% |
True |
False |
31,293 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.0% |
0.0097 |
0.9% |
93% |
True |
False |
23,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2129 |
|
2.618 |
1.1837 |
|
1.618 |
1.1658 |
|
1.000 |
1.1547 |
|
0.618 |
1.1479 |
|
HIGH |
1.1368 |
|
0.618 |
1.1300 |
|
0.500 |
1.1279 |
|
0.382 |
1.1257 |
|
LOW |
1.1189 |
|
0.618 |
1.1078 |
|
1.000 |
1.1010 |
|
1.618 |
1.0899 |
|
2.618 |
1.0720 |
|
4.250 |
1.0428 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1285 |
1.1273 |
| PP |
1.1282 |
1.1258 |
| S1 |
1.1279 |
1.1243 |
|