CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1268 |
1.1291 |
0.0023 |
0.2% |
1.1162 |
| High |
1.1368 |
1.1350 |
-0.0018 |
-0.2% |
1.1341 |
| Low |
1.1189 |
1.1276 |
0.0087 |
0.8% |
1.1065 |
| Close |
1.1288 |
1.1301 |
0.0013 |
0.1% |
1.1163 |
| Range |
0.0179 |
0.0074 |
-0.0105 |
-58.7% |
0.0276 |
| ATR |
0.0130 |
0.0126 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
87,266 |
124,865 |
37,599 |
43.1% |
493,496 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1531 |
1.1490 |
1.1342 |
|
| R3 |
1.1457 |
1.1416 |
1.1321 |
|
| R2 |
1.1383 |
1.1383 |
1.1315 |
|
| R1 |
1.1342 |
1.1342 |
1.1308 |
1.1363 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1319 |
| S1 |
1.1268 |
1.1268 |
1.1294 |
1.1289 |
| S2 |
1.1235 |
1.1235 |
1.1287 |
|
| S3 |
1.1161 |
1.1194 |
1.1281 |
|
| S4 |
1.1087 |
1.1120 |
1.1260 |
|
|
| 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 |
1.1118 |
0.0250 |
2.2% |
0.0125 |
1.1% |
73% |
False |
False |
92,967 |
| 10 |
1.1368 |
1.0951 |
0.0417 |
3.7% |
0.0137 |
1.2% |
84% |
False |
False |
99,904 |
| 20 |
1.1368 |
1.0812 |
0.0556 |
4.9% |
0.0135 |
1.2% |
88% |
False |
False |
94,688 |
| 40 |
1.1368 |
1.0401 |
0.0967 |
8.6% |
0.0116 |
1.0% |
93% |
False |
False |
50,011 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
9.9% |
0.0108 |
1.0% |
94% |
False |
False |
33,373 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
9.9% |
0.0097 |
0.9% |
94% |
False |
False |
25,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1665 |
|
2.618 |
1.1544 |
|
1.618 |
1.1470 |
|
1.000 |
1.1424 |
|
0.618 |
1.1396 |
|
HIGH |
1.1350 |
|
0.618 |
1.1322 |
|
0.500 |
1.1313 |
|
0.382 |
1.1304 |
|
LOW |
1.1276 |
|
0.618 |
1.1230 |
|
1.000 |
1.1202 |
|
1.618 |
1.1156 |
|
2.618 |
1.1082 |
|
4.250 |
1.0962 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1313 |
1.1288 |
| PP |
1.1309 |
1.1276 |
| S1 |
1.1305 |
1.1263 |
|