CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1150 |
-0.0167 |
-1.5% |
1.1182 |
| High |
1.1323 |
1.1161 |
-0.0162 |
-1.4% |
1.1368 |
| Low |
1.1129 |
1.1059 |
-0.0070 |
-0.6% |
1.1118 |
| Close |
1.1140 |
1.1140 |
0.0000 |
0.0% |
1.1140 |
| Range |
0.0194 |
0.0102 |
-0.0092 |
-47.4% |
0.0250 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
76,115 |
115,306 |
39,191 |
51.5% |
462,798 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1426 |
1.1385 |
1.1196 |
|
| R3 |
1.1324 |
1.1283 |
1.1168 |
|
| R2 |
1.1222 |
1.1222 |
1.1159 |
|
| R1 |
1.1181 |
1.1181 |
1.1149 |
1.1151 |
| PP |
1.1120 |
1.1120 |
1.1120 |
1.1105 |
| S1 |
1.1079 |
1.1079 |
1.1131 |
1.1049 |
| S2 |
1.1018 |
1.1018 |
1.1121 |
|
| S3 |
1.0916 |
1.0977 |
1.1112 |
|
| S4 |
1.0814 |
1.0875 |
1.1084 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1959 |
1.1799 |
1.1278 |
|
| R3 |
1.1709 |
1.1549 |
1.1209 |
|
| R2 |
1.1459 |
1.1459 |
1.1186 |
|
| R1 |
1.1299 |
1.1299 |
1.1163 |
1.1254 |
| PP |
1.1209 |
1.1209 |
1.1209 |
1.1186 |
| S1 |
1.1049 |
1.1049 |
1.1117 |
1.1004 |
| S2 |
1.0959 |
1.0959 |
1.1094 |
|
| S3 |
1.0709 |
1.0799 |
1.1071 |
|
| S4 |
1.0459 |
1.0549 |
1.1003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1368 |
1.1059 |
0.0309 |
2.8% |
0.0136 |
1.2% |
26% |
False |
True |
91,248 |
| 10 |
1.1368 |
1.1059 |
0.0309 |
2.8% |
0.0124 |
1.1% |
26% |
False |
True |
95,307 |
| 20 |
1.1368 |
1.0812 |
0.0556 |
5.0% |
0.0135 |
1.2% |
59% |
False |
False |
94,600 |
| 40 |
1.1368 |
1.0508 |
0.0860 |
7.7% |
0.0118 |
1.1% |
73% |
False |
False |
54,793 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0111 |
1.0% |
80% |
False |
False |
36,563 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0101 |
0.9% |
80% |
False |
False |
27,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1595 |
|
2.618 |
1.1428 |
|
1.618 |
1.1326 |
|
1.000 |
1.1263 |
|
0.618 |
1.1224 |
|
HIGH |
1.1161 |
|
0.618 |
1.1122 |
|
0.500 |
1.1110 |
|
0.382 |
1.1098 |
|
LOW |
1.1059 |
|
0.618 |
1.0996 |
|
1.000 |
1.0957 |
|
1.618 |
1.0894 |
|
2.618 |
1.0792 |
|
4.250 |
1.0626 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1130 |
1.1205 |
| PP |
1.1120 |
1.1183 |
| S1 |
1.1110 |
1.1162 |
|