CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1140 |
1.1152 |
0.0012 |
0.1% |
1.1182 |
| High |
1.1186 |
1.1261 |
0.0075 |
0.7% |
1.1368 |
| Low |
1.1092 |
1.1126 |
0.0034 |
0.3% |
1.1118 |
| Close |
1.1140 |
1.1178 |
0.0038 |
0.3% |
1.1140 |
| Range |
0.0094 |
0.0135 |
0.0041 |
43.6% |
0.0250 |
| ATR |
0.0127 |
0.0127 |
0.0001 |
0.5% |
0.0000 |
| Volume |
64,878 |
97,970 |
33,092 |
51.0% |
462,798 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1593 |
1.1521 |
1.1252 |
|
| R3 |
1.1458 |
1.1386 |
1.1215 |
|
| R2 |
1.1323 |
1.1323 |
1.1203 |
|
| R1 |
1.1251 |
1.1251 |
1.1190 |
1.1287 |
| PP |
1.1188 |
1.1188 |
1.1188 |
1.1207 |
| S1 |
1.1116 |
1.1116 |
1.1166 |
1.1152 |
| S2 |
1.1053 |
1.1053 |
1.1153 |
|
| S3 |
1.0918 |
1.0981 |
1.1141 |
|
| S4 |
1.0783 |
1.0846 |
1.1104 |
|
|
| 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 |
1.1350 |
1.1059 |
0.0291 |
2.6% |
0.0120 |
1.1% |
41% |
False |
False |
95,826 |
| 10 |
1.1368 |
1.1059 |
0.0309 |
2.8% |
0.0125 |
1.1% |
39% |
False |
False |
91,870 |
| 20 |
1.1368 |
1.0812 |
0.0556 |
5.0% |
0.0133 |
1.2% |
66% |
False |
False |
94,373 |
| 40 |
1.1368 |
1.0533 |
0.0835 |
7.5% |
0.0120 |
1.1% |
77% |
False |
False |
58,861 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0113 |
1.0% |
83% |
False |
False |
39,274 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0102 |
0.9% |
83% |
False |
False |
29,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1835 |
|
2.618 |
1.1614 |
|
1.618 |
1.1479 |
|
1.000 |
1.1396 |
|
0.618 |
1.1344 |
|
HIGH |
1.1261 |
|
0.618 |
1.1209 |
|
0.500 |
1.1194 |
|
0.382 |
1.1178 |
|
LOW |
1.1126 |
|
0.618 |
1.1043 |
|
1.000 |
1.0991 |
|
1.618 |
1.0908 |
|
2.618 |
1.0773 |
|
4.250 |
1.0552 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1194 |
1.1172 |
| PP |
1.1188 |
1.1166 |
| S1 |
1.1183 |
1.1160 |
|