CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1196 |
1.1043 |
-0.0153 |
-1.4% |
1.1150 |
| High |
1.1207 |
1.1052 |
-0.0155 |
-1.4% |
1.1261 |
| Low |
1.1019 |
1.0953 |
-0.0066 |
-0.6% |
1.0953 |
| Close |
1.1039 |
1.1008 |
-0.0031 |
-0.3% |
1.1008 |
| Range |
0.0188 |
0.0099 |
-0.0089 |
-47.3% |
0.0308 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
126,981 |
138,396 |
11,415 |
9.0% |
543,531 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1301 |
1.1254 |
1.1062 |
|
| R3 |
1.1202 |
1.1155 |
1.1035 |
|
| R2 |
1.1103 |
1.1103 |
1.1026 |
|
| R1 |
1.1056 |
1.1056 |
1.1017 |
1.1030 |
| PP |
1.1004 |
1.1004 |
1.1004 |
1.0992 |
| S1 |
1.0957 |
1.0957 |
1.0999 |
1.0931 |
| S2 |
1.0905 |
1.0905 |
1.0990 |
|
| S3 |
1.0806 |
1.0858 |
1.0981 |
|
| S4 |
1.0707 |
1.0759 |
1.0954 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1998 |
1.1811 |
1.1177 |
|
| R3 |
1.1690 |
1.1503 |
1.1093 |
|
| R2 |
1.1382 |
1.1382 |
1.1064 |
|
| R1 |
1.1195 |
1.1195 |
1.1036 |
1.1135 |
| PP |
1.1074 |
1.1074 |
1.1074 |
1.1044 |
| S1 |
1.0887 |
1.0887 |
1.0980 |
1.0827 |
| S2 |
1.0766 |
1.0766 |
1.0952 |
|
| S3 |
1.0458 |
1.0579 |
1.0923 |
|
| S4 |
1.0150 |
1.0271 |
1.0839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1261 |
1.0953 |
0.0308 |
2.8% |
0.0124 |
1.1% |
18% |
False |
True |
108,706 |
| 10 |
1.1368 |
1.0953 |
0.0415 |
3.8% |
0.0127 |
1.2% |
13% |
False |
True |
100,632 |
| 20 |
1.1368 |
1.0812 |
0.0556 |
5.1% |
0.0138 |
1.3% |
35% |
False |
False |
96,000 |
| 40 |
1.1368 |
1.0533 |
0.0835 |
7.6% |
0.0122 |
1.1% |
57% |
False |
False |
65,483 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0115 |
1.0% |
68% |
False |
False |
43,696 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0105 |
1.0% |
68% |
False |
False |
32,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1473 |
|
2.618 |
1.1311 |
|
1.618 |
1.1212 |
|
1.000 |
1.1151 |
|
0.618 |
1.1113 |
|
HIGH |
1.1052 |
|
0.618 |
1.1014 |
|
0.500 |
1.1003 |
|
0.382 |
1.0991 |
|
LOW |
1.0953 |
|
0.618 |
1.0892 |
|
1.000 |
1.0854 |
|
1.618 |
1.0793 |
|
2.618 |
1.0694 |
|
4.250 |
1.0532 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1006 |
1.1107 |
| PP |
1.1004 |
1.1074 |
| S1 |
1.1003 |
1.1041 |
|