CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1043 |
1.0998 |
-0.0045 |
-0.4% |
1.1150 |
| High |
1.1052 |
1.1070 |
0.0018 |
0.2% |
1.1261 |
| Low |
1.0953 |
1.0977 |
0.0024 |
0.2% |
1.0953 |
| Close |
1.1008 |
1.1029 |
0.0021 |
0.2% |
1.1008 |
| Range |
0.0099 |
0.0093 |
-0.0006 |
-6.1% |
0.0308 |
| ATR |
0.0129 |
0.0127 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
138,396 |
101,996 |
-36,400 |
-26.3% |
543,531 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1304 |
1.1260 |
1.1080 |
|
| R3 |
1.1211 |
1.1167 |
1.1055 |
|
| R2 |
1.1118 |
1.1118 |
1.1046 |
|
| R1 |
1.1074 |
1.1074 |
1.1038 |
1.1096 |
| PP |
1.1025 |
1.1025 |
1.1025 |
1.1037 |
| S1 |
1.0981 |
1.0981 |
1.1020 |
1.1003 |
| S2 |
1.0932 |
1.0932 |
1.1012 |
|
| S3 |
1.0839 |
1.0888 |
1.1003 |
|
| S4 |
1.0746 |
1.0795 |
1.0978 |
|
|
| 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% |
0.0122 |
1.1% |
25% |
False |
False |
106,044 |
| 10 |
1.1368 |
1.0953 |
0.0415 |
3.8% |
0.0129 |
1.2% |
18% |
False |
False |
98,646 |
| 20 |
1.1368 |
1.0863 |
0.0505 |
4.6% |
0.0135 |
1.2% |
33% |
False |
False |
97,476 |
| 40 |
1.1368 |
1.0533 |
0.0835 |
7.6% |
0.0121 |
1.1% |
59% |
False |
False |
68,027 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0116 |
1.1% |
70% |
False |
False |
45,396 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0105 |
1.0% |
70% |
False |
False |
34,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1465 |
|
2.618 |
1.1313 |
|
1.618 |
1.1220 |
|
1.000 |
1.1163 |
|
0.618 |
1.1127 |
|
HIGH |
1.1070 |
|
0.618 |
1.1034 |
|
0.500 |
1.1024 |
|
0.382 |
1.1013 |
|
LOW |
1.0977 |
|
0.618 |
1.0920 |
|
1.000 |
1.0884 |
|
1.618 |
1.0827 |
|
2.618 |
1.0734 |
|
4.250 |
1.0582 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1027 |
1.1080 |
| PP |
1.1025 |
1.1063 |
| S1 |
1.1024 |
1.1046 |
|