CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1037 |
1.1033 |
-0.0004 |
0.0% |
1.1150 |
| High |
1.1105 |
1.1055 |
-0.0050 |
-0.5% |
1.1261 |
| Low |
1.0983 |
1.0958 |
-0.0025 |
-0.2% |
1.0953 |
| Close |
1.1030 |
1.0988 |
-0.0042 |
-0.4% |
1.1008 |
| Range |
0.0122 |
0.0097 |
-0.0025 |
-20.5% |
0.0308 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
74,009 |
89,575 |
15,566 |
21.0% |
543,531 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1237 |
1.1041 |
|
| R3 |
1.1194 |
1.1140 |
1.1015 |
|
| R2 |
1.1097 |
1.1097 |
1.1006 |
|
| R1 |
1.1043 |
1.1043 |
1.0997 |
1.1022 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.0990 |
| S1 |
1.0946 |
1.0946 |
1.0979 |
1.0925 |
| S2 |
1.0903 |
1.0903 |
1.0970 |
|
| S3 |
1.0806 |
1.0849 |
1.0961 |
|
| S4 |
1.0709 |
1.0752 |
1.0935 |
|
|
| 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 |
1.1207 |
1.0953 |
0.0254 |
2.3% |
0.0120 |
1.1% |
14% |
False |
False |
106,191 |
| 10 |
1.1350 |
1.0953 |
0.0397 |
3.6% |
0.0120 |
1.1% |
9% |
False |
False |
101,009 |
| 20 |
1.1368 |
1.0919 |
0.0449 |
4.1% |
0.0133 |
1.2% |
15% |
False |
False |
97,979 |
| 40 |
1.1368 |
1.0576 |
0.0792 |
7.2% |
0.0124 |
1.1% |
52% |
False |
False |
72,104 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0117 |
1.1% |
66% |
False |
False |
48,116 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0106 |
1.0% |
66% |
False |
False |
36,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1467 |
|
2.618 |
1.1309 |
|
1.618 |
1.1212 |
|
1.000 |
1.1152 |
|
0.618 |
1.1115 |
|
HIGH |
1.1055 |
|
0.618 |
1.1018 |
|
0.500 |
1.1007 |
|
0.382 |
1.0995 |
|
LOW |
1.0958 |
|
0.618 |
1.0898 |
|
1.000 |
1.0861 |
|
1.618 |
1.0801 |
|
2.618 |
1.0704 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1007 |
1.1032 |
| PP |
1.1000 |
1.1017 |
| S1 |
1.0994 |
1.1003 |
|