CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1033 |
1.0995 |
-0.0038 |
-0.3% |
1.1150 |
| High |
1.1055 |
1.1020 |
-0.0035 |
-0.3% |
1.1261 |
| Low |
1.0958 |
1.0906 |
-0.0052 |
-0.5% |
1.0953 |
| Close |
1.0988 |
1.0957 |
-0.0031 |
-0.3% |
1.1008 |
| Range |
0.0097 |
0.0114 |
0.0017 |
17.5% |
0.0308 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
89,575 |
89,572 |
-3 |
0.0% |
543,531 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1303 |
1.1244 |
1.1020 |
|
| R3 |
1.1189 |
1.1130 |
1.0988 |
|
| R2 |
1.1075 |
1.1075 |
1.0978 |
|
| R1 |
1.1016 |
1.1016 |
1.0967 |
1.0989 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0947 |
| S1 |
1.0902 |
1.0902 |
1.0947 |
1.0875 |
| S2 |
1.0847 |
1.0847 |
1.0936 |
|
| S3 |
1.0733 |
1.0788 |
1.0926 |
|
| S4 |
1.0619 |
1.0674 |
1.0894 |
|
|
| 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 |
1.1105 |
1.0906 |
0.0199 |
1.8% |
0.0105 |
1.0% |
26% |
False |
True |
98,709 |
| 10 |
1.1323 |
1.0906 |
0.0417 |
3.8% |
0.0124 |
1.1% |
12% |
False |
True |
97,479 |
| 20 |
1.1368 |
1.0906 |
0.0462 |
4.2% |
0.0130 |
1.2% |
11% |
False |
True |
98,692 |
| 40 |
1.1368 |
1.0614 |
0.0754 |
6.9% |
0.0125 |
1.1% |
45% |
False |
False |
74,330 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.3% |
0.0117 |
1.1% |
63% |
False |
False |
49,605 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.3% |
0.0107 |
1.0% |
63% |
False |
False |
37,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1505 |
|
2.618 |
1.1318 |
|
1.618 |
1.1204 |
|
1.000 |
1.1134 |
|
0.618 |
1.1090 |
|
HIGH |
1.1020 |
|
0.618 |
1.0976 |
|
0.500 |
1.0963 |
|
0.382 |
1.0950 |
|
LOW |
1.0906 |
|
0.618 |
1.0836 |
|
1.000 |
1.0792 |
|
1.618 |
1.0722 |
|
2.618 |
1.0608 |
|
4.250 |
1.0422 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0963 |
1.1006 |
| PP |
1.0961 |
1.0989 |
| S1 |
1.0959 |
1.0973 |
|