CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0995 |
1.0955 |
-0.0040 |
-0.4% |
1.0998 |
| High |
1.1020 |
1.0958 |
-0.0062 |
-0.6% |
1.1105 |
| Low |
1.0906 |
1.0857 |
-0.0049 |
-0.4% |
1.0857 |
| Close |
1.0957 |
1.0858 |
-0.0099 |
-0.9% |
1.0858 |
| Range |
0.0114 |
0.0101 |
-0.0013 |
-11.4% |
0.0248 |
| ATR |
0.0123 |
0.0122 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
89,572 |
95,106 |
5,534 |
6.2% |
450,258 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1194 |
1.1127 |
1.0914 |
|
| R3 |
1.1093 |
1.1026 |
1.0886 |
|
| R2 |
1.0992 |
1.0992 |
1.0877 |
|
| R1 |
1.0925 |
1.0925 |
1.0867 |
1.0908 |
| PP |
1.0891 |
1.0891 |
1.0891 |
1.0883 |
| S1 |
1.0824 |
1.0824 |
1.0849 |
1.0807 |
| S2 |
1.0790 |
1.0790 |
1.0839 |
|
| S3 |
1.0689 |
1.0723 |
1.0830 |
|
| S4 |
1.0588 |
1.0622 |
1.0802 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1684 |
1.1519 |
1.0994 |
|
| R3 |
1.1436 |
1.1271 |
1.0926 |
|
| R2 |
1.1188 |
1.1188 |
1.0903 |
|
| R1 |
1.1023 |
1.1023 |
1.0881 |
1.0982 |
| PP |
1.0940 |
1.0940 |
1.0940 |
1.0919 |
| S1 |
1.0775 |
1.0775 |
1.0835 |
1.0734 |
| S2 |
1.0692 |
1.0692 |
1.0813 |
|
| S3 |
1.0444 |
1.0527 |
1.0790 |
|
| S4 |
1.0196 |
1.0279 |
1.0722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1105 |
1.0857 |
0.0248 |
2.3% |
0.0105 |
1.0% |
0% |
False |
True |
90,051 |
| 10 |
1.1261 |
1.0857 |
0.0404 |
3.7% |
0.0115 |
1.1% |
0% |
False |
True |
99,378 |
| 20 |
1.1368 |
1.0857 |
0.0511 |
4.7% |
0.0124 |
1.1% |
0% |
False |
True |
97,504 |
| 40 |
1.1368 |
1.0636 |
0.0732 |
6.7% |
0.0124 |
1.1% |
30% |
False |
False |
76,697 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.4% |
0.0117 |
1.1% |
55% |
False |
False |
51,186 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.4% |
0.0108 |
1.0% |
55% |
False |
False |
38,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1387 |
|
2.618 |
1.1222 |
|
1.618 |
1.1121 |
|
1.000 |
1.1059 |
|
0.618 |
1.1020 |
|
HIGH |
1.0958 |
|
0.618 |
1.0919 |
|
0.500 |
1.0908 |
|
0.382 |
1.0896 |
|
LOW |
1.0857 |
|
0.618 |
1.0795 |
|
1.000 |
1.0756 |
|
1.618 |
1.0694 |
|
2.618 |
1.0593 |
|
4.250 |
1.0428 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0908 |
1.0956 |
| PP |
1.0891 |
1.0923 |
| S1 |
1.0875 |
1.0891 |
|