CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0844 |
1.0898 |
0.0054 |
0.5% |
1.0998 |
| High |
1.0907 |
1.1046 |
0.0139 |
1.3% |
1.1105 |
| Low |
1.0834 |
1.0894 |
0.0060 |
0.6% |
1.0857 |
| Close |
1.0898 |
1.1016 |
0.0118 |
1.1% |
1.0858 |
| Range |
0.0073 |
0.0152 |
0.0079 |
108.2% |
0.0248 |
| ATR |
0.0116 |
0.0118 |
0.0003 |
2.2% |
0.0000 |
| Volume |
82,731 |
85,119 |
2,388 |
2.9% |
450,258 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1441 |
1.1381 |
1.1100 |
|
| R3 |
1.1289 |
1.1229 |
1.1058 |
|
| R2 |
1.1137 |
1.1137 |
1.1044 |
|
| R1 |
1.1077 |
1.1077 |
1.1030 |
1.1107 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.1001 |
| S1 |
1.0925 |
1.0925 |
1.1002 |
1.0955 |
| S2 |
1.0833 |
1.0833 |
1.0988 |
|
| S3 |
1.0681 |
1.0773 |
1.0974 |
|
| S4 |
1.0529 |
1.0621 |
1.0932 |
|
|
| 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 |
1.1046 |
1.0834 |
0.0212 |
1.9% |
0.0105 |
1.0% |
86% |
True |
False |
89,025 |
| 10 |
1.1207 |
1.0834 |
0.0373 |
3.4% |
0.0112 |
1.0% |
49% |
False |
False |
97,608 |
| 20 |
1.1368 |
1.0834 |
0.0534 |
4.8% |
0.0118 |
1.1% |
34% |
False |
False |
94,739 |
| 40 |
1.1368 |
1.0727 |
0.0641 |
5.8% |
0.0126 |
1.1% |
45% |
False |
False |
83,107 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0117 |
1.1% |
69% |
False |
False |
55,519 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0111 |
1.0% |
69% |
False |
False |
41,663 |
| 100 |
1.1368 |
1.0186 |
0.1182 |
10.7% |
0.0096 |
0.9% |
70% |
False |
False |
33,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1692 |
|
2.618 |
1.1444 |
|
1.618 |
1.1292 |
|
1.000 |
1.1198 |
|
0.618 |
1.1140 |
|
HIGH |
1.1046 |
|
0.618 |
1.0988 |
|
0.500 |
1.0970 |
|
0.382 |
1.0952 |
|
LOW |
1.0894 |
|
0.618 |
1.0800 |
|
1.000 |
1.0742 |
|
1.618 |
1.0648 |
|
2.618 |
1.0496 |
|
4.250 |
1.0248 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1001 |
1.0991 |
| PP |
1.0985 |
1.0965 |
| S1 |
1.0970 |
1.0940 |
|