CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0973 |
1.0898 |
-0.0075 |
-0.7% |
1.1209 |
| High |
1.0994 |
1.0956 |
-0.0038 |
-0.3% |
1.1330 |
| Low |
1.0888 |
1.0888 |
0.0000 |
0.0% |
1.1005 |
| Close |
1.0900 |
1.0910 |
0.0010 |
0.1% |
1.1064 |
| Range |
0.0106 |
0.0068 |
-0.0038 |
-35.8% |
0.0325 |
| ATR |
0.0148 |
0.0142 |
-0.0006 |
-3.9% |
0.0000 |
| Volume |
52,261 |
67,017 |
14,756 |
28.2% |
437,052 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1084 |
1.0947 |
|
| R3 |
1.1054 |
1.1016 |
1.0929 |
|
| R2 |
1.0986 |
1.0986 |
1.0922 |
|
| R1 |
1.0948 |
1.0948 |
1.0916 |
1.0967 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0928 |
| S1 |
1.0880 |
1.0880 |
1.0904 |
1.0899 |
| S2 |
1.0850 |
1.0850 |
1.0898 |
|
| S3 |
1.0782 |
1.0812 |
1.0891 |
|
| S4 |
1.0714 |
1.0744 |
1.0873 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2108 |
1.1911 |
1.1243 |
|
| R3 |
1.1783 |
1.1586 |
1.1153 |
|
| R2 |
1.1458 |
1.1458 |
1.1124 |
|
| R1 |
1.1261 |
1.1261 |
1.1094 |
1.1197 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1101 |
| S1 |
1.0936 |
1.0936 |
1.1034 |
1.0872 |
| S2 |
1.0808 |
1.0808 |
1.1004 |
|
| S3 |
1.0483 |
1.0611 |
1.0975 |
|
| S4 |
1.0158 |
1.0286 |
1.0885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1260 |
1.0888 |
0.0372 |
3.4% |
0.0122 |
1.1% |
6% |
False |
True |
75,454 |
| 10 |
1.1453 |
1.0888 |
0.0565 |
5.2% |
0.0137 |
1.3% |
4% |
False |
True |
71,372 |
| 20 |
1.1789 |
1.0888 |
0.0901 |
8.3% |
0.0161 |
1.5% |
2% |
False |
True |
37,700 |
| 40 |
1.1789 |
1.0868 |
0.0921 |
8.4% |
0.0121 |
1.1% |
5% |
False |
False |
18,968 |
| 60 |
1.1789 |
1.0847 |
0.0942 |
8.6% |
0.0106 |
1.0% |
7% |
False |
False |
12,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1245 |
|
2.618 |
1.1134 |
|
1.618 |
1.1066 |
|
1.000 |
1.1024 |
|
0.618 |
1.0998 |
|
HIGH |
1.0956 |
|
0.618 |
1.0930 |
|
0.500 |
1.0922 |
|
0.382 |
1.0914 |
|
LOW |
1.0888 |
|
0.618 |
1.0846 |
|
1.000 |
1.0820 |
|
1.618 |
1.0778 |
|
2.618 |
1.0710 |
|
4.250 |
1.0599 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0922 |
1.1074 |
| PP |
1.0918 |
1.1019 |
| S1 |
1.0914 |
1.0965 |
|