CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1153 |
1.1067 |
-0.0086 |
-0.8% |
1.0858 |
| High |
1.1183 |
1.1130 |
-0.0053 |
-0.5% |
1.1124 |
| Low |
1.1027 |
1.1042 |
0.0015 |
0.1% |
1.0834 |
| Close |
1.1066 |
1.1073 |
0.0007 |
0.1% |
1.1113 |
| Range |
0.0156 |
0.0088 |
-0.0068 |
-43.6% |
0.0290 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
121,065 |
98,049 |
-23,016 |
-19.0% |
500,728 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1346 |
1.1297 |
1.1121 |
|
| R3 |
1.1258 |
1.1209 |
1.1097 |
|
| R2 |
1.1170 |
1.1170 |
1.1089 |
|
| R1 |
1.1121 |
1.1121 |
1.1081 |
1.1146 |
| PP |
1.1082 |
1.1082 |
1.1082 |
1.1094 |
| S1 |
1.1033 |
1.1033 |
1.1065 |
1.1058 |
| S2 |
1.0994 |
1.0994 |
1.1057 |
|
| S3 |
1.0906 |
1.0945 |
1.1049 |
|
| S4 |
1.0818 |
1.0857 |
1.1025 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1894 |
1.1793 |
1.1273 |
|
| R3 |
1.1604 |
1.1503 |
1.1193 |
|
| R2 |
1.1314 |
1.1314 |
1.1166 |
|
| R1 |
1.1213 |
1.1213 |
1.1140 |
1.1264 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1049 |
| S1 |
1.0923 |
1.0923 |
1.1086 |
1.0974 |
| S2 |
1.0734 |
1.0734 |
1.1060 |
|
| S3 |
1.0444 |
1.0633 |
1.1033 |
|
| S4 |
1.0154 |
1.0343 |
1.0954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1183 |
1.0894 |
0.0289 |
2.6% |
0.0153 |
1.4% |
62% |
False |
False |
108,902 |
| 10 |
1.1183 |
1.0834 |
0.0349 |
3.2% |
0.0124 |
1.1% |
68% |
False |
False |
99,409 |
| 20 |
1.1368 |
1.0834 |
0.0534 |
4.8% |
0.0126 |
1.1% |
45% |
False |
False |
100,093 |
| 40 |
1.1368 |
1.0806 |
0.0562 |
5.1% |
0.0129 |
1.2% |
48% |
False |
False |
94,147 |
| 60 |
1.1368 |
1.0329 |
0.1039 |
9.4% |
0.0120 |
1.1% |
72% |
False |
False |
63,172 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0111 |
1.0% |
74% |
False |
False |
47,402 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0102 |
0.9% |
74% |
False |
False |
37,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1504 |
|
2.618 |
1.1360 |
|
1.618 |
1.1272 |
|
1.000 |
1.1218 |
|
0.618 |
1.1184 |
|
HIGH |
1.1130 |
|
0.618 |
1.1096 |
|
0.500 |
1.1086 |
|
0.382 |
1.1076 |
|
LOW |
1.1042 |
|
0.618 |
1.0988 |
|
1.000 |
1.0954 |
|
1.618 |
1.0900 |
|
2.618 |
1.0812 |
|
4.250 |
1.0668 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1086 |
1.1066 |
| PP |
1.1082 |
1.1059 |
| S1 |
1.1077 |
1.1053 |
|