CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1019 |
1.1128 |
0.0109 |
1.0% |
1.1153 |
| High |
1.1162 |
1.1151 |
-0.0011 |
-0.1% |
1.1183 |
| Low |
1.1007 |
1.1081 |
0.0074 |
0.7% |
1.0942 |
| Close |
1.1118 |
1.1114 |
-0.0004 |
0.0% |
1.1118 |
| Range |
0.0155 |
0.0070 |
-0.0085 |
-54.8% |
0.0241 |
| ATR |
0.0130 |
0.0125 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
74,951 |
127,960 |
53,009 |
70.7% |
472,667 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1325 |
1.1290 |
1.1153 |
|
| R3 |
1.1255 |
1.1220 |
1.1133 |
|
| R2 |
1.1185 |
1.1185 |
1.1127 |
|
| R1 |
1.1150 |
1.1150 |
1.1120 |
1.1133 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1107 |
| S1 |
1.1080 |
1.1080 |
1.1108 |
1.1063 |
| S2 |
1.1045 |
1.1045 |
1.1101 |
|
| S3 |
1.0975 |
1.1010 |
1.1095 |
|
| S4 |
1.0905 |
1.0940 |
1.1076 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1804 |
1.1702 |
1.1251 |
|
| R3 |
1.1563 |
1.1461 |
1.1184 |
|
| R2 |
1.1322 |
1.1322 |
1.1162 |
|
| R1 |
1.1220 |
1.1220 |
1.1140 |
1.1151 |
| PP |
1.1081 |
1.1081 |
1.1081 |
1.1046 |
| S1 |
1.0979 |
1.0979 |
1.1096 |
1.0910 |
| S2 |
1.0840 |
1.0840 |
1.1074 |
|
| S3 |
1.0599 |
1.0738 |
1.1052 |
|
| S4 |
1.0358 |
1.0497 |
1.0985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1162 |
1.0942 |
0.0220 |
2.0% |
0.0117 |
1.1% |
78% |
False |
False |
95,912 |
| 10 |
1.1183 |
1.0834 |
0.0349 |
3.1% |
0.0134 |
1.2% |
80% |
False |
False |
100,875 |
| 20 |
1.1261 |
1.0834 |
0.0427 |
3.8% |
0.0123 |
1.1% |
66% |
False |
False |
98,991 |
| 40 |
1.1368 |
1.0812 |
0.0556 |
5.0% |
0.0129 |
1.2% |
54% |
False |
False |
96,796 |
| 60 |
1.1368 |
1.0508 |
0.0860 |
7.7% |
0.0120 |
1.1% |
70% |
False |
False |
69,526 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0114 |
1.0% |
77% |
False |
False |
52,170 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0105 |
0.9% |
77% |
False |
False |
41,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1449 |
|
2.618 |
1.1334 |
|
1.618 |
1.1264 |
|
1.000 |
1.1221 |
|
0.618 |
1.1194 |
|
HIGH |
1.1151 |
|
0.618 |
1.1124 |
|
0.500 |
1.1116 |
|
0.382 |
1.1108 |
|
LOW |
1.1081 |
|
0.618 |
1.1038 |
|
1.000 |
1.1011 |
|
1.618 |
1.0968 |
|
2.618 |
1.0898 |
|
4.250 |
1.0784 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1116 |
1.1104 |
| PP |
1.1115 |
1.1094 |
| S1 |
1.1115 |
1.1085 |
|