CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1127 |
1.1067 |
-0.0060 |
-0.5% |
1.1128 |
| High |
1.1157 |
1.1179 |
0.0022 |
0.2% |
1.1202 |
| Low |
1.1036 |
1.1061 |
0.0025 |
0.2% |
1.1036 |
| Close |
1.1073 |
1.1152 |
0.0079 |
0.7% |
1.1152 |
| Range |
0.0121 |
0.0118 |
-0.0003 |
-2.5% |
0.0166 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
82,922 |
121,662 |
38,740 |
46.7% |
475,132 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1485 |
1.1436 |
1.1217 |
|
| R3 |
1.1367 |
1.1318 |
1.1184 |
|
| R2 |
1.1249 |
1.1249 |
1.1174 |
|
| R1 |
1.1200 |
1.1200 |
1.1163 |
1.1225 |
| PP |
1.1131 |
1.1131 |
1.1131 |
1.1143 |
| S1 |
1.1082 |
1.1082 |
1.1141 |
1.1107 |
| S2 |
1.1013 |
1.1013 |
1.1130 |
|
| S3 |
1.0895 |
1.0964 |
1.1120 |
|
| S4 |
1.0777 |
1.0846 |
1.1087 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1556 |
1.1243 |
|
| R3 |
1.1462 |
1.1390 |
1.1198 |
|
| R2 |
1.1296 |
1.1296 |
1.1182 |
|
| R1 |
1.1224 |
1.1224 |
1.1167 |
1.1260 |
| PP |
1.1130 |
1.1130 |
1.1130 |
1.1148 |
| S1 |
1.1058 |
1.1058 |
1.1137 |
1.1094 |
| S2 |
1.0964 |
1.0964 |
1.1122 |
|
| S3 |
1.0798 |
1.0892 |
1.1106 |
|
| S4 |
1.0632 |
1.0726 |
1.1061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1202 |
1.1036 |
0.0166 |
1.5% |
0.0095 |
0.9% |
70% |
False |
False |
95,026 |
| 10 |
1.1202 |
1.0942 |
0.0260 |
2.3% |
0.0114 |
1.0% |
81% |
False |
False |
94,779 |
| 20 |
1.1202 |
1.0834 |
0.0368 |
3.3% |
0.0118 |
1.1% |
86% |
False |
False |
94,939 |
| 40 |
1.1368 |
1.0812 |
0.0556 |
5.0% |
0.0128 |
1.1% |
61% |
False |
False |
95,469 |
| 60 |
1.1368 |
1.0533 |
0.0835 |
7.5% |
0.0121 |
1.1% |
74% |
False |
False |
75,302 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0116 |
1.0% |
81% |
False |
False |
56,507 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0108 |
1.0% |
81% |
False |
False |
45,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1681 |
|
2.618 |
1.1488 |
|
1.618 |
1.1370 |
|
1.000 |
1.1297 |
|
0.618 |
1.1252 |
|
HIGH |
1.1179 |
|
0.618 |
1.1134 |
|
0.500 |
1.1120 |
|
0.382 |
1.1106 |
|
LOW |
1.1061 |
|
0.618 |
1.0988 |
|
1.000 |
1.0943 |
|
1.618 |
1.0870 |
|
2.618 |
1.0752 |
|
4.250 |
1.0560 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1141 |
1.1141 |
| PP |
1.1131 |
1.1130 |
| S1 |
1.1120 |
1.1119 |
|