CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1067 |
1.1160 |
0.0093 |
0.8% |
1.1128 |
| High |
1.1179 |
1.1269 |
0.0090 |
0.8% |
1.1202 |
| Low |
1.1061 |
1.1148 |
0.0087 |
0.8% |
1.1036 |
| Close |
1.1152 |
1.1242 |
0.0090 |
0.8% |
1.1152 |
| Range |
0.0118 |
0.0121 |
0.0003 |
2.5% |
0.0166 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
0.1% |
0.0000 |
| Volume |
121,662 |
97,732 |
-23,930 |
-19.7% |
475,132 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1583 |
1.1533 |
1.1309 |
|
| R3 |
1.1462 |
1.1412 |
1.1275 |
|
| R2 |
1.1341 |
1.1341 |
1.1264 |
|
| R1 |
1.1291 |
1.1291 |
1.1253 |
1.1316 |
| PP |
1.1220 |
1.1220 |
1.1220 |
1.1232 |
| S1 |
1.1170 |
1.1170 |
1.1231 |
1.1195 |
| S2 |
1.1099 |
1.1099 |
1.1220 |
|
| S3 |
1.0978 |
1.1049 |
1.1209 |
|
| S4 |
1.0857 |
1.0928 |
1.1175 |
|
|
| 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 |
1.1269 |
1.1036 |
0.0233 |
2.1% |
0.0105 |
0.9% |
88% |
True |
False |
88,980 |
| 10 |
1.1269 |
1.0942 |
0.0327 |
2.9% |
0.0111 |
1.0% |
92% |
True |
False |
92,446 |
| 20 |
1.1269 |
1.0834 |
0.0435 |
3.9% |
0.0119 |
1.1% |
94% |
True |
False |
94,726 |
| 40 |
1.1368 |
1.0834 |
0.0534 |
4.8% |
0.0127 |
1.1% |
76% |
False |
False |
96,101 |
| 60 |
1.1368 |
1.0533 |
0.0835 |
7.4% |
0.0121 |
1.1% |
85% |
False |
False |
76,926 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.0% |
0.0117 |
1.0% |
89% |
False |
False |
57,728 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.0% |
0.0108 |
1.0% |
89% |
False |
False |
46,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1783 |
|
2.618 |
1.1586 |
|
1.618 |
1.1465 |
|
1.000 |
1.1390 |
|
0.618 |
1.1344 |
|
HIGH |
1.1269 |
|
0.618 |
1.1223 |
|
0.500 |
1.1209 |
|
0.382 |
1.1194 |
|
LOW |
1.1148 |
|
0.618 |
1.1073 |
|
1.000 |
1.1027 |
|
1.618 |
1.0952 |
|
2.618 |
1.0831 |
|
4.250 |
1.0634 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1231 |
1.1212 |
| PP |
1.1220 |
1.1182 |
| S1 |
1.1209 |
1.1153 |
|