CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1222 |
1.1197 |
-0.0025 |
-0.2% |
1.1128 |
| High |
1.1271 |
1.1236 |
-0.0035 |
-0.3% |
1.1202 |
| Low |
1.1169 |
1.1176 |
0.0007 |
0.1% |
1.1036 |
| Close |
1.1201 |
1.1178 |
-0.0023 |
-0.2% |
1.1152 |
| Range |
0.0102 |
0.0060 |
-0.0042 |
-41.2% |
0.0166 |
| ATR |
0.0118 |
0.0114 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
93,879 |
78,951 |
-14,928 |
-15.9% |
475,132 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1377 |
1.1337 |
1.1211 |
|
| R3 |
1.1317 |
1.1277 |
1.1195 |
|
| R2 |
1.1257 |
1.1257 |
1.1189 |
|
| R1 |
1.1217 |
1.1217 |
1.1184 |
1.1207 |
| PP |
1.1197 |
1.1197 |
1.1197 |
1.1192 |
| S1 |
1.1157 |
1.1157 |
1.1173 |
1.1147 |
| S2 |
1.1137 |
1.1137 |
1.1167 |
|
| S3 |
1.1077 |
1.1097 |
1.1162 |
|
| S4 |
1.1017 |
1.1037 |
1.1145 |
|
|
| 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 |
1.1271 |
1.1036 |
0.0235 |
2.1% |
0.0104 |
0.9% |
60% |
False |
False |
95,029 |
| 10 |
1.1271 |
1.1007 |
0.0264 |
2.4% |
0.0102 |
0.9% |
65% |
False |
False |
92,356 |
| 20 |
1.1271 |
1.0834 |
0.0437 |
3.9% |
0.0116 |
1.0% |
79% |
False |
False |
95,188 |
| 40 |
1.1368 |
1.0834 |
0.0534 |
4.8% |
0.0124 |
1.1% |
64% |
False |
False |
96,584 |
| 60 |
1.1368 |
1.0576 |
0.0792 |
7.1% |
0.0121 |
1.1% |
76% |
False |
False |
79,798 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0117 |
1.0% |
83% |
False |
False |
59,884 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0108 |
1.0% |
83% |
False |
False |
47,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1491 |
|
2.618 |
1.1393 |
|
1.618 |
1.1333 |
|
1.000 |
1.1296 |
|
0.618 |
1.1273 |
|
HIGH |
1.1236 |
|
0.618 |
1.1213 |
|
0.500 |
1.1206 |
|
0.382 |
1.1199 |
|
LOW |
1.1176 |
|
0.618 |
1.1139 |
|
1.000 |
1.1116 |
|
1.618 |
1.1079 |
|
2.618 |
1.1019 |
|
4.250 |
1.0921 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1206 |
1.1210 |
| PP |
1.1197 |
1.1199 |
| S1 |
1.1187 |
1.1189 |
|