CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1243 |
1.1259 |
0.0016 |
0.1% |
1.1160 |
| High |
1.1277 |
1.1291 |
0.0014 |
0.1% |
1.1283 |
| Low |
1.1219 |
1.1211 |
-0.0008 |
-0.1% |
1.1148 |
| Close |
1.1242 |
1.1237 |
-0.0005 |
0.0% |
1.1242 |
| Range |
0.0058 |
0.0080 |
0.0022 |
37.9% |
0.0135 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
97,353 |
68,712 |
-28,641 |
-29.4% |
434,334 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1486 |
1.1442 |
1.1281 |
|
| R3 |
1.1406 |
1.1362 |
1.1259 |
|
| R2 |
1.1326 |
1.1326 |
1.1252 |
|
| R1 |
1.1282 |
1.1282 |
1.1244 |
1.1264 |
| PP |
1.1246 |
1.1246 |
1.1246 |
1.1238 |
| S1 |
1.1202 |
1.1202 |
1.1230 |
1.1184 |
| S2 |
1.1166 |
1.1166 |
1.1222 |
|
| S3 |
1.1086 |
1.1122 |
1.1215 |
|
| S4 |
1.1006 |
1.1042 |
1.1193 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1629 |
1.1571 |
1.1316 |
|
| R3 |
1.1494 |
1.1436 |
1.1279 |
|
| R2 |
1.1359 |
1.1359 |
1.1267 |
|
| R1 |
1.1301 |
1.1301 |
1.1254 |
1.1330 |
| PP |
1.1224 |
1.1224 |
1.1224 |
1.1239 |
| S1 |
1.1166 |
1.1166 |
1.1230 |
1.1195 |
| S2 |
1.1089 |
1.1089 |
1.1217 |
|
| S3 |
1.0954 |
1.1031 |
1.1205 |
|
| S4 |
1.0819 |
1.0896 |
1.1168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1291 |
1.1169 |
0.0122 |
1.1% |
0.0081 |
0.7% |
56% |
True |
False |
81,062 |
| 10 |
1.1291 |
1.1036 |
0.0255 |
2.3% |
0.0093 |
0.8% |
79% |
True |
False |
85,021 |
| 20 |
1.1291 |
1.0834 |
0.0457 |
4.1% |
0.0113 |
1.0% |
88% |
True |
False |
92,948 |
| 40 |
1.1368 |
1.0834 |
0.0534 |
4.8% |
0.0116 |
1.0% |
75% |
False |
False |
94,578 |
| 60 |
1.1368 |
1.0705 |
0.0663 |
5.9% |
0.0121 |
1.1% |
80% |
False |
False |
83,642 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.0% |
0.0115 |
1.0% |
88% |
False |
False |
62,780 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.0% |
0.0110 |
1.0% |
88% |
False |
False |
50,243 |
| 120 |
1.1368 |
1.0186 |
0.1182 |
10.5% |
0.0097 |
0.9% |
89% |
False |
False |
41,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1631 |
|
2.618 |
1.1500 |
|
1.618 |
1.1420 |
|
1.000 |
1.1371 |
|
0.618 |
1.1340 |
|
HIGH |
1.1291 |
|
0.618 |
1.1260 |
|
0.500 |
1.1251 |
|
0.382 |
1.1242 |
|
LOW |
1.1211 |
|
0.618 |
1.1162 |
|
1.000 |
1.1131 |
|
1.618 |
1.1082 |
|
2.618 |
1.1002 |
|
4.250 |
1.0871 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1251 |
1.1236 |
| PP |
1.1246 |
1.1235 |
| S1 |
1.1242 |
1.1235 |
|