CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1259 |
1.1234 |
-0.0025 |
-0.2% |
1.1160 |
| High |
1.1291 |
1.1319 |
0.0028 |
0.2% |
1.1283 |
| Low |
1.1211 |
1.1229 |
0.0018 |
0.2% |
1.1148 |
| Close |
1.1237 |
1.1294 |
0.0057 |
0.5% |
1.1242 |
| Range |
0.0080 |
0.0090 |
0.0010 |
12.5% |
0.0135 |
| ATR |
0.0108 |
0.0106 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
68,712 |
68,310 |
-402 |
-0.6% |
434,334 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1551 |
1.1512 |
1.1344 |
|
| R3 |
1.1461 |
1.1422 |
1.1319 |
|
| R2 |
1.1371 |
1.1371 |
1.1311 |
|
| R1 |
1.1332 |
1.1332 |
1.1302 |
1.1352 |
| PP |
1.1281 |
1.1281 |
1.1281 |
1.1290 |
| S1 |
1.1242 |
1.1242 |
1.1286 |
1.1262 |
| S2 |
1.1191 |
1.1191 |
1.1278 |
|
| S3 |
1.1101 |
1.1152 |
1.1269 |
|
| S4 |
1.1011 |
1.1062 |
1.1245 |
|
|
| 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 |
1.1319 |
1.1176 |
0.0143 |
1.3% |
0.0079 |
0.7% |
83% |
True |
False |
75,949 |
| 10 |
1.1319 |
1.1036 |
0.0283 |
2.5% |
0.0095 |
0.8% |
91% |
True |
False |
85,369 |
| 20 |
1.1319 |
1.0894 |
0.0425 |
3.8% |
0.0114 |
1.0% |
94% |
True |
False |
92,227 |
| 40 |
1.1368 |
1.0834 |
0.0534 |
4.7% |
0.0116 |
1.0% |
86% |
False |
False |
93,714 |
| 60 |
1.1368 |
1.0710 |
0.0658 |
5.8% |
0.0120 |
1.1% |
89% |
False |
False |
84,764 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.0% |
0.0116 |
1.0% |
93% |
False |
False |
63,633 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.0% |
0.0110 |
1.0% |
93% |
False |
False |
50,925 |
| 120 |
1.1368 |
1.0186 |
0.1182 |
10.5% |
0.0098 |
0.9% |
94% |
False |
False |
42,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1702 |
|
2.618 |
1.1555 |
|
1.618 |
1.1465 |
|
1.000 |
1.1409 |
|
0.618 |
1.1375 |
|
HIGH |
1.1319 |
|
0.618 |
1.1285 |
|
0.500 |
1.1274 |
|
0.382 |
1.1263 |
|
LOW |
1.1229 |
|
0.618 |
1.1173 |
|
1.000 |
1.1139 |
|
1.618 |
1.1083 |
|
2.618 |
1.0993 |
|
4.250 |
1.0847 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1287 |
1.1284 |
| PP |
1.1281 |
1.1275 |
| S1 |
1.1274 |
1.1265 |
|