CME Japanese Yen Future December 2009
Trading Metrics calculated at close of trading on 27-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1.1296 |
1.1554 |
0.0258 |
2.3% |
1.1259 |
High |
1.1467 |
1.1790 |
0.0323 |
2.8% |
1.1790 |
Low |
1.1282 |
1.1431 |
0.0149 |
1.3% |
1.1211 |
Close |
1.1442 |
1.1523 |
0.0081 |
0.7% |
1.1523 |
Range |
0.0185 |
0.0359 |
0.0174 |
94.1% |
0.0579 |
ATR |
0.0112 |
0.0130 |
0.0018 |
15.8% |
0.0000 |
Volume |
89,844 |
120,568 |
30,724 |
34.2% |
347,434 |
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2658 |
1.2450 |
1.1720 |
|
R3 |
1.2299 |
1.2091 |
1.1622 |
|
R2 |
1.1940 |
1.1940 |
1.1589 |
|
R1 |
1.1732 |
1.1732 |
1.1556 |
1.1657 |
PP |
1.1581 |
1.1581 |
1.1581 |
1.1544 |
S1 |
1.1373 |
1.1373 |
1.1490 |
1.1298 |
S2 |
1.1222 |
1.1222 |
1.1457 |
|
S3 |
1.0863 |
1.1014 |
1.1424 |
|
S4 |
1.0504 |
1.0655 |
1.1326 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3245 |
1.2963 |
1.1841 |
|
R3 |
1.2666 |
1.2384 |
1.1682 |
|
R2 |
1.2087 |
1.2087 |
1.1629 |
|
R1 |
1.1805 |
1.1805 |
1.1576 |
1.1946 |
PP |
1.1508 |
1.1508 |
1.1508 |
1.1579 |
S1 |
1.1226 |
1.1226 |
1.1470 |
1.1367 |
S2 |
1.0929 |
1.0929 |
1.1417 |
|
S3 |
1.0350 |
1.0647 |
1.1364 |
|
S4 |
0.9771 |
1.0068 |
1.1205 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1790 |
1.1211 |
0.0579 |
5.0% |
0.0154 |
1.3% |
54% |
True |
False |
88,957 |
10 |
1.1790 |
1.1061 |
0.0729 |
6.3% |
0.0128 |
1.1% |
63% |
True |
False |
90,343 |
20 |
1.1790 |
1.0922 |
0.0868 |
7.5% |
0.0125 |
1.1% |
69% |
True |
False |
92,454 |
40 |
1.1790 |
1.0834 |
0.0956 |
8.3% |
0.0124 |
1.1% |
72% |
True |
False |
94,125 |
60 |
1.1790 |
1.0727 |
0.1063 |
9.2% |
0.0127 |
1.1% |
75% |
True |
False |
88,182 |
80 |
1.1790 |
1.0244 |
0.1546 |
13.4% |
0.0120 |
1.0% |
83% |
True |
False |
66,262 |
100 |
1.1790 |
1.0244 |
0.1546 |
13.4% |
0.0112 |
1.0% |
83% |
True |
False |
53,028 |
120 |
1.1790 |
1.0186 |
0.1604 |
13.9% |
0.0102 |
0.9% |
83% |
True |
False |
44,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3316 |
2.618 |
1.2730 |
1.618 |
1.2371 |
1.000 |
1.2149 |
0.618 |
1.2012 |
HIGH |
1.1790 |
0.618 |
1.1653 |
0.500 |
1.1611 |
0.382 |
1.1568 |
LOW |
1.1431 |
0.618 |
1.1209 |
1.000 |
1.1072 |
1.618 |
1.0850 |
2.618 |
1.0491 |
4.250 |
0.9905 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1.1611 |
1.1519 |
PP |
1.1581 |
1.1514 |
S1 |
1.1552 |
1.1510 |
|