CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1530 |
1.1417 |
-0.0113 |
-1.0% |
1.1259 |
| High |
1.1549 |
1.1432 |
-0.0117 |
-1.0% |
1.1790 |
| Low |
1.1429 |
1.1301 |
-0.0128 |
-1.1% |
1.1211 |
| Close |
1.1436 |
1.1337 |
-0.0099 |
-0.9% |
1.1523 |
| Range |
0.0120 |
0.0131 |
0.0011 |
9.2% |
0.0579 |
| ATR |
0.0133 |
0.0133 |
0.0000 |
0.1% |
0.0000 |
| Volume |
130,310 |
99,463 |
-30,847 |
-23.7% |
347,434 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1750 |
1.1674 |
1.1409 |
|
| R3 |
1.1619 |
1.1543 |
1.1373 |
|
| R2 |
1.1488 |
1.1488 |
1.1361 |
|
| R1 |
1.1412 |
1.1412 |
1.1349 |
1.1385 |
| PP |
1.1357 |
1.1357 |
1.1357 |
1.1343 |
| S1 |
1.1281 |
1.1281 |
1.1325 |
1.1254 |
| S2 |
1.1226 |
1.1226 |
1.1313 |
|
| S3 |
1.1095 |
1.1150 |
1.1301 |
|
| S4 |
1.0964 |
1.1019 |
1.1265 |
|
|
| 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 |
1.1301 |
0.0489 |
4.3% |
0.0185 |
1.6% |
7% |
False |
True |
129,348 |
| 10 |
1.1790 |
1.1178 |
0.0612 |
5.4% |
0.0144 |
1.3% |
26% |
False |
False |
103,738 |
| 20 |
1.1790 |
1.1007 |
0.0783 |
6.9% |
0.0123 |
1.1% |
42% |
False |
False |
98,047 |
| 40 |
1.1790 |
1.0834 |
0.0956 |
8.4% |
0.0124 |
1.1% |
53% |
False |
False |
98,780 |
| 60 |
1.1790 |
1.0812 |
0.0978 |
8.6% |
0.0128 |
1.1% |
54% |
False |
False |
96,263 |
| 80 |
1.1790 |
1.0351 |
0.1439 |
12.7% |
0.0121 |
1.1% |
69% |
False |
False |
72,836 |
| 100 |
1.1790 |
1.0244 |
0.1546 |
13.6% |
0.0115 |
1.0% |
71% |
False |
False |
58,288 |
| 120 |
1.1790 |
1.0244 |
0.1546 |
13.6% |
0.0106 |
0.9% |
71% |
False |
False |
48,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1989 |
|
2.618 |
1.1775 |
|
1.618 |
1.1644 |
|
1.000 |
1.1563 |
|
0.618 |
1.1513 |
|
HIGH |
1.1432 |
|
0.618 |
1.1382 |
|
0.500 |
1.1367 |
|
0.382 |
1.1351 |
|
LOW |
1.1301 |
|
0.618 |
1.1220 |
|
1.000 |
1.1170 |
|
1.618 |
1.1089 |
|
2.618 |
1.0958 |
|
4.250 |
1.0744 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1367 |
1.1454 |
| PP |
1.1357 |
1.1415 |
| S1 |
1.1347 |
1.1376 |
|