CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1417 |
1.1317 |
-0.0100 |
-0.9% |
1.1543 |
| High |
1.1432 |
1.1364 |
-0.0068 |
-0.6% |
1.1647 |
| Low |
1.1301 |
1.1016 |
-0.0285 |
-2.5% |
1.1016 |
| Close |
1.1337 |
1.1023 |
-0.0314 |
-2.8% |
1.1023 |
| Range |
0.0131 |
0.0348 |
0.0217 |
165.6% |
0.0631 |
| ATR |
0.0133 |
0.0148 |
0.0015 |
11.6% |
0.0000 |
| Volume |
99,463 |
115,016 |
15,553 |
15.6% |
641,190 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2178 |
1.1949 |
1.1214 |
|
| R3 |
1.1830 |
1.1601 |
1.1119 |
|
| R2 |
1.1482 |
1.1482 |
1.1087 |
|
| R1 |
1.1253 |
1.1253 |
1.1055 |
1.1194 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1105 |
| S1 |
1.0905 |
1.0905 |
1.0991 |
1.0846 |
| S2 |
1.0786 |
1.0786 |
1.0959 |
|
| S3 |
1.0438 |
1.0557 |
1.0927 |
|
| S4 |
1.0090 |
1.0209 |
1.0832 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3122 |
1.2703 |
1.1370 |
|
| R3 |
1.2491 |
1.2072 |
1.1197 |
|
| R2 |
1.1860 |
1.1860 |
1.1139 |
|
| R1 |
1.1441 |
1.1441 |
1.1081 |
1.1335 |
| PP |
1.1229 |
1.1229 |
1.1229 |
1.1176 |
| S1 |
1.0810 |
1.0810 |
1.0965 |
1.0704 |
| S2 |
1.0598 |
1.0598 |
1.0907 |
|
| S3 |
0.9967 |
1.0179 |
1.0849 |
|
| S4 |
0.9336 |
0.9548 |
1.0676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1647 |
1.1016 |
0.0631 |
5.7% |
0.0183 |
1.7% |
1% |
False |
True |
128,238 |
| 10 |
1.1790 |
1.1016 |
0.0774 |
7.0% |
0.0169 |
1.5% |
1% |
False |
True |
108,597 |
| 20 |
1.1790 |
1.1007 |
0.0783 |
7.1% |
0.0135 |
1.2% |
2% |
False |
False |
98,652 |
| 40 |
1.1790 |
1.0834 |
0.0956 |
8.7% |
0.0131 |
1.2% |
20% |
False |
False |
98,534 |
| 60 |
1.1790 |
1.0812 |
0.0978 |
8.9% |
0.0132 |
1.2% |
22% |
False |
False |
97,252 |
| 80 |
1.1790 |
1.0401 |
0.1389 |
12.6% |
0.0124 |
1.1% |
45% |
False |
False |
74,272 |
| 100 |
1.1790 |
1.0244 |
0.1546 |
14.0% |
0.0117 |
1.1% |
50% |
False |
False |
59,438 |
| 120 |
1.1790 |
1.0244 |
0.1546 |
14.0% |
0.0108 |
1.0% |
50% |
False |
False |
49,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2843 |
|
2.618 |
1.2275 |
|
1.618 |
1.1927 |
|
1.000 |
1.1712 |
|
0.618 |
1.1579 |
|
HIGH |
1.1364 |
|
0.618 |
1.1231 |
|
0.500 |
1.1190 |
|
0.382 |
1.1149 |
|
LOW |
1.1016 |
|
0.618 |
1.0801 |
|
1.000 |
1.0668 |
|
1.618 |
1.0453 |
|
2.618 |
1.0105 |
|
4.250 |
0.9537 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1190 |
1.1283 |
| PP |
1.1134 |
1.1196 |
| S1 |
1.1079 |
1.1110 |
|