CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1079 |
1.1185 |
0.0106 |
1.0% |
1.1543 |
| High |
1.1231 |
1.1342 |
0.0111 |
1.0% |
1.1647 |
| Low |
1.1065 |
1.1180 |
0.0115 |
1.0% |
1.1016 |
| Close |
1.1178 |
1.1321 |
0.0143 |
1.3% |
1.1023 |
| Range |
0.0166 |
0.0162 |
-0.0004 |
-2.4% |
0.0631 |
| ATR |
0.0152 |
0.0153 |
0.0001 |
0.5% |
0.0000 |
| Volume |
199,643 |
104,215 |
-95,428 |
-47.8% |
641,190 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1767 |
1.1706 |
1.1410 |
|
| R3 |
1.1605 |
1.1544 |
1.1366 |
|
| R2 |
1.1443 |
1.1443 |
1.1351 |
|
| R1 |
1.1382 |
1.1382 |
1.1336 |
1.1413 |
| PP |
1.1281 |
1.1281 |
1.1281 |
1.1296 |
| S1 |
1.1220 |
1.1220 |
1.1306 |
1.1251 |
| S2 |
1.1119 |
1.1119 |
1.1291 |
|
| S3 |
1.0957 |
1.1058 |
1.1276 |
|
| S4 |
1.0795 |
1.0896 |
1.1232 |
|
|
| 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 |
1.1549 |
1.1016 |
0.0533 |
4.7% |
0.0185 |
1.6% |
57% |
False |
False |
129,729 |
| 10 |
1.1790 |
1.1016 |
0.0774 |
6.8% |
0.0188 |
1.7% |
39% |
False |
False |
122,377 |
| 20 |
1.1790 |
1.1016 |
0.0774 |
6.8% |
0.0140 |
1.2% |
39% |
False |
False |
103,699 |
| 40 |
1.1790 |
1.0834 |
0.0956 |
8.4% |
0.0132 |
1.2% |
51% |
False |
False |
101,345 |
| 60 |
1.1790 |
1.0812 |
0.0978 |
8.6% |
0.0133 |
1.2% |
52% |
False |
False |
99,097 |
| 80 |
1.1790 |
1.0508 |
0.1282 |
11.3% |
0.0125 |
1.1% |
63% |
False |
False |
78,069 |
| 100 |
1.1790 |
1.0244 |
0.1546 |
13.7% |
0.0119 |
1.1% |
70% |
False |
False |
62,476 |
| 120 |
1.1790 |
1.0244 |
0.1546 |
13.7% |
0.0111 |
1.0% |
70% |
False |
False |
52,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2031 |
|
2.618 |
1.1766 |
|
1.618 |
1.1604 |
|
1.000 |
1.1504 |
|
0.618 |
1.1442 |
|
HIGH |
1.1342 |
|
0.618 |
1.1280 |
|
0.500 |
1.1261 |
|
0.382 |
1.1242 |
|
LOW |
1.1180 |
|
0.618 |
1.1080 |
|
1.000 |
1.1018 |
|
1.618 |
1.0918 |
|
2.618 |
1.0756 |
|
4.250 |
1.0492 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1301 |
1.1277 |
| PP |
1.1281 |
1.1234 |
| S1 |
1.1261 |
1.1190 |
|