CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1185 |
1.1317 |
0.0132 |
1.2% |
1.1543 |
| High |
1.1342 |
1.1447 |
0.0105 |
0.9% |
1.1647 |
| Low |
1.1180 |
1.1273 |
0.0093 |
0.8% |
1.1016 |
| Close |
1.1321 |
1.1399 |
0.0078 |
0.7% |
1.1023 |
| Range |
0.0162 |
0.0174 |
0.0012 |
7.4% |
0.0631 |
| ATR |
0.0153 |
0.0155 |
0.0001 |
1.0% |
0.0000 |
| Volume |
104,215 |
126,118 |
21,903 |
21.0% |
641,190 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1821 |
1.1495 |
|
| R3 |
1.1721 |
1.1647 |
1.1447 |
|
| R2 |
1.1547 |
1.1547 |
1.1431 |
|
| R1 |
1.1473 |
1.1473 |
1.1415 |
1.1510 |
| PP |
1.1373 |
1.1373 |
1.1373 |
1.1392 |
| S1 |
1.1299 |
1.1299 |
1.1383 |
1.1336 |
| S2 |
1.1199 |
1.1199 |
1.1367 |
|
| S3 |
1.1025 |
1.1125 |
1.1351 |
|
| S4 |
1.0851 |
1.0951 |
1.1303 |
|
|
| 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 |
1.1447 |
1.1016 |
0.0431 |
3.8% |
0.0196 |
1.7% |
89% |
True |
False |
128,891 |
| 10 |
1.1790 |
1.1016 |
0.0774 |
6.8% |
0.0196 |
1.7% |
49% |
False |
False |
128,157 |
| 20 |
1.1790 |
1.1016 |
0.0774 |
6.8% |
0.0146 |
1.3% |
49% |
False |
False |
106,763 |
| 40 |
1.1790 |
1.0834 |
0.0956 |
8.4% |
0.0134 |
1.2% |
59% |
False |
False |
102,876 |
| 60 |
1.1790 |
1.0812 |
0.0978 |
8.6% |
0.0134 |
1.2% |
60% |
False |
False |
99,807 |
| 80 |
1.1790 |
1.0508 |
0.1282 |
11.2% |
0.0126 |
1.1% |
70% |
False |
False |
79,645 |
| 100 |
1.1790 |
1.0244 |
0.1546 |
13.6% |
0.0120 |
1.1% |
75% |
False |
False |
63,737 |
| 120 |
1.1790 |
1.0244 |
0.1546 |
13.6% |
0.0112 |
1.0% |
75% |
False |
False |
53,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2187 |
|
2.618 |
1.1903 |
|
1.618 |
1.1729 |
|
1.000 |
1.1621 |
|
0.618 |
1.1555 |
|
HIGH |
1.1447 |
|
0.618 |
1.1381 |
|
0.500 |
1.1360 |
|
0.382 |
1.1339 |
|
LOW |
1.1273 |
|
0.618 |
1.1165 |
|
1.000 |
1.1099 |
|
1.618 |
1.0991 |
|
2.618 |
1.0817 |
|
4.250 |
1.0534 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1386 |
1.1351 |
| PP |
1.1373 |
1.1304 |
| S1 |
1.1360 |
1.1256 |
|