CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1361 |
1.1325 |
-0.0036 |
-0.3% |
1.1079 |
| High |
1.1399 |
1.1336 |
-0.0063 |
-0.6% |
1.1447 |
| Low |
1.1306 |
1.1134 |
-0.0172 |
-1.5% |
1.1065 |
| Close |
1.1332 |
1.1212 |
-0.0120 |
-1.1% |
1.1212 |
| Range |
0.0093 |
0.0202 |
0.0109 |
117.2% |
0.0382 |
| ATR |
0.0150 |
0.0154 |
0.0004 |
2.5% |
0.0000 |
| Volume |
136,327 |
91,553 |
-44,774 |
-32.8% |
657,856 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1833 |
1.1725 |
1.1323 |
|
| R3 |
1.1631 |
1.1523 |
1.1268 |
|
| R2 |
1.1429 |
1.1429 |
1.1249 |
|
| R1 |
1.1321 |
1.1321 |
1.1231 |
1.1274 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1204 |
| S1 |
1.1119 |
1.1119 |
1.1193 |
1.1072 |
| S2 |
1.1025 |
1.1025 |
1.1175 |
|
| S3 |
1.0823 |
1.0917 |
1.1156 |
|
| S4 |
1.0621 |
1.0715 |
1.1101 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2387 |
1.2182 |
1.1422 |
|
| R3 |
1.2005 |
1.1800 |
1.1317 |
|
| R2 |
1.1623 |
1.1623 |
1.1282 |
|
| R1 |
1.1418 |
1.1418 |
1.1247 |
1.1521 |
| PP |
1.1241 |
1.1241 |
1.1241 |
1.1293 |
| S1 |
1.1036 |
1.1036 |
1.1177 |
1.1139 |
| S2 |
1.0859 |
1.0859 |
1.1142 |
|
| S3 |
1.0477 |
1.0654 |
1.1107 |
|
| S4 |
1.0095 |
1.0272 |
1.1002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1447 |
1.1065 |
0.0382 |
3.4% |
0.0159 |
1.4% |
38% |
False |
False |
131,571 |
| 10 |
1.1647 |
1.1016 |
0.0631 |
5.6% |
0.0171 |
1.5% |
31% |
False |
False |
129,904 |
| 20 |
1.1790 |
1.1016 |
0.0774 |
6.9% |
0.0150 |
1.3% |
25% |
False |
False |
110,123 |
| 40 |
1.1790 |
1.0834 |
0.0956 |
8.5% |
0.0133 |
1.2% |
40% |
False |
False |
102,949 |
| 60 |
1.1790 |
1.0812 |
0.0978 |
8.7% |
0.0134 |
1.2% |
41% |
False |
False |
99,899 |
| 80 |
1.1790 |
1.0533 |
0.1257 |
11.2% |
0.0127 |
1.1% |
54% |
False |
False |
82,488 |
| 100 |
1.1790 |
1.0244 |
0.1546 |
13.8% |
0.0122 |
1.1% |
63% |
False |
False |
66,014 |
| 120 |
1.1790 |
1.0244 |
0.1546 |
13.8% |
0.0114 |
1.0% |
63% |
False |
False |
55,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2195 |
|
2.618 |
1.1865 |
|
1.618 |
1.1663 |
|
1.000 |
1.1538 |
|
0.618 |
1.1461 |
|
HIGH |
1.1336 |
|
0.618 |
1.1259 |
|
0.500 |
1.1235 |
|
0.382 |
1.1211 |
|
LOW |
1.1134 |
|
0.618 |
1.1009 |
|
1.000 |
1.0932 |
|
1.618 |
1.0807 |
|
2.618 |
1.0605 |
|
4.250 |
1.0276 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1235 |
1.1291 |
| PP |
1.1227 |
1.1264 |
| S1 |
1.1220 |
1.1238 |
|