CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1325 |
1.1196 |
-0.0129 |
-1.1% |
1.1079 |
| High |
1.1336 |
1.1322 |
-0.0014 |
-0.1% |
1.1447 |
| Low |
1.1134 |
1.1195 |
0.0061 |
0.5% |
1.1065 |
| Close |
1.1212 |
1.1304 |
0.0092 |
0.8% |
1.1212 |
| Range |
0.0202 |
0.0127 |
-0.0075 |
-37.1% |
0.0382 |
| ATR |
0.0154 |
0.0152 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
91,553 |
37,150 |
-54,403 |
-59.4% |
657,856 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1655 |
1.1606 |
1.1374 |
|
| R3 |
1.1528 |
1.1479 |
1.1339 |
|
| R2 |
1.1401 |
1.1401 |
1.1327 |
|
| R1 |
1.1352 |
1.1352 |
1.1316 |
1.1377 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1286 |
| S1 |
1.1225 |
1.1225 |
1.1292 |
1.1250 |
| S2 |
1.1147 |
1.1147 |
1.1281 |
|
| S3 |
1.1020 |
1.1098 |
1.1269 |
|
| S4 |
1.0893 |
1.0971 |
1.1234 |
|
|
| 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 |
1.1134 |
0.0313 |
2.8% |
0.0152 |
1.3% |
54% |
False |
False |
99,072 |
| 10 |
1.1607 |
1.1016 |
0.0591 |
5.2% |
0.0171 |
1.5% |
49% |
False |
False |
114,595 |
| 20 |
1.1790 |
1.1016 |
0.0774 |
6.8% |
0.0150 |
1.3% |
37% |
False |
False |
105,898 |
| 40 |
1.1790 |
1.0834 |
0.0956 |
8.5% |
0.0134 |
1.2% |
49% |
False |
False |
100,418 |
| 60 |
1.1790 |
1.0812 |
0.0978 |
8.7% |
0.0135 |
1.2% |
50% |
False |
False |
98,945 |
| 80 |
1.1790 |
1.0533 |
0.1257 |
11.1% |
0.0128 |
1.1% |
61% |
False |
False |
82,951 |
| 100 |
1.1790 |
1.0244 |
0.1546 |
13.7% |
0.0123 |
1.1% |
69% |
False |
False |
66,385 |
| 120 |
1.1790 |
1.0244 |
0.1546 |
13.7% |
0.0115 |
1.0% |
69% |
False |
False |
55,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1862 |
|
2.618 |
1.1654 |
|
1.618 |
1.1527 |
|
1.000 |
1.1449 |
|
0.618 |
1.1400 |
|
HIGH |
1.1322 |
|
0.618 |
1.1273 |
|
0.500 |
1.1259 |
|
0.382 |
1.1244 |
|
LOW |
1.1195 |
|
0.618 |
1.1117 |
|
1.000 |
1.1068 |
|
1.618 |
1.0990 |
|
2.618 |
1.0863 |
|
4.250 |
1.0655 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1289 |
1.1292 |
| PP |
1.1274 |
1.1279 |
| S1 |
1.1259 |
1.1267 |
|