CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1029 |
1.0934 |
-0.0095 |
-0.9% |
1.0858 |
| High |
1.1084 |
1.1124 |
0.0040 |
0.4% |
1.1124 |
| Low |
1.0916 |
1.0922 |
0.0006 |
0.1% |
1.0834 |
| Close |
1.0928 |
1.1113 |
0.0185 |
1.7% |
1.1113 |
| Range |
0.0168 |
0.0202 |
0.0034 |
20.2% |
0.0290 |
| ATR |
0.0122 |
0.0128 |
0.0006 |
4.7% |
0.0000 |
| Volume |
120,764 |
119,513 |
-1,251 |
-1.0% |
500,728 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1659 |
1.1588 |
1.1224 |
|
| R3 |
1.1457 |
1.1386 |
1.1169 |
|
| R2 |
1.1255 |
1.1255 |
1.1150 |
|
| R1 |
1.1184 |
1.1184 |
1.1132 |
1.1220 |
| PP |
1.1053 |
1.1053 |
1.1053 |
1.1071 |
| S1 |
1.0982 |
1.0982 |
1.1094 |
1.1018 |
| S2 |
1.0851 |
1.0851 |
1.1076 |
|
| S3 |
1.0649 |
1.0780 |
1.1057 |
|
| S4 |
1.0447 |
1.0578 |
1.1002 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1894 |
1.1793 |
1.1273 |
|
| R3 |
1.1604 |
1.1503 |
1.1193 |
|
| R2 |
1.1314 |
1.1314 |
1.1166 |
|
| R1 |
1.1213 |
1.1213 |
1.1140 |
1.1264 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1049 |
| S1 |
1.0923 |
1.0923 |
1.1086 |
1.0974 |
| S2 |
1.0734 |
1.0734 |
1.1060 |
|
| S3 |
1.0444 |
1.0633 |
1.1033 |
|
| S4 |
1.0154 |
1.0343 |
1.0954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1124 |
1.0834 |
0.0290 |
2.6% |
0.0136 |
1.2% |
96% |
True |
False |
100,145 |
| 10 |
1.1124 |
1.0834 |
0.0290 |
2.6% |
0.0121 |
1.1% |
96% |
True |
False |
95,098 |
| 20 |
1.1368 |
1.0834 |
0.0534 |
4.8% |
0.0124 |
1.1% |
52% |
False |
False |
97,865 |
| 40 |
1.1368 |
1.0727 |
0.0641 |
5.8% |
0.0130 |
1.2% |
60% |
False |
False |
88,946 |
| 60 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0121 |
1.1% |
77% |
False |
False |
59,523 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0110 |
1.0% |
77% |
False |
False |
44,664 |
| 100 |
1.1368 |
1.0186 |
0.1182 |
10.6% |
0.0100 |
0.9% |
78% |
False |
False |
35,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1983 |
|
2.618 |
1.1653 |
|
1.618 |
1.1451 |
|
1.000 |
1.1326 |
|
0.618 |
1.1249 |
|
HIGH |
1.1124 |
|
0.618 |
1.1047 |
|
0.500 |
1.1023 |
|
0.382 |
1.0999 |
|
LOW |
1.0922 |
|
0.618 |
1.0797 |
|
1.000 |
1.0720 |
|
1.618 |
1.0595 |
|
2.618 |
1.0393 |
|
4.250 |
1.0064 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1083 |
1.1078 |
| PP |
1.1053 |
1.1044 |
| S1 |
1.1023 |
1.1009 |
|