CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0934 |
1.1153 |
0.0219 |
2.0% |
1.0858 |
| High |
1.1124 |
1.1183 |
0.0059 |
0.5% |
1.1124 |
| Low |
1.0922 |
1.1027 |
0.0105 |
1.0% |
1.0834 |
| Close |
1.1113 |
1.1066 |
-0.0047 |
-0.4% |
1.1113 |
| Range |
0.0202 |
0.0156 |
-0.0046 |
-22.8% |
0.0290 |
| ATR |
0.0128 |
0.0130 |
0.0002 |
1.6% |
0.0000 |
| Volume |
119,513 |
121,065 |
1,552 |
1.3% |
500,728 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1560 |
1.1469 |
1.1152 |
|
| R3 |
1.1404 |
1.1313 |
1.1109 |
|
| R2 |
1.1248 |
1.1248 |
1.1095 |
|
| R1 |
1.1157 |
1.1157 |
1.1080 |
1.1125 |
| PP |
1.1092 |
1.1092 |
1.1092 |
1.1076 |
| S1 |
1.1001 |
1.1001 |
1.1052 |
1.0969 |
| S2 |
1.0936 |
1.0936 |
1.1037 |
|
| S3 |
1.0780 |
1.0845 |
1.1023 |
|
| S4 |
1.0624 |
1.0689 |
1.0980 |
|
|
| 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 |
1.1183 |
1.0834 |
0.0349 |
3.2% |
0.0150 |
1.4% |
66% |
True |
False |
105,838 |
| 10 |
1.1183 |
1.0834 |
0.0349 |
3.2% |
0.0127 |
1.1% |
66% |
True |
False |
97,005 |
| 20 |
1.1368 |
1.0834 |
0.0534 |
4.8% |
0.0128 |
1.2% |
43% |
False |
False |
97,825 |
| 40 |
1.1368 |
1.0727 |
0.0641 |
5.8% |
0.0131 |
1.2% |
53% |
False |
False |
91,919 |
| 60 |
1.1368 |
1.0275 |
0.1093 |
9.9% |
0.0119 |
1.1% |
72% |
False |
False |
61,540 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0111 |
1.0% |
73% |
False |
False |
46,177 |
| 100 |
1.1368 |
1.0210 |
0.1158 |
10.5% |
0.0101 |
0.9% |
74% |
False |
False |
36,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1846 |
|
2.618 |
1.1591 |
|
1.618 |
1.1435 |
|
1.000 |
1.1339 |
|
0.618 |
1.1279 |
|
HIGH |
1.1183 |
|
0.618 |
1.1123 |
|
0.500 |
1.1105 |
|
0.382 |
1.1087 |
|
LOW |
1.1027 |
|
0.618 |
1.0931 |
|
1.000 |
1.0871 |
|
1.618 |
1.0775 |
|
2.618 |
1.0619 |
|
4.250 |
1.0364 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1105 |
1.1061 |
| PP |
1.1092 |
1.1055 |
| S1 |
1.1079 |
1.1050 |
|