CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1067 |
1.1071 |
0.0004 |
0.0% |
1.0858 |
| High |
1.1130 |
1.1107 |
-0.0023 |
-0.2% |
1.1124 |
| Low |
1.1042 |
1.0942 |
-0.0100 |
-0.9% |
1.0834 |
| Close |
1.1073 |
1.1014 |
-0.0059 |
-0.5% |
1.1113 |
| Range |
0.0088 |
0.0165 |
0.0077 |
87.5% |
0.0290 |
| ATR |
0.0127 |
0.0129 |
0.0003 |
2.2% |
0.0000 |
| Volume |
98,049 |
75,685 |
-22,364 |
-22.8% |
500,728 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1516 |
1.1430 |
1.1105 |
|
| R3 |
1.1351 |
1.1265 |
1.1059 |
|
| R2 |
1.1186 |
1.1186 |
1.1044 |
|
| R1 |
1.1100 |
1.1100 |
1.1029 |
1.1061 |
| PP |
1.1021 |
1.1021 |
1.1021 |
1.1001 |
| S1 |
1.0935 |
1.0935 |
1.0999 |
1.0896 |
| S2 |
1.0856 |
1.0856 |
1.0984 |
|
| S3 |
1.0691 |
1.0770 |
1.0969 |
|
| S4 |
1.0526 |
1.0605 |
1.0923 |
|
|
| 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 |
1.0916 |
0.0267 |
2.4% |
0.0156 |
1.4% |
37% |
False |
False |
107,015 |
| 10 |
1.1183 |
1.0834 |
0.0349 |
3.2% |
0.0130 |
1.2% |
52% |
False |
False |
98,020 |
| 20 |
1.1350 |
1.0834 |
0.0516 |
4.7% |
0.0125 |
1.1% |
35% |
False |
False |
99,514 |
| 40 |
1.1368 |
1.0812 |
0.0556 |
5.0% |
0.0131 |
1.2% |
36% |
False |
False |
95,371 |
| 60 |
1.1368 |
1.0351 |
0.1017 |
9.2% |
0.0120 |
1.1% |
65% |
False |
False |
64,432 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0113 |
1.0% |
69% |
False |
False |
48,348 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0103 |
0.9% |
69% |
False |
False |
38,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1808 |
|
2.618 |
1.1539 |
|
1.618 |
1.1374 |
|
1.000 |
1.1272 |
|
0.618 |
1.1209 |
|
HIGH |
1.1107 |
|
0.618 |
1.1044 |
|
0.500 |
1.1025 |
|
0.382 |
1.1005 |
|
LOW |
1.0942 |
|
0.618 |
1.0840 |
|
1.000 |
1.0777 |
|
1.618 |
1.0675 |
|
2.618 |
1.0510 |
|
4.250 |
1.0241 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1025 |
1.1063 |
| PP |
1.1021 |
1.1046 |
| S1 |
1.1018 |
1.1030 |
|