CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1071 |
1.1011 |
-0.0060 |
-0.5% |
1.0858 |
| High |
1.1107 |
1.1114 |
0.0007 |
0.1% |
1.1124 |
| Low |
1.0942 |
1.1008 |
0.0066 |
0.6% |
1.0834 |
| Close |
1.1014 |
1.1018 |
0.0004 |
0.0% |
1.1113 |
| Range |
0.0165 |
0.0106 |
-0.0059 |
-35.8% |
0.0290 |
| ATR |
0.0129 |
0.0128 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
75,685 |
102,917 |
27,232 |
36.0% |
500,728 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1297 |
1.1076 |
|
| R3 |
1.1259 |
1.1191 |
1.1047 |
|
| R2 |
1.1153 |
1.1153 |
1.1037 |
|
| R1 |
1.1085 |
1.1085 |
1.1028 |
1.1119 |
| PP |
1.1047 |
1.1047 |
1.1047 |
1.1064 |
| S1 |
1.0979 |
1.0979 |
1.1008 |
1.1013 |
| S2 |
1.0941 |
1.0941 |
1.0999 |
|
| S3 |
1.0835 |
1.0873 |
1.0989 |
|
| S4 |
1.0729 |
1.0767 |
1.0960 |
|
|
| 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 |
1.0922 |
0.0261 |
2.4% |
0.0143 |
1.3% |
37% |
False |
False |
103,445 |
| 10 |
1.1183 |
1.0834 |
0.0349 |
3.2% |
0.0130 |
1.2% |
53% |
False |
False |
99,355 |
| 20 |
1.1323 |
1.0834 |
0.0489 |
4.4% |
0.0127 |
1.1% |
38% |
False |
False |
98,417 |
| 40 |
1.1368 |
1.0812 |
0.0556 |
5.0% |
0.0131 |
1.2% |
37% |
False |
False |
96,552 |
| 60 |
1.1368 |
1.0401 |
0.0967 |
8.8% |
0.0120 |
1.1% |
64% |
False |
False |
66,146 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0113 |
1.0% |
69% |
False |
False |
49,634 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0103 |
0.9% |
69% |
False |
False |
39,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1565 |
|
2.618 |
1.1392 |
|
1.618 |
1.1286 |
|
1.000 |
1.1220 |
|
0.618 |
1.1180 |
|
HIGH |
1.1114 |
|
0.618 |
1.1074 |
|
0.500 |
1.1061 |
|
0.382 |
1.1048 |
|
LOW |
1.1008 |
|
0.618 |
1.0942 |
|
1.000 |
1.0902 |
|
1.618 |
1.0836 |
|
2.618 |
1.0730 |
|
4.250 |
1.0558 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1061 |
1.1036 |
| PP |
1.1047 |
1.1030 |
| S1 |
1.1032 |
1.1024 |
|