CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.1019 |
0.0008 |
0.1% |
1.1153 |
| High |
1.1114 |
1.1162 |
0.0048 |
0.4% |
1.1183 |
| Low |
1.1008 |
1.1007 |
-0.0001 |
0.0% |
1.0942 |
| Close |
1.1018 |
1.1118 |
0.0100 |
0.9% |
1.1118 |
| Range |
0.0106 |
0.0155 |
0.0049 |
46.2% |
0.0241 |
| ATR |
0.0128 |
0.0130 |
0.0002 |
1.5% |
0.0000 |
| Volume |
102,917 |
74,951 |
-27,966 |
-27.2% |
472,667 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1494 |
1.1203 |
|
| R3 |
1.1406 |
1.1339 |
1.1161 |
|
| R2 |
1.1251 |
1.1251 |
1.1146 |
|
| R1 |
1.1184 |
1.1184 |
1.1132 |
1.1218 |
| PP |
1.1096 |
1.1096 |
1.1096 |
1.1112 |
| S1 |
1.1029 |
1.1029 |
1.1104 |
1.1063 |
| S2 |
1.0941 |
1.0941 |
1.1090 |
|
| S3 |
1.0786 |
1.0874 |
1.1075 |
|
| S4 |
1.0631 |
1.0719 |
1.1033 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1804 |
1.1702 |
1.1251 |
|
| R3 |
1.1563 |
1.1461 |
1.1184 |
|
| R2 |
1.1322 |
1.1322 |
1.1162 |
|
| R1 |
1.1220 |
1.1220 |
1.1140 |
1.1151 |
| PP |
1.1081 |
1.1081 |
1.1081 |
1.1046 |
| S1 |
1.0979 |
1.0979 |
1.1096 |
1.0910 |
| S2 |
1.0840 |
1.0840 |
1.1074 |
|
| S3 |
1.0599 |
1.0738 |
1.1052 |
|
| S4 |
1.0358 |
1.0497 |
1.0985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1183 |
1.0942 |
0.0241 |
2.2% |
0.0134 |
1.2% |
73% |
False |
False |
94,533 |
| 10 |
1.1183 |
1.0834 |
0.0349 |
3.1% |
0.0135 |
1.2% |
81% |
False |
False |
97,339 |
| 20 |
1.1261 |
1.0834 |
0.0427 |
3.8% |
0.0125 |
1.1% |
67% |
False |
False |
98,359 |
| 40 |
1.1368 |
1.0812 |
0.0556 |
5.0% |
0.0130 |
1.2% |
55% |
False |
False |
96,453 |
| 60 |
1.1368 |
1.0508 |
0.0860 |
7.7% |
0.0120 |
1.1% |
71% |
False |
False |
67,395 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0114 |
1.0% |
78% |
False |
False |
50,571 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0104 |
0.9% |
78% |
False |
False |
40,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1821 |
|
2.618 |
1.1568 |
|
1.618 |
1.1413 |
|
1.000 |
1.1317 |
|
0.618 |
1.1258 |
|
HIGH |
1.1162 |
|
0.618 |
1.1103 |
|
0.500 |
1.1085 |
|
0.382 |
1.1066 |
|
LOW |
1.1007 |
|
0.618 |
1.0911 |
|
1.000 |
1.0852 |
|
1.618 |
1.0756 |
|
2.618 |
1.0601 |
|
4.250 |
1.0348 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1107 |
1.1096 |
| PP |
1.1096 |
1.1074 |
| S1 |
1.1085 |
1.1052 |
|