CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1119 |
1.1136 |
0.0017 |
0.2% |
1.1153 |
| High |
1.1158 |
1.1202 |
0.0044 |
0.4% |
1.1183 |
| Low |
1.1088 |
1.1107 |
0.0019 |
0.2% |
1.0942 |
| Close |
1.1143 |
1.1125 |
-0.0018 |
-0.2% |
1.1118 |
| Range |
0.0070 |
0.0095 |
0.0025 |
35.7% |
0.0241 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
64,831 |
77,757 |
12,926 |
19.9% |
472,667 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1430 |
1.1372 |
1.1177 |
|
| R3 |
1.1335 |
1.1277 |
1.1151 |
|
| R2 |
1.1240 |
1.1240 |
1.1142 |
|
| R1 |
1.1182 |
1.1182 |
1.1134 |
1.1164 |
| PP |
1.1145 |
1.1145 |
1.1145 |
1.1135 |
| S1 |
1.1087 |
1.1087 |
1.1116 |
1.1069 |
| S2 |
1.1050 |
1.1050 |
1.1108 |
|
| S3 |
1.0955 |
1.0992 |
1.1099 |
|
| S4 |
1.0860 |
1.0897 |
1.1073 |
|
|
| 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 |
1.1202 |
1.1007 |
0.0195 |
1.8% |
0.0099 |
0.9% |
61% |
True |
False |
89,683 |
| 10 |
1.1202 |
1.0916 |
0.0286 |
2.6% |
0.0128 |
1.1% |
73% |
True |
False |
98,349 |
| 20 |
1.1207 |
1.0834 |
0.0373 |
3.4% |
0.0120 |
1.1% |
78% |
False |
False |
97,978 |
| 40 |
1.1368 |
1.0812 |
0.0556 |
5.0% |
0.0127 |
1.1% |
56% |
False |
False |
96,176 |
| 60 |
1.1368 |
1.0533 |
0.0835 |
7.5% |
0.0120 |
1.1% |
71% |
False |
False |
71,900 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0115 |
1.0% |
78% |
False |
False |
53,950 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.1% |
0.0106 |
1.0% |
78% |
False |
False |
43,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1606 |
|
2.618 |
1.1451 |
|
1.618 |
1.1356 |
|
1.000 |
1.1297 |
|
0.618 |
1.1261 |
|
HIGH |
1.1202 |
|
0.618 |
1.1166 |
|
0.500 |
1.1155 |
|
0.382 |
1.1143 |
|
LOW |
1.1107 |
|
0.618 |
1.1048 |
|
1.000 |
1.1012 |
|
1.618 |
1.0953 |
|
2.618 |
1.0858 |
|
4.250 |
1.0703 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1155 |
1.1142 |
| PP |
1.1145 |
1.1136 |
| S1 |
1.1135 |
1.1131 |
|