CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1136 |
1.1127 |
-0.0009 |
-0.1% |
1.1153 |
| High |
1.1202 |
1.1157 |
-0.0045 |
-0.4% |
1.1183 |
| Low |
1.1107 |
1.1036 |
-0.0071 |
-0.6% |
1.0942 |
| Close |
1.1125 |
1.1073 |
-0.0052 |
-0.5% |
1.1118 |
| Range |
0.0095 |
0.0121 |
0.0026 |
27.4% |
0.0241 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
0.1% |
0.0000 |
| Volume |
77,757 |
82,922 |
5,165 |
6.6% |
472,667 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1452 |
1.1383 |
1.1140 |
|
| R3 |
1.1331 |
1.1262 |
1.1106 |
|
| R2 |
1.1210 |
1.1210 |
1.1095 |
|
| R1 |
1.1141 |
1.1141 |
1.1084 |
1.1115 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1076 |
| S1 |
1.1020 |
1.1020 |
1.1062 |
1.0994 |
| S2 |
1.0968 |
1.0968 |
1.1051 |
|
| S3 |
1.0847 |
1.0899 |
1.1040 |
|
| S4 |
1.0726 |
1.0778 |
1.1006 |
|
|
| 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% |
0.0102 |
0.9% |
34% |
False |
False |
85,684 |
| 10 |
1.1202 |
1.0922 |
0.0280 |
2.5% |
0.0123 |
1.1% |
54% |
False |
False |
94,565 |
| 20 |
1.1202 |
1.0834 |
0.0368 |
3.3% |
0.0117 |
1.1% |
65% |
False |
False |
95,775 |
| 40 |
1.1368 |
1.0812 |
0.0556 |
5.0% |
0.0126 |
1.1% |
47% |
False |
False |
94,787 |
| 60 |
1.1368 |
1.0533 |
0.0835 |
7.5% |
0.0120 |
1.1% |
65% |
False |
False |
73,277 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0115 |
1.0% |
74% |
False |
False |
54,986 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.2% |
0.0107 |
1.0% |
74% |
False |
False |
43,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1671 |
|
2.618 |
1.1474 |
|
1.618 |
1.1353 |
|
1.000 |
1.1278 |
|
0.618 |
1.1232 |
|
HIGH |
1.1157 |
|
0.618 |
1.1111 |
|
0.500 |
1.1097 |
|
0.382 |
1.1082 |
|
LOW |
1.1036 |
|
0.618 |
1.0961 |
|
1.000 |
1.0915 |
|
1.618 |
1.0840 |
|
2.618 |
1.0719 |
|
4.250 |
1.0522 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1097 |
1.1119 |
| PP |
1.1089 |
1.1104 |
| S1 |
1.1081 |
1.1088 |
|