CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1160 |
1.1222 |
0.0062 |
0.6% |
1.1128 |
| High |
1.1269 |
1.1271 |
0.0002 |
0.0% |
1.1202 |
| Low |
1.1148 |
1.1169 |
0.0021 |
0.2% |
1.1036 |
| Close |
1.1242 |
1.1201 |
-0.0041 |
-0.4% |
1.1152 |
| Range |
0.0121 |
0.0102 |
-0.0019 |
-15.7% |
0.0166 |
| ATR |
0.0120 |
0.0118 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
97,732 |
93,879 |
-3,853 |
-3.9% |
475,132 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1462 |
1.1257 |
|
| R3 |
1.1418 |
1.1360 |
1.1229 |
|
| R2 |
1.1316 |
1.1316 |
1.1220 |
|
| R1 |
1.1258 |
1.1258 |
1.1210 |
1.1236 |
| PP |
1.1214 |
1.1214 |
1.1214 |
1.1203 |
| S1 |
1.1156 |
1.1156 |
1.1192 |
1.1134 |
| S2 |
1.1112 |
1.1112 |
1.1182 |
|
| S3 |
1.1010 |
1.1054 |
1.1173 |
|
| S4 |
1.0908 |
1.0952 |
1.1145 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1556 |
1.1243 |
|
| R3 |
1.1462 |
1.1390 |
1.1198 |
|
| R2 |
1.1296 |
1.1296 |
1.1182 |
|
| R1 |
1.1224 |
1.1224 |
1.1167 |
1.1260 |
| PP |
1.1130 |
1.1130 |
1.1130 |
1.1148 |
| S1 |
1.1058 |
1.1058 |
1.1137 |
1.1094 |
| S2 |
1.0964 |
1.0964 |
1.1122 |
|
| S3 |
1.0798 |
1.0892 |
1.1106 |
|
| S4 |
1.0632 |
1.0726 |
1.1061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1271 |
1.1036 |
0.0235 |
2.1% |
0.0111 |
1.0% |
70% |
True |
False |
94,790 |
| 10 |
1.1271 |
1.0942 |
0.0329 |
2.9% |
0.0112 |
1.0% |
79% |
True |
False |
92,029 |
| 20 |
1.1271 |
1.0834 |
0.0437 |
3.9% |
0.0118 |
1.1% |
84% |
True |
False |
95,719 |
| 40 |
1.1368 |
1.0834 |
0.0534 |
4.8% |
0.0126 |
1.1% |
69% |
False |
False |
96,446 |
| 60 |
1.1368 |
1.0576 |
0.0792 |
7.1% |
0.0121 |
1.1% |
79% |
False |
False |
78,487 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.0% |
0.0117 |
1.0% |
85% |
False |
False |
58,900 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.0% |
0.0108 |
1.0% |
85% |
False |
False |
47,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1705 |
|
2.618 |
1.1538 |
|
1.618 |
1.1436 |
|
1.000 |
1.1373 |
|
0.618 |
1.1334 |
|
HIGH |
1.1271 |
|
0.618 |
1.1232 |
|
0.500 |
1.1220 |
|
0.382 |
1.1208 |
|
LOW |
1.1169 |
|
0.618 |
1.1106 |
|
1.000 |
1.1067 |
|
1.618 |
1.1004 |
|
2.618 |
1.0902 |
|
4.250 |
1.0736 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1220 |
1.1189 |
| PP |
1.1214 |
1.1178 |
| S1 |
1.1207 |
1.1166 |
|