CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1200 |
1.1243 |
0.0043 |
0.4% |
1.1160 |
| High |
1.1283 |
1.1277 |
-0.0006 |
-0.1% |
1.1283 |
| Low |
1.1178 |
1.1219 |
0.0041 |
0.4% |
1.1148 |
| Close |
1.1237 |
1.1242 |
0.0005 |
0.0% |
1.1242 |
| Range |
0.0105 |
0.0058 |
-0.0047 |
-44.8% |
0.0135 |
| ATR |
0.0114 |
0.0110 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
66,419 |
97,353 |
30,934 |
46.6% |
434,334 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1420 |
1.1389 |
1.1274 |
|
| R3 |
1.1362 |
1.1331 |
1.1258 |
|
| R2 |
1.1304 |
1.1304 |
1.1253 |
|
| R1 |
1.1273 |
1.1273 |
1.1247 |
1.1260 |
| PP |
1.1246 |
1.1246 |
1.1246 |
1.1239 |
| S1 |
1.1215 |
1.1215 |
1.1237 |
1.1202 |
| S2 |
1.1188 |
1.1188 |
1.1231 |
|
| S3 |
1.1130 |
1.1157 |
1.1226 |
|
| S4 |
1.1072 |
1.1099 |
1.1210 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1629 |
1.1571 |
1.1316 |
|
| R3 |
1.1494 |
1.1436 |
1.1279 |
|
| R2 |
1.1359 |
1.1359 |
1.1267 |
|
| R1 |
1.1301 |
1.1301 |
1.1254 |
1.1330 |
| PP |
1.1224 |
1.1224 |
1.1224 |
1.1239 |
| S1 |
1.1166 |
1.1166 |
1.1230 |
1.1195 |
| S2 |
1.1089 |
1.1089 |
1.1217 |
|
| S3 |
1.0954 |
1.1031 |
1.1205 |
|
| S4 |
1.0819 |
1.0896 |
1.1168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1283 |
1.1148 |
0.0135 |
1.2% |
0.0089 |
0.8% |
70% |
False |
False |
86,866 |
| 10 |
1.1283 |
1.1036 |
0.0247 |
2.2% |
0.0092 |
0.8% |
83% |
False |
False |
90,946 |
| 20 |
1.1283 |
1.0834 |
0.0449 |
4.0% |
0.0114 |
1.0% |
91% |
False |
False |
94,143 |
| 40 |
1.1368 |
1.0834 |
0.0534 |
4.8% |
0.0119 |
1.1% |
76% |
False |
False |
95,823 |
| 60 |
1.1368 |
1.0636 |
0.0732 |
6.5% |
0.0121 |
1.1% |
83% |
False |
False |
82,513 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.0% |
0.0116 |
1.0% |
89% |
False |
False |
61,925 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.0% |
0.0109 |
1.0% |
89% |
False |
False |
49,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1524 |
|
2.618 |
1.1429 |
|
1.618 |
1.1371 |
|
1.000 |
1.1335 |
|
0.618 |
1.1313 |
|
HIGH |
1.1277 |
|
0.618 |
1.1255 |
|
0.500 |
1.1248 |
|
0.382 |
1.1241 |
|
LOW |
1.1219 |
|
0.618 |
1.1183 |
|
1.000 |
1.1161 |
|
1.618 |
1.1125 |
|
2.618 |
1.1067 |
|
4.250 |
1.0973 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1248 |
1.1238 |
| PP |
1.1246 |
1.1234 |
| S1 |
1.1244 |
1.1230 |
|