CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1234 |
1.1296 |
0.0062 |
0.6% |
1.1160 |
| High |
1.1319 |
1.1467 |
0.0148 |
1.3% |
1.1283 |
| Low |
1.1229 |
1.1282 |
0.0053 |
0.5% |
1.1148 |
| Close |
1.1294 |
1.1442 |
0.0148 |
1.3% |
1.1242 |
| Range |
0.0090 |
0.0185 |
0.0095 |
105.6% |
0.0135 |
| ATR |
0.0106 |
0.0112 |
0.0006 |
5.3% |
0.0000 |
| Volume |
68,310 |
89,844 |
21,534 |
31.5% |
434,334 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1952 |
1.1882 |
1.1544 |
|
| R3 |
1.1767 |
1.1697 |
1.1493 |
|
| R2 |
1.1582 |
1.1582 |
1.1476 |
|
| R1 |
1.1512 |
1.1512 |
1.1459 |
1.1547 |
| PP |
1.1397 |
1.1397 |
1.1397 |
1.1415 |
| S1 |
1.1327 |
1.1327 |
1.1425 |
1.1362 |
| S2 |
1.1212 |
1.1212 |
1.1408 |
|
| S3 |
1.1027 |
1.1142 |
1.1391 |
|
| S4 |
1.0842 |
1.0957 |
1.1340 |
|
|
| 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 |
1.1467 |
1.1178 |
0.0289 |
2.5% |
0.0104 |
0.9% |
91% |
True |
False |
78,127 |
| 10 |
1.1467 |
1.1036 |
0.0431 |
3.8% |
0.0104 |
0.9% |
94% |
True |
False |
86,578 |
| 20 |
1.1467 |
1.0916 |
0.0551 |
4.8% |
0.0116 |
1.0% |
95% |
True |
False |
92,463 |
| 40 |
1.1467 |
1.0834 |
0.0633 |
5.5% |
0.0117 |
1.0% |
96% |
True |
False |
93,601 |
| 60 |
1.1467 |
1.0727 |
0.0740 |
6.5% |
0.0122 |
1.1% |
97% |
True |
False |
86,226 |
| 80 |
1.1467 |
1.0244 |
0.1223 |
10.7% |
0.0117 |
1.0% |
98% |
True |
False |
64,755 |
| 100 |
1.1467 |
1.0244 |
0.1223 |
10.7% |
0.0112 |
1.0% |
98% |
True |
False |
51,823 |
| 120 |
1.1467 |
1.0186 |
0.1281 |
11.2% |
0.0099 |
0.9% |
98% |
True |
False |
43,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2253 |
|
2.618 |
1.1951 |
|
1.618 |
1.1766 |
|
1.000 |
1.1652 |
|
0.618 |
1.1581 |
|
HIGH |
1.1467 |
|
0.618 |
1.1396 |
|
0.500 |
1.1375 |
|
0.382 |
1.1353 |
|
LOW |
1.1282 |
|
0.618 |
1.1168 |
|
1.000 |
1.1097 |
|
1.618 |
1.0983 |
|
2.618 |
1.0798 |
|
4.250 |
1.0496 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1420 |
1.1408 |
| PP |
1.1397 |
1.1373 |
| S1 |
1.1375 |
1.1339 |
|