CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1554 |
1.1543 |
-0.0011 |
-0.1% |
1.1259 |
| High |
1.1790 |
1.1647 |
-0.0143 |
-1.2% |
1.1790 |
| Low |
1.1431 |
1.1513 |
0.0082 |
0.7% |
1.1211 |
| Close |
1.1523 |
1.1591 |
0.0068 |
0.6% |
1.1523 |
| Range |
0.0359 |
0.0134 |
-0.0225 |
-62.7% |
0.0579 |
| ATR |
0.0130 |
0.0130 |
0.0000 |
0.2% |
0.0000 |
| Volume |
120,568 |
190,246 |
69,678 |
57.8% |
347,434 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1986 |
1.1922 |
1.1665 |
|
| R3 |
1.1852 |
1.1788 |
1.1628 |
|
| R2 |
1.1718 |
1.1718 |
1.1616 |
|
| R1 |
1.1654 |
1.1654 |
1.1603 |
1.1686 |
| PP |
1.1584 |
1.1584 |
1.1584 |
1.1600 |
| S1 |
1.1520 |
1.1520 |
1.1579 |
1.1552 |
| S2 |
1.1450 |
1.1450 |
1.1566 |
|
| S3 |
1.1316 |
1.1386 |
1.1554 |
|
| S4 |
1.1182 |
1.1252 |
1.1517 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3245 |
1.2963 |
1.1841 |
|
| R3 |
1.2666 |
1.2384 |
1.1682 |
|
| R2 |
1.2087 |
1.2087 |
1.1629 |
|
| R1 |
1.1805 |
1.1805 |
1.1576 |
1.1946 |
| PP |
1.1508 |
1.1508 |
1.1508 |
1.1579 |
| S1 |
1.1226 |
1.1226 |
1.1470 |
1.1367 |
| S2 |
1.0929 |
1.0929 |
1.1417 |
|
| S3 |
1.0350 |
1.0647 |
1.1364 |
|
| S4 |
0.9771 |
1.0068 |
1.1205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1790 |
1.1211 |
0.0579 |
5.0% |
0.0170 |
1.5% |
66% |
False |
False |
107,536 |
| 10 |
1.1790 |
1.1148 |
0.0642 |
5.5% |
0.0129 |
1.1% |
69% |
False |
False |
97,201 |
| 20 |
1.1790 |
1.0942 |
0.0848 |
7.3% |
0.0122 |
1.1% |
77% |
False |
False |
95,990 |
| 40 |
1.1790 |
1.0834 |
0.0956 |
8.2% |
0.0123 |
1.1% |
79% |
False |
False |
96,928 |
| 60 |
1.1790 |
1.0727 |
0.1063 |
9.2% |
0.0127 |
1.1% |
81% |
False |
False |
91,294 |
| 80 |
1.1790 |
1.0244 |
0.1546 |
13.3% |
0.0121 |
1.0% |
87% |
False |
False |
68,640 |
| 100 |
1.1790 |
1.0244 |
0.1546 |
13.3% |
0.0112 |
1.0% |
87% |
False |
False |
54,929 |
| 120 |
1.1790 |
1.0186 |
0.1604 |
13.8% |
0.0103 |
0.9% |
88% |
False |
False |
45,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2217 |
|
2.618 |
1.1998 |
|
1.618 |
1.1864 |
|
1.000 |
1.1781 |
|
0.618 |
1.1730 |
|
HIGH |
1.1647 |
|
0.618 |
1.1596 |
|
0.500 |
1.1580 |
|
0.382 |
1.1564 |
|
LOW |
1.1513 |
|
0.618 |
1.1430 |
|
1.000 |
1.1379 |
|
1.618 |
1.1296 |
|
2.618 |
1.1162 |
|
4.250 |
1.0944 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1587 |
1.1573 |
| PP |
1.1584 |
1.1554 |
| S1 |
1.1580 |
1.1536 |
|