CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1543 |
1.1586 |
0.0043 |
0.4% |
1.1259 |
| High |
1.1647 |
1.1607 |
-0.0040 |
-0.3% |
1.1790 |
| Low |
1.1513 |
1.1425 |
-0.0088 |
-0.8% |
1.1211 |
| Close |
1.1591 |
1.1540 |
-0.0051 |
-0.4% |
1.1523 |
| Range |
0.0134 |
0.0182 |
0.0048 |
35.8% |
0.0579 |
| ATR |
0.0130 |
0.0134 |
0.0004 |
2.9% |
0.0000 |
| Volume |
190,246 |
106,155 |
-84,091 |
-44.2% |
347,434 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2070 |
1.1987 |
1.1640 |
|
| R3 |
1.1888 |
1.1805 |
1.1590 |
|
| R2 |
1.1706 |
1.1706 |
1.1573 |
|
| R1 |
1.1623 |
1.1623 |
1.1557 |
1.1574 |
| PP |
1.1524 |
1.1524 |
1.1524 |
1.1499 |
| S1 |
1.1441 |
1.1441 |
1.1523 |
1.1392 |
| S2 |
1.1342 |
1.1342 |
1.1507 |
|
| S3 |
1.1160 |
1.1259 |
1.1490 |
|
| S4 |
1.0978 |
1.1077 |
1.1440 |
|
|
| 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 |
1.1229 |
0.0561 |
4.9% |
0.0190 |
1.6% |
55% |
False |
False |
115,024 |
| 10 |
1.1790 |
1.1169 |
0.0621 |
5.4% |
0.0136 |
1.2% |
60% |
False |
False |
98,043 |
| 20 |
1.1790 |
1.0942 |
0.0848 |
7.3% |
0.0123 |
1.1% |
71% |
False |
False |
95,245 |
| 40 |
1.1790 |
1.0834 |
0.0956 |
8.3% |
0.0126 |
1.1% |
74% |
False |
False |
96,535 |
| 60 |
1.1790 |
1.0727 |
0.1063 |
9.2% |
0.0128 |
1.1% |
76% |
False |
False |
93,028 |
| 80 |
1.1790 |
1.0275 |
0.1515 |
13.1% |
0.0120 |
1.0% |
83% |
False |
False |
69,966 |
| 100 |
1.1790 |
1.0244 |
0.1546 |
13.4% |
0.0113 |
1.0% |
84% |
False |
False |
55,991 |
| 120 |
1.1790 |
1.0210 |
0.1580 |
13.7% |
0.0105 |
0.9% |
84% |
False |
False |
46,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2381 |
|
2.618 |
1.2083 |
|
1.618 |
1.1901 |
|
1.000 |
1.1789 |
|
0.618 |
1.1719 |
|
HIGH |
1.1607 |
|
0.618 |
1.1537 |
|
0.500 |
1.1516 |
|
0.382 |
1.1495 |
|
LOW |
1.1425 |
|
0.618 |
1.1313 |
|
1.000 |
1.1243 |
|
1.618 |
1.1131 |
|
2.618 |
1.0949 |
|
4.250 |
1.0652 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1532 |
1.1608 |
| PP |
1.1524 |
1.1585 |
| S1 |
1.1516 |
1.1563 |
|