CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1586 |
1.1530 |
-0.0056 |
-0.5% |
1.1259 |
| High |
1.1607 |
1.1549 |
-0.0058 |
-0.5% |
1.1790 |
| Low |
1.1425 |
1.1429 |
0.0004 |
0.0% |
1.1211 |
| Close |
1.1540 |
1.1436 |
-0.0104 |
-0.9% |
1.1523 |
| Range |
0.0182 |
0.0120 |
-0.0062 |
-34.1% |
0.0579 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
106,155 |
130,310 |
24,155 |
22.8% |
347,434 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1831 |
1.1754 |
1.1502 |
|
| R3 |
1.1711 |
1.1634 |
1.1469 |
|
| R2 |
1.1591 |
1.1591 |
1.1458 |
|
| R1 |
1.1514 |
1.1514 |
1.1447 |
1.1493 |
| PP |
1.1471 |
1.1471 |
1.1471 |
1.1461 |
| S1 |
1.1394 |
1.1394 |
1.1425 |
1.1373 |
| S2 |
1.1351 |
1.1351 |
1.1414 |
|
| S3 |
1.1231 |
1.1274 |
1.1403 |
|
| S4 |
1.1111 |
1.1154 |
1.1370 |
|
|
| 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 |
1.1282 |
0.0508 |
4.4% |
0.0196 |
1.7% |
30% |
False |
False |
127,424 |
| 10 |
1.1790 |
1.1176 |
0.0614 |
5.4% |
0.0137 |
1.2% |
42% |
False |
False |
101,686 |
| 20 |
1.1790 |
1.0942 |
0.0848 |
7.4% |
0.0125 |
1.1% |
58% |
False |
False |
96,858 |
| 40 |
1.1790 |
1.0834 |
0.0956 |
8.4% |
0.0125 |
1.1% |
63% |
False |
False |
98,476 |
| 60 |
1.1790 |
1.0806 |
0.0984 |
8.6% |
0.0128 |
1.1% |
64% |
False |
False |
95,050 |
| 80 |
1.1790 |
1.0329 |
0.1461 |
12.8% |
0.0121 |
1.1% |
76% |
False |
False |
71,594 |
| 100 |
1.1790 |
1.0244 |
0.1546 |
13.5% |
0.0114 |
1.0% |
77% |
False |
False |
57,294 |
| 120 |
1.1790 |
1.0244 |
0.1546 |
13.5% |
0.0106 |
0.9% |
77% |
False |
False |
47,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2059 |
|
2.618 |
1.1863 |
|
1.618 |
1.1743 |
|
1.000 |
1.1669 |
|
0.618 |
1.1623 |
|
HIGH |
1.1549 |
|
0.618 |
1.1503 |
|
0.500 |
1.1489 |
|
0.382 |
1.1475 |
|
LOW |
1.1429 |
|
0.618 |
1.1355 |
|
1.000 |
1.1309 |
|
1.618 |
1.1235 |
|
2.618 |
1.1115 |
|
4.250 |
1.0919 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1489 |
1.1536 |
| PP |
1.1471 |
1.1503 |
| S1 |
1.1454 |
1.1469 |
|