CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1079 |
-0.0238 |
-2.1% |
1.1543 |
| High |
1.1364 |
1.1231 |
-0.0133 |
-1.2% |
1.1647 |
| Low |
1.1016 |
1.1065 |
0.0049 |
0.4% |
1.1016 |
| Close |
1.1023 |
1.1178 |
0.0155 |
1.4% |
1.1023 |
| Range |
0.0348 |
0.0166 |
-0.0182 |
-52.3% |
0.0631 |
| ATR |
0.0148 |
0.0152 |
0.0004 |
2.9% |
0.0000 |
| Volume |
115,016 |
199,643 |
84,627 |
73.6% |
641,190 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1656 |
1.1583 |
1.1269 |
|
| R3 |
1.1490 |
1.1417 |
1.1224 |
|
| R2 |
1.1324 |
1.1324 |
1.1208 |
|
| R1 |
1.1251 |
1.1251 |
1.1193 |
1.1288 |
| PP |
1.1158 |
1.1158 |
1.1158 |
1.1176 |
| S1 |
1.1085 |
1.1085 |
1.1163 |
1.1122 |
| S2 |
1.0992 |
1.0992 |
1.1148 |
|
| S3 |
1.0826 |
1.0919 |
1.1132 |
|
| S4 |
1.0660 |
1.0753 |
1.1087 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3122 |
1.2703 |
1.1370 |
|
| R3 |
1.2491 |
1.2072 |
1.1197 |
|
| R2 |
1.1860 |
1.1860 |
1.1139 |
|
| R1 |
1.1441 |
1.1441 |
1.1081 |
1.1335 |
| PP |
1.1229 |
1.1229 |
1.1229 |
1.1176 |
| S1 |
1.0810 |
1.0810 |
1.0965 |
1.0704 |
| S2 |
1.0598 |
1.0598 |
1.0907 |
|
| S3 |
0.9967 |
1.0179 |
1.0849 |
|
| S4 |
0.9336 |
0.9548 |
1.0676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1607 |
1.1016 |
0.0591 |
5.3% |
0.0189 |
1.7% |
27% |
False |
False |
130,117 |
| 10 |
1.1790 |
1.1016 |
0.0774 |
6.9% |
0.0180 |
1.6% |
21% |
False |
False |
118,826 |
| 20 |
1.1790 |
1.1016 |
0.0774 |
6.9% |
0.0136 |
1.2% |
21% |
False |
False |
104,886 |
| 40 |
1.1790 |
1.0834 |
0.0956 |
8.6% |
0.0130 |
1.2% |
36% |
False |
False |
101,622 |
| 60 |
1.1790 |
1.0812 |
0.0978 |
8.7% |
0.0132 |
1.2% |
37% |
False |
False |
99,264 |
| 80 |
1.1790 |
1.0508 |
0.1282 |
11.5% |
0.0124 |
1.1% |
52% |
False |
False |
76,768 |
| 100 |
1.1790 |
1.0244 |
0.1546 |
13.8% |
0.0119 |
1.1% |
60% |
False |
False |
61,434 |
| 120 |
1.1790 |
1.0244 |
0.1546 |
13.8% |
0.0110 |
1.0% |
60% |
False |
False |
51,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1937 |
|
2.618 |
1.1666 |
|
1.618 |
1.1500 |
|
1.000 |
1.1397 |
|
0.618 |
1.1334 |
|
HIGH |
1.1231 |
|
0.618 |
1.1168 |
|
0.500 |
1.1148 |
|
0.382 |
1.1128 |
|
LOW |
1.1065 |
|
0.618 |
1.0962 |
|
1.000 |
1.0899 |
|
1.618 |
1.0796 |
|
2.618 |
1.0630 |
|
4.250 |
1.0360 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1168 |
1.1224 |
| PP |
1.1158 |
1.1209 |
| S1 |
1.1148 |
1.1193 |
|