CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1361 |
0.0044 |
0.4% |
1.1543 |
| High |
1.1447 |
1.1399 |
-0.0048 |
-0.4% |
1.1647 |
| Low |
1.1273 |
1.1306 |
0.0033 |
0.3% |
1.1016 |
| Close |
1.1399 |
1.1332 |
-0.0067 |
-0.6% |
1.1023 |
| Range |
0.0174 |
0.0093 |
-0.0081 |
-46.6% |
0.0631 |
| ATR |
0.0155 |
0.0150 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
126,118 |
136,327 |
10,209 |
8.1% |
641,190 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1625 |
1.1571 |
1.1383 |
|
| R3 |
1.1532 |
1.1478 |
1.1358 |
|
| R2 |
1.1439 |
1.1439 |
1.1349 |
|
| R1 |
1.1385 |
1.1385 |
1.1341 |
1.1366 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1336 |
| S1 |
1.1292 |
1.1292 |
1.1323 |
1.1273 |
| S2 |
1.1253 |
1.1253 |
1.1315 |
|
| S3 |
1.1160 |
1.1199 |
1.1306 |
|
| S4 |
1.1067 |
1.1106 |
1.1281 |
|
|
| 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 |
1.1447 |
1.1016 |
0.0431 |
3.8% |
0.0189 |
1.7% |
73% |
False |
False |
136,263 |
| 10 |
1.1790 |
1.1016 |
0.0774 |
6.8% |
0.0187 |
1.6% |
41% |
False |
False |
132,806 |
| 20 |
1.1790 |
1.1016 |
0.0774 |
6.8% |
0.0145 |
1.3% |
41% |
False |
False |
109,692 |
| 40 |
1.1790 |
1.0834 |
0.0956 |
8.4% |
0.0133 |
1.2% |
52% |
False |
False |
103,835 |
| 60 |
1.1790 |
1.0812 |
0.0978 |
8.6% |
0.0133 |
1.2% |
53% |
False |
False |
100,681 |
| 80 |
1.1790 |
1.0533 |
0.1257 |
11.1% |
0.0126 |
1.1% |
64% |
False |
False |
81,348 |
| 100 |
1.1790 |
1.0244 |
0.1546 |
13.6% |
0.0121 |
1.1% |
70% |
False |
False |
65,099 |
| 120 |
1.1790 |
1.0244 |
0.1546 |
13.6% |
0.0112 |
1.0% |
70% |
False |
False |
54,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1794 |
|
2.618 |
1.1642 |
|
1.618 |
1.1549 |
|
1.000 |
1.1492 |
|
0.618 |
1.1456 |
|
HIGH |
1.1399 |
|
0.618 |
1.1363 |
|
0.500 |
1.1353 |
|
0.382 |
1.1342 |
|
LOW |
1.1306 |
|
0.618 |
1.1249 |
|
1.000 |
1.1213 |
|
1.618 |
1.1156 |
|
2.618 |
1.1063 |
|
4.250 |
1.0911 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1353 |
1.1326 |
| PP |
1.1346 |
1.1320 |
| S1 |
1.1339 |
1.1314 |
|