CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0539 |
1.0481 |
-0.0058 |
-0.6% |
1.0556 |
| High |
1.0555 |
1.0525 |
-0.0030 |
-0.3% |
1.0604 |
| Low |
1.0440 |
1.0228 |
-0.0212 |
-2.0% |
1.0228 |
| Close |
1.0481 |
1.0250 |
-0.0231 |
-2.2% |
1.0250 |
| Range |
0.0115 |
0.0297 |
0.0182 |
158.3% |
0.0376 |
| ATR |
0.0123 |
0.0136 |
0.0012 |
10.0% |
0.0000 |
| Volume |
95,993 |
99,926 |
3,933 |
4.1% |
478,965 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1225 |
1.1035 |
1.0413 |
|
| R3 |
1.0928 |
1.0738 |
1.0332 |
|
| R2 |
1.0631 |
1.0631 |
1.0304 |
|
| R1 |
1.0441 |
1.0441 |
1.0277 |
1.0388 |
| PP |
1.0334 |
1.0334 |
1.0334 |
1.0308 |
| S1 |
1.0144 |
1.0144 |
1.0223 |
1.0091 |
| S2 |
1.0037 |
1.0037 |
1.0196 |
|
| S3 |
0.9740 |
0.9847 |
1.0168 |
|
| S4 |
0.9443 |
0.9550 |
1.0087 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1245 |
1.0457 |
|
| R3 |
1.1113 |
1.0869 |
1.0353 |
|
| R2 |
1.0737 |
1.0737 |
1.0319 |
|
| R1 |
1.0493 |
1.0493 |
1.0284 |
1.0427 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0328 |
| S1 |
1.0117 |
1.0117 |
1.0216 |
1.0051 |
| S2 |
0.9985 |
0.9985 |
1.0181 |
|
| S3 |
0.9609 |
0.9741 |
1.0147 |
|
| S4 |
0.9233 |
0.9365 |
1.0043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0604 |
1.0228 |
0.0376 |
3.7% |
0.0143 |
1.4% |
6% |
False |
True |
95,793 |
| 10 |
1.0641 |
1.0228 |
0.0413 |
4.0% |
0.0136 |
1.3% |
5% |
False |
True |
93,024 |
| 20 |
1.0909 |
1.0228 |
0.0681 |
6.6% |
0.0129 |
1.3% |
3% |
False |
True |
89,898 |
| 40 |
1.0909 |
1.0154 |
0.0755 |
7.4% |
0.0131 |
1.3% |
13% |
False |
False |
86,537 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.6% |
0.0133 |
1.3% |
16% |
False |
False |
59,390 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.4% |
0.0121 |
1.2% |
23% |
False |
False |
44,559 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.9% |
0.0115 |
1.1% |
35% |
False |
False |
35,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1787 |
|
2.618 |
1.1303 |
|
1.618 |
1.1006 |
|
1.000 |
1.0822 |
|
0.618 |
1.0709 |
|
HIGH |
1.0525 |
|
0.618 |
1.0412 |
|
0.500 |
1.0377 |
|
0.382 |
1.0341 |
|
LOW |
1.0228 |
|
0.618 |
1.0044 |
|
1.000 |
0.9931 |
|
1.618 |
0.9747 |
|
2.618 |
0.9450 |
|
4.250 |
0.8966 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0377 |
1.0400 |
| PP |
1.0334 |
1.0350 |
| S1 |
1.0292 |
1.0300 |
|