CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0416 |
1.0498 |
0.0082 |
0.8% |
1.0503 |
| High |
1.0574 |
1.0568 |
-0.0006 |
-0.1% |
1.0518 |
| Low |
1.0416 |
1.0483 |
0.0067 |
0.6% |
1.0320 |
| Close |
1.0510 |
1.0561 |
0.0051 |
0.5% |
1.0447 |
| Range |
0.0158 |
0.0085 |
-0.0073 |
-46.2% |
0.0198 |
| ATR |
0.0124 |
0.0122 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
89,909 |
120,082 |
30,173 |
33.6% |
287,451 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0792 |
1.0762 |
1.0608 |
|
| R3 |
1.0707 |
1.0677 |
1.0584 |
|
| R2 |
1.0622 |
1.0622 |
1.0577 |
|
| R1 |
1.0592 |
1.0592 |
1.0569 |
1.0607 |
| PP |
1.0537 |
1.0537 |
1.0537 |
1.0545 |
| S1 |
1.0507 |
1.0507 |
1.0553 |
1.0522 |
| S2 |
1.0452 |
1.0452 |
1.0545 |
|
| S3 |
1.0367 |
1.0422 |
1.0538 |
|
| S4 |
1.0282 |
1.0337 |
1.0514 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1022 |
1.0933 |
1.0556 |
|
| R3 |
1.0824 |
1.0735 |
1.0501 |
|
| R2 |
1.0626 |
1.0626 |
1.0483 |
|
| R1 |
1.0537 |
1.0537 |
1.0465 |
1.0483 |
| PP |
1.0428 |
1.0428 |
1.0428 |
1.0401 |
| S1 |
1.0339 |
1.0339 |
1.0429 |
1.0285 |
| S2 |
1.0230 |
1.0230 |
1.0411 |
|
| S3 |
1.0032 |
1.0141 |
1.0393 |
|
| S4 |
0.9834 |
0.9943 |
1.0338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0574 |
1.0320 |
0.0254 |
2.4% |
0.0118 |
1.1% |
95% |
False |
False |
86,423 |
| 10 |
1.0574 |
1.0320 |
0.0254 |
2.4% |
0.0115 |
1.1% |
95% |
False |
False |
81,173 |
| 20 |
1.0574 |
1.0150 |
0.0424 |
4.0% |
0.0121 |
1.1% |
97% |
False |
False |
69,131 |
| 40 |
1.0664 |
1.0125 |
0.0539 |
5.1% |
0.0127 |
1.2% |
81% |
False |
False |
35,340 |
| 60 |
1.0664 |
0.9946 |
0.0718 |
6.8% |
0.0111 |
1.1% |
86% |
False |
False |
23,578 |
| 80 |
1.0664 |
0.9898 |
0.0766 |
7.3% |
0.0104 |
1.0% |
87% |
False |
False |
17,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0929 |
|
2.618 |
1.0791 |
|
1.618 |
1.0706 |
|
1.000 |
1.0653 |
|
0.618 |
1.0621 |
|
HIGH |
1.0568 |
|
0.618 |
1.0536 |
|
0.500 |
1.0526 |
|
0.382 |
1.0515 |
|
LOW |
1.0483 |
|
0.618 |
1.0430 |
|
1.000 |
1.0398 |
|
1.618 |
1.0345 |
|
2.618 |
1.0260 |
|
4.250 |
1.0122 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0549 |
1.0524 |
| PP |
1.0537 |
1.0488 |
| S1 |
1.0526 |
1.0451 |
|