CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0558 |
1.0795 |
0.0237 |
2.2% |
1.0503 |
| High |
1.0904 |
1.0832 |
-0.0072 |
-0.7% |
1.0518 |
| Low |
1.0549 |
1.0691 |
0.0142 |
1.3% |
1.0320 |
| Close |
1.0828 |
1.0757 |
-0.0071 |
-0.7% |
1.0447 |
| Range |
0.0355 |
0.0141 |
-0.0214 |
-60.3% |
0.0198 |
| ATR |
0.0138 |
0.0138 |
0.0000 |
0.1% |
0.0000 |
| Volume |
77,704 |
166,447 |
88,743 |
114.2% |
287,451 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1183 |
1.1111 |
1.0835 |
|
| R3 |
1.1042 |
1.0970 |
1.0796 |
|
| R2 |
1.0901 |
1.0901 |
1.0783 |
|
| R1 |
1.0829 |
1.0829 |
1.0770 |
1.0795 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0743 |
| S1 |
1.0688 |
1.0688 |
1.0744 |
1.0654 |
| S2 |
1.0619 |
1.0619 |
1.0731 |
|
| S3 |
1.0478 |
1.0547 |
1.0718 |
|
| S4 |
1.0337 |
1.0406 |
1.0679 |
|
|
| 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 |
1.0904 |
1.0328 |
0.0576 |
5.4% |
0.0174 |
1.6% |
74% |
False |
False |
104,480 |
| 10 |
1.0904 |
1.0320 |
0.0584 |
5.4% |
0.0142 |
1.3% |
75% |
False |
False |
89,316 |
| 20 |
1.0904 |
1.0150 |
0.0754 |
7.0% |
0.0132 |
1.2% |
81% |
False |
False |
79,851 |
| 40 |
1.0904 |
1.0125 |
0.0779 |
7.2% |
0.0132 |
1.2% |
81% |
False |
False |
41,438 |
| 60 |
1.0904 |
1.0052 |
0.0852 |
7.9% |
0.0117 |
1.1% |
83% |
False |
False |
27,645 |
| 80 |
1.0904 |
0.9898 |
0.1006 |
9.4% |
0.0110 |
1.0% |
85% |
False |
False |
20,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1431 |
|
2.618 |
1.1201 |
|
1.618 |
1.1060 |
|
1.000 |
1.0973 |
|
0.618 |
1.0919 |
|
HIGH |
1.0832 |
|
0.618 |
1.0778 |
|
0.500 |
1.0762 |
|
0.382 |
1.0745 |
|
LOW |
1.0691 |
|
0.618 |
1.0604 |
|
1.000 |
1.0550 |
|
1.618 |
1.0463 |
|
2.618 |
1.0322 |
|
4.250 |
1.0092 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0736 |
| PP |
1.0760 |
1.0715 |
| S1 |
1.0759 |
1.0694 |
|