CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0795 |
1.0761 |
-0.0034 |
-0.3% |
1.0416 |
| High |
1.0832 |
1.0903 |
0.0071 |
0.7% |
1.0904 |
| Low |
1.0691 |
1.0739 |
0.0048 |
0.4% |
1.0416 |
| Close |
1.0757 |
1.0838 |
0.0081 |
0.8% |
1.0838 |
| Range |
0.0141 |
0.0164 |
0.0023 |
16.3% |
0.0488 |
| ATR |
0.0138 |
0.0140 |
0.0002 |
1.3% |
0.0000 |
| Volume |
166,447 |
108,075 |
-58,372 |
-35.1% |
562,217 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1319 |
1.1242 |
1.0928 |
|
| R3 |
1.1155 |
1.1078 |
1.0883 |
|
| R2 |
1.0991 |
1.0991 |
1.0868 |
|
| R1 |
1.0914 |
1.0914 |
1.0853 |
1.0953 |
| PP |
1.0827 |
1.0827 |
1.0827 |
1.0846 |
| S1 |
1.0750 |
1.0750 |
1.0823 |
1.0789 |
| S2 |
1.0663 |
1.0663 |
1.0808 |
|
| S3 |
1.0499 |
1.0586 |
1.0793 |
|
| S4 |
1.0335 |
1.0422 |
1.0748 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2183 |
1.1999 |
1.1106 |
|
| R3 |
1.1695 |
1.1511 |
1.0972 |
|
| R2 |
1.1207 |
1.1207 |
1.0927 |
|
| R1 |
1.1023 |
1.1023 |
1.0883 |
1.1115 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0766 |
| S1 |
1.0535 |
1.0535 |
1.0793 |
1.0627 |
| S2 |
1.0231 |
1.0231 |
1.0749 |
|
| S3 |
0.9743 |
1.0047 |
1.0704 |
|
| S4 |
0.9255 |
0.9559 |
1.0570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0904 |
1.0416 |
0.0488 |
4.5% |
0.0181 |
1.7% |
86% |
False |
False |
112,443 |
| 10 |
1.0904 |
1.0320 |
0.0584 |
5.4% |
0.0148 |
1.4% |
89% |
False |
False |
92,925 |
| 20 |
1.0904 |
1.0154 |
0.0750 |
6.9% |
0.0133 |
1.2% |
91% |
False |
False |
83,176 |
| 40 |
1.0904 |
1.0125 |
0.0779 |
7.2% |
0.0135 |
1.2% |
92% |
False |
False |
44,137 |
| 60 |
1.0904 |
1.0052 |
0.0852 |
7.9% |
0.0119 |
1.1% |
92% |
False |
False |
29,446 |
| 80 |
1.0904 |
0.9898 |
0.1006 |
9.3% |
0.0112 |
1.0% |
93% |
False |
False |
22,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1600 |
|
2.618 |
1.1332 |
|
1.618 |
1.1168 |
|
1.000 |
1.1067 |
|
0.618 |
1.1004 |
|
HIGH |
1.0903 |
|
0.618 |
1.0840 |
|
0.500 |
1.0821 |
|
0.382 |
1.0802 |
|
LOW |
1.0739 |
|
0.618 |
1.0638 |
|
1.000 |
1.0575 |
|
1.618 |
1.0474 |
|
2.618 |
1.0310 |
|
4.250 |
1.0042 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0832 |
1.0801 |
| PP |
1.0827 |
1.0764 |
| S1 |
1.0821 |
1.0727 |
|