CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0617 |
1.0669 |
0.0052 |
0.5% |
1.0821 |
| High |
1.0733 |
1.0704 |
-0.0029 |
-0.3% |
1.0909 |
| Low |
1.0594 |
1.0601 |
0.0007 |
0.1% |
1.0591 |
| Close |
1.0674 |
1.0615 |
-0.0059 |
-0.6% |
1.0615 |
| Range |
0.0139 |
0.0103 |
-0.0036 |
-25.9% |
0.0318 |
| ATR |
0.0140 |
0.0137 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
80,627 |
91,142 |
10,515 |
13.0% |
429,017 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0949 |
1.0885 |
1.0672 |
|
| R3 |
1.0846 |
1.0782 |
1.0643 |
|
| R2 |
1.0743 |
1.0743 |
1.0634 |
|
| R1 |
1.0679 |
1.0679 |
1.0624 |
1.0660 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0630 |
| S1 |
1.0576 |
1.0576 |
1.0606 |
1.0557 |
| S2 |
1.0537 |
1.0537 |
1.0596 |
|
| S3 |
1.0434 |
1.0473 |
1.0587 |
|
| S4 |
1.0331 |
1.0370 |
1.0558 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1659 |
1.1455 |
1.0790 |
|
| R3 |
1.1341 |
1.1137 |
1.0702 |
|
| R2 |
1.1023 |
1.1023 |
1.0673 |
|
| R1 |
1.0819 |
1.0819 |
1.0644 |
1.0762 |
| PP |
1.0705 |
1.0705 |
1.0705 |
1.0677 |
| S1 |
1.0501 |
1.0501 |
1.0586 |
1.0444 |
| S2 |
1.0387 |
1.0387 |
1.0557 |
|
| S3 |
1.0069 |
1.0183 |
1.0528 |
|
| S4 |
0.9751 |
0.9865 |
1.0440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0909 |
1.0591 |
0.0318 |
3.0% |
0.0131 |
1.2% |
8% |
False |
False |
85,803 |
| 10 |
1.0909 |
1.0416 |
0.0493 |
4.6% |
0.0156 |
1.5% |
40% |
False |
False |
99,123 |
| 20 |
1.0909 |
1.0299 |
0.0610 |
5.7% |
0.0133 |
1.3% |
52% |
False |
False |
86,477 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0136 |
1.3% |
63% |
False |
False |
54,825 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0123 |
1.2% |
66% |
False |
False |
36,591 |
| 80 |
1.0909 |
0.9898 |
0.1011 |
9.5% |
0.0112 |
1.1% |
71% |
False |
False |
27,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1142 |
|
2.618 |
1.0974 |
|
1.618 |
1.0871 |
|
1.000 |
1.0807 |
|
0.618 |
1.0768 |
|
HIGH |
1.0704 |
|
0.618 |
1.0665 |
|
0.500 |
1.0653 |
|
0.382 |
1.0640 |
|
LOW |
1.0601 |
|
0.618 |
1.0537 |
|
1.000 |
1.0498 |
|
1.618 |
1.0434 |
|
2.618 |
1.0331 |
|
4.250 |
1.0163 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0653 |
1.0662 |
| PP |
1.0640 |
1.0646 |
| S1 |
1.0628 |
1.0631 |
|