CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0669 |
1.0609 |
-0.0060 |
-0.6% |
1.0821 |
| High |
1.0704 |
1.0630 |
-0.0074 |
-0.7% |
1.0909 |
| Low |
1.0601 |
1.0555 |
-0.0046 |
-0.4% |
1.0591 |
| Close |
1.0615 |
1.0620 |
0.0005 |
0.0% |
1.0615 |
| Range |
0.0103 |
0.0075 |
-0.0028 |
-27.2% |
0.0318 |
| ATR |
0.0137 |
0.0133 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
91,142 |
70,164 |
-20,978 |
-23.0% |
429,017 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0827 |
1.0798 |
1.0661 |
|
| R3 |
1.0752 |
1.0723 |
1.0641 |
|
| R2 |
1.0677 |
1.0677 |
1.0634 |
|
| R1 |
1.0648 |
1.0648 |
1.0627 |
1.0663 |
| PP |
1.0602 |
1.0602 |
1.0602 |
1.0609 |
| S1 |
1.0573 |
1.0573 |
1.0613 |
1.0588 |
| S2 |
1.0527 |
1.0527 |
1.0606 |
|
| S3 |
1.0452 |
1.0498 |
1.0599 |
|
| S4 |
1.0377 |
1.0423 |
1.0579 |
|
|
| 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 |
1.0794 |
1.0555 |
0.0239 |
2.3% |
0.0116 |
1.1% |
27% |
False |
True |
81,507 |
| 10 |
1.0909 |
1.0483 |
0.0426 |
4.0% |
0.0148 |
1.4% |
32% |
False |
False |
97,148 |
| 20 |
1.0909 |
1.0320 |
0.0589 |
5.5% |
0.0131 |
1.2% |
51% |
False |
False |
86,331 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0134 |
1.3% |
63% |
False |
False |
56,568 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0123 |
1.2% |
66% |
False |
False |
37,760 |
| 80 |
1.0909 |
0.9898 |
0.1011 |
9.5% |
0.0112 |
1.1% |
71% |
False |
False |
28,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0949 |
|
2.618 |
1.0826 |
|
1.618 |
1.0751 |
|
1.000 |
1.0705 |
|
0.618 |
1.0676 |
|
HIGH |
1.0630 |
|
0.618 |
1.0601 |
|
0.500 |
1.0593 |
|
0.382 |
1.0584 |
|
LOW |
1.0555 |
|
0.618 |
1.0509 |
|
1.000 |
1.0480 |
|
1.618 |
1.0434 |
|
2.618 |
1.0359 |
|
4.250 |
1.0236 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0611 |
1.0644 |
| PP |
1.0602 |
1.0636 |
| S1 |
1.0593 |
1.0628 |
|