CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0617 |
1.0680 |
0.0063 |
0.6% |
1.0821 |
| High |
1.0727 |
1.0747 |
0.0020 |
0.2% |
1.0909 |
| Low |
1.0600 |
1.0656 |
0.0056 |
0.5% |
1.0591 |
| Close |
1.0687 |
1.0691 |
0.0004 |
0.0% |
1.0615 |
| Range |
0.0127 |
0.0091 |
-0.0036 |
-28.3% |
0.0318 |
| ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
63,853 |
96,060 |
32,207 |
50.4% |
429,017 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0971 |
1.0922 |
1.0741 |
|
| R3 |
1.0880 |
1.0831 |
1.0716 |
|
| R2 |
1.0789 |
1.0789 |
1.0708 |
|
| R1 |
1.0740 |
1.0740 |
1.0699 |
1.0765 |
| PP |
1.0698 |
1.0698 |
1.0698 |
1.0710 |
| S1 |
1.0649 |
1.0649 |
1.0683 |
1.0674 |
| S2 |
1.0607 |
1.0607 |
1.0674 |
|
| S3 |
1.0516 |
1.0558 |
1.0666 |
|
| S4 |
1.0425 |
1.0467 |
1.0641 |
|
|
| 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 |
1.0747 |
1.0555 |
0.0192 |
1.8% |
0.0107 |
1.0% |
71% |
True |
False |
80,369 |
| 10 |
1.0909 |
1.0555 |
0.0354 |
3.3% |
0.0126 |
1.2% |
38% |
False |
False |
93,361 |
| 20 |
1.0909 |
1.0320 |
0.0589 |
5.5% |
0.0132 |
1.2% |
63% |
False |
False |
88,291 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.3% |
0.0135 |
1.3% |
72% |
False |
False |
60,492 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.0% |
0.0125 |
1.2% |
75% |
False |
False |
40,425 |
| 80 |
1.0909 |
0.9898 |
0.1011 |
9.5% |
0.0114 |
1.1% |
78% |
False |
False |
30,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1134 |
|
2.618 |
1.0985 |
|
1.618 |
1.0894 |
|
1.000 |
1.0838 |
|
0.618 |
1.0803 |
|
HIGH |
1.0747 |
|
0.618 |
1.0712 |
|
0.500 |
1.0702 |
|
0.382 |
1.0691 |
|
LOW |
1.0656 |
|
0.618 |
1.0600 |
|
1.000 |
1.0565 |
|
1.618 |
1.0509 |
|
2.618 |
1.0418 |
|
4.250 |
1.0269 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0678 |
| PP |
1.0698 |
1.0664 |
| S1 |
1.0695 |
1.0651 |
|