CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0688 |
1.0531 |
-0.0157 |
-1.5% |
1.0609 |
| High |
1.0696 |
1.0577 |
-0.0119 |
-1.1% |
1.0747 |
| Low |
1.0497 |
1.0513 |
0.0016 |
0.2% |
1.0497 |
| Close |
1.0515 |
1.0562 |
0.0047 |
0.4% |
1.0562 |
| Range |
0.0199 |
0.0064 |
-0.0135 |
-67.8% |
0.0250 |
| ATR |
0.0134 |
0.0129 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
89,125 |
119,502 |
30,377 |
34.1% |
438,704 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0743 |
1.0716 |
1.0597 |
|
| R3 |
1.0679 |
1.0652 |
1.0580 |
|
| R2 |
1.0615 |
1.0615 |
1.0574 |
|
| R1 |
1.0588 |
1.0588 |
1.0568 |
1.0602 |
| PP |
1.0551 |
1.0551 |
1.0551 |
1.0557 |
| S1 |
1.0524 |
1.0524 |
1.0556 |
1.0538 |
| S2 |
1.0487 |
1.0487 |
1.0550 |
|
| S3 |
1.0423 |
1.0460 |
1.0544 |
|
| S4 |
1.0359 |
1.0396 |
1.0527 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1352 |
1.1207 |
1.0700 |
|
| R3 |
1.1102 |
1.0957 |
1.0631 |
|
| R2 |
1.0852 |
1.0852 |
1.0608 |
|
| R1 |
1.0707 |
1.0707 |
1.0585 |
1.0655 |
| PP |
1.0602 |
1.0602 |
1.0602 |
1.0576 |
| S1 |
1.0457 |
1.0457 |
1.0539 |
1.0405 |
| S2 |
1.0352 |
1.0352 |
1.0516 |
|
| S3 |
1.0102 |
1.0207 |
1.0493 |
|
| S4 |
0.9852 |
0.9957 |
1.0425 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0747 |
1.0497 |
0.0250 |
2.4% |
0.0111 |
1.1% |
26% |
False |
False |
87,740 |
| 10 |
1.0909 |
1.0497 |
0.0412 |
3.9% |
0.0121 |
1.1% |
16% |
False |
False |
86,772 |
| 20 |
1.0909 |
1.0320 |
0.0589 |
5.6% |
0.0134 |
1.3% |
41% |
False |
False |
89,848 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0135 |
1.3% |
56% |
False |
False |
65,646 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0126 |
1.2% |
60% |
False |
False |
43,901 |
| 80 |
1.0909 |
0.9898 |
0.1011 |
9.6% |
0.0114 |
1.1% |
66% |
False |
False |
32,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0849 |
|
2.618 |
1.0745 |
|
1.618 |
1.0681 |
|
1.000 |
1.0641 |
|
0.618 |
1.0617 |
|
HIGH |
1.0577 |
|
0.618 |
1.0553 |
|
0.500 |
1.0545 |
|
0.382 |
1.0537 |
|
LOW |
1.0513 |
|
0.618 |
1.0473 |
|
1.000 |
1.0449 |
|
1.618 |
1.0409 |
|
2.618 |
1.0345 |
|
4.250 |
1.0241 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0556 |
1.0622 |
| PP |
1.0551 |
1.0602 |
| S1 |
1.0545 |
1.0582 |
|