CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0531 |
1.0564 |
0.0033 |
0.3% |
1.0609 |
| High |
1.0577 |
1.0568 |
-0.0009 |
-0.1% |
1.0747 |
| Low |
1.0513 |
1.0486 |
-0.0027 |
-0.3% |
1.0497 |
| Close |
1.0562 |
1.0507 |
-0.0055 |
-0.5% |
1.0562 |
| Range |
0.0064 |
0.0082 |
0.0018 |
28.1% |
0.0250 |
| ATR |
0.0129 |
0.0126 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
119,502 |
68,048 |
-51,454 |
-43.1% |
438,704 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0766 |
1.0719 |
1.0552 |
|
| R3 |
1.0684 |
1.0637 |
1.0530 |
|
| R2 |
1.0602 |
1.0602 |
1.0522 |
|
| R1 |
1.0555 |
1.0555 |
1.0515 |
1.0538 |
| PP |
1.0520 |
1.0520 |
1.0520 |
1.0512 |
| S1 |
1.0473 |
1.0473 |
1.0499 |
1.0456 |
| S2 |
1.0438 |
1.0438 |
1.0492 |
|
| S3 |
1.0356 |
1.0391 |
1.0484 |
|
| S4 |
1.0274 |
1.0309 |
1.0462 |
|
|
| 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 |
1.0486 |
0.0261 |
2.5% |
0.0113 |
1.1% |
8% |
False |
True |
87,317 |
| 10 |
1.0794 |
1.0486 |
0.0308 |
2.9% |
0.0114 |
1.1% |
7% |
False |
True |
84,412 |
| 20 |
1.0909 |
1.0320 |
0.0589 |
5.6% |
0.0133 |
1.3% |
32% |
False |
False |
89,271 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.5% |
0.0132 |
1.3% |
49% |
False |
False |
67,296 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.2% |
0.0125 |
1.2% |
53% |
False |
False |
45,033 |
| 80 |
1.0909 |
0.9898 |
0.1011 |
9.6% |
0.0113 |
1.1% |
60% |
False |
False |
33,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0917 |
|
2.618 |
1.0783 |
|
1.618 |
1.0701 |
|
1.000 |
1.0650 |
|
0.618 |
1.0619 |
|
HIGH |
1.0568 |
|
0.618 |
1.0537 |
|
0.500 |
1.0527 |
|
0.382 |
1.0517 |
|
LOW |
1.0486 |
|
0.618 |
1.0435 |
|
1.000 |
1.0404 |
|
1.618 |
1.0353 |
|
2.618 |
1.0271 |
|
4.250 |
1.0138 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0527 |
1.0591 |
| PP |
1.0520 |
1.0563 |
| S1 |
1.0514 |
1.0535 |
|