CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0564 |
1.0511 |
-0.0053 |
-0.5% |
1.0609 |
| High |
1.0568 |
1.0640 |
0.0072 |
0.7% |
1.0747 |
| Low |
1.0486 |
1.0500 |
0.0014 |
0.1% |
1.0497 |
| Close |
1.0507 |
1.0582 |
0.0075 |
0.7% |
1.0562 |
| Range |
0.0082 |
0.0140 |
0.0058 |
70.7% |
0.0250 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
0.8% |
0.0000 |
| Volume |
68,048 |
70,363 |
2,315 |
3.4% |
438,704 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0928 |
1.0659 |
|
| R3 |
1.0854 |
1.0788 |
1.0621 |
|
| R2 |
1.0714 |
1.0714 |
1.0608 |
|
| R1 |
1.0648 |
1.0648 |
1.0595 |
1.0681 |
| PP |
1.0574 |
1.0574 |
1.0574 |
1.0591 |
| S1 |
1.0508 |
1.0508 |
1.0569 |
1.0541 |
| S2 |
1.0434 |
1.0434 |
1.0556 |
|
| S3 |
1.0294 |
1.0368 |
1.0544 |
|
| S4 |
1.0154 |
1.0228 |
1.0505 |
|
|
| 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% |
0.0115 |
1.1% |
37% |
False |
False |
88,619 |
| 10 |
1.0747 |
1.0486 |
0.0261 |
2.5% |
0.0116 |
1.1% |
37% |
False |
False |
83,813 |
| 20 |
1.0909 |
1.0320 |
0.0589 |
5.6% |
0.0134 |
1.3% |
44% |
False |
False |
89,523 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0129 |
1.2% |
58% |
False |
False |
69,029 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0127 |
1.2% |
62% |
False |
False |
46,204 |
| 80 |
1.0909 |
0.9898 |
0.1011 |
9.6% |
0.0114 |
1.1% |
68% |
False |
False |
34,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1235 |
|
2.618 |
1.1007 |
|
1.618 |
1.0867 |
|
1.000 |
1.0780 |
|
0.618 |
1.0727 |
|
HIGH |
1.0640 |
|
0.618 |
1.0587 |
|
0.500 |
1.0570 |
|
0.382 |
1.0553 |
|
LOW |
1.0500 |
|
0.618 |
1.0413 |
|
1.000 |
1.0360 |
|
1.618 |
1.0273 |
|
2.618 |
1.0133 |
|
4.250 |
0.9905 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0578 |
1.0576 |
| PP |
1.0574 |
1.0569 |
| S1 |
1.0570 |
1.0563 |
|