CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0584 |
1.0526 |
-0.0058 |
-0.5% |
1.0609 |
| High |
1.0641 |
1.0549 |
-0.0092 |
-0.9% |
1.0747 |
| Low |
1.0488 |
1.0432 |
-0.0056 |
-0.5% |
1.0497 |
| Close |
1.0530 |
1.0462 |
-0.0068 |
-0.6% |
1.0562 |
| Range |
0.0153 |
0.0117 |
-0.0036 |
-23.5% |
0.0250 |
| ATR |
0.0129 |
0.0128 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
105,772 |
116,285 |
10,513 |
9.9% |
438,704 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0832 |
1.0764 |
1.0526 |
|
| R3 |
1.0715 |
1.0647 |
1.0494 |
|
| R2 |
1.0598 |
1.0598 |
1.0483 |
|
| R1 |
1.0530 |
1.0530 |
1.0473 |
1.0506 |
| PP |
1.0481 |
1.0481 |
1.0481 |
1.0469 |
| S1 |
1.0413 |
1.0413 |
1.0451 |
1.0389 |
| S2 |
1.0364 |
1.0364 |
1.0441 |
|
| S3 |
1.0247 |
1.0296 |
1.0430 |
|
| S4 |
1.0130 |
1.0179 |
1.0398 |
|
|
| 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 |
1.0641 |
1.0432 |
0.0209 |
2.0% |
0.0111 |
1.1% |
14% |
False |
True |
95,994 |
| 10 |
1.0747 |
1.0432 |
0.0315 |
3.0% |
0.0115 |
1.1% |
10% |
False |
True |
89,031 |
| 20 |
1.0909 |
1.0328 |
0.0581 |
5.6% |
0.0137 |
1.3% |
23% |
False |
False |
92,933 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.5% |
0.0130 |
1.2% |
43% |
False |
False |
74,387 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.2% |
0.0130 |
1.2% |
48% |
False |
False |
49,904 |
| 80 |
1.0909 |
0.9946 |
0.0963 |
9.2% |
0.0116 |
1.1% |
54% |
False |
False |
37,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1046 |
|
2.618 |
1.0855 |
|
1.618 |
1.0738 |
|
1.000 |
1.0666 |
|
0.618 |
1.0621 |
|
HIGH |
1.0549 |
|
0.618 |
1.0504 |
|
0.500 |
1.0491 |
|
0.382 |
1.0477 |
|
LOW |
1.0432 |
|
0.618 |
1.0360 |
|
1.000 |
1.0315 |
|
1.618 |
1.0243 |
|
2.618 |
1.0126 |
|
4.250 |
0.9935 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0491 |
1.0537 |
| PP |
1.0481 |
1.0512 |
| S1 |
1.0472 |
1.0487 |
|