CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0526 |
1.0471 |
-0.0055 |
-0.5% |
1.0564 |
| High |
1.0549 |
1.0587 |
0.0038 |
0.4% |
1.0641 |
| Low |
1.0432 |
1.0433 |
0.0001 |
0.0% |
1.0432 |
| Close |
1.0462 |
1.0553 |
0.0091 |
0.9% |
1.0553 |
| Range |
0.0117 |
0.0154 |
0.0037 |
31.6% |
0.0209 |
| ATR |
0.0128 |
0.0130 |
0.0002 |
1.5% |
0.0000 |
| Volume |
116,285 |
90,811 |
-25,474 |
-21.9% |
451,279 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0986 |
1.0924 |
1.0638 |
|
| R3 |
1.0832 |
1.0770 |
1.0595 |
|
| R2 |
1.0678 |
1.0678 |
1.0581 |
|
| R1 |
1.0616 |
1.0616 |
1.0567 |
1.0647 |
| PP |
1.0524 |
1.0524 |
1.0524 |
1.0540 |
| S1 |
1.0462 |
1.0462 |
1.0539 |
1.0493 |
| S2 |
1.0370 |
1.0370 |
1.0525 |
|
| S3 |
1.0216 |
1.0308 |
1.0511 |
|
| S4 |
1.0062 |
1.0154 |
1.0468 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1070 |
1.0668 |
|
| R3 |
1.0960 |
1.0861 |
1.0610 |
|
| R2 |
1.0751 |
1.0751 |
1.0591 |
|
| R1 |
1.0652 |
1.0652 |
1.0572 |
1.0597 |
| PP |
1.0542 |
1.0542 |
1.0542 |
1.0515 |
| S1 |
1.0443 |
1.0443 |
1.0534 |
1.0388 |
| S2 |
1.0333 |
1.0333 |
1.0515 |
|
| S3 |
1.0124 |
1.0234 |
1.0496 |
|
| S4 |
0.9915 |
1.0025 |
1.0438 |
|
|
| 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% |
0.0129 |
1.2% |
58% |
False |
False |
90,255 |
| 10 |
1.0747 |
1.0432 |
0.0315 |
3.0% |
0.0120 |
1.1% |
38% |
False |
False |
88,998 |
| 20 |
1.0909 |
1.0416 |
0.0493 |
4.7% |
0.0138 |
1.3% |
28% |
False |
False |
94,060 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0131 |
1.2% |
55% |
False |
False |
76,579 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0131 |
1.2% |
58% |
False |
False |
51,416 |
| 80 |
1.0909 |
0.9946 |
0.0963 |
9.1% |
0.0117 |
1.1% |
63% |
False |
False |
38,575 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.6% |
0.0108 |
1.0% |
65% |
False |
False |
30,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1242 |
|
2.618 |
1.0990 |
|
1.618 |
1.0836 |
|
1.000 |
1.0741 |
|
0.618 |
1.0682 |
|
HIGH |
1.0587 |
|
0.618 |
1.0528 |
|
0.500 |
1.0510 |
|
0.382 |
1.0492 |
|
LOW |
1.0433 |
|
0.618 |
1.0338 |
|
1.000 |
1.0279 |
|
1.618 |
1.0184 |
|
2.618 |
1.0030 |
|
4.250 |
0.9779 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0539 |
1.0548 |
| PP |
1.0524 |
1.0542 |
| S1 |
1.0510 |
1.0537 |
|