CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0471 |
1.0556 |
0.0085 |
0.8% |
1.0564 |
| High |
1.0587 |
1.0576 |
-0.0011 |
-0.1% |
1.0641 |
| Low |
1.0433 |
1.0482 |
0.0049 |
0.5% |
1.0432 |
| Close |
1.0553 |
1.0495 |
-0.0058 |
-0.5% |
1.0553 |
| Range |
0.0154 |
0.0094 |
-0.0060 |
-39.0% |
0.0209 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
90,811 |
110,187 |
19,376 |
21.3% |
451,279 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0800 |
1.0741 |
1.0547 |
|
| R3 |
1.0706 |
1.0647 |
1.0521 |
|
| R2 |
1.0612 |
1.0612 |
1.0512 |
|
| R1 |
1.0553 |
1.0553 |
1.0504 |
1.0536 |
| PP |
1.0518 |
1.0518 |
1.0518 |
1.0509 |
| S1 |
1.0459 |
1.0459 |
1.0486 |
1.0442 |
| S2 |
1.0424 |
1.0424 |
1.0478 |
|
| S3 |
1.0330 |
1.0365 |
1.0469 |
|
| S4 |
1.0236 |
1.0271 |
1.0443 |
|
|
| 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% |
0.0132 |
1.3% |
30% |
False |
False |
98,683 |
| 10 |
1.0747 |
1.0432 |
0.0315 |
3.0% |
0.0122 |
1.2% |
20% |
False |
False |
93,000 |
| 20 |
1.0909 |
1.0432 |
0.0477 |
4.5% |
0.0135 |
1.3% |
13% |
False |
False |
95,074 |
| 40 |
1.0909 |
1.0127 |
0.0782 |
7.5% |
0.0127 |
1.2% |
47% |
False |
False |
79,246 |
| 60 |
1.0909 |
1.0077 |
0.0832 |
7.9% |
0.0130 |
1.2% |
50% |
False |
False |
53,252 |
| 80 |
1.0909 |
0.9946 |
0.0963 |
9.2% |
0.0117 |
1.1% |
57% |
False |
False |
39,952 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.6% |
0.0109 |
1.0% |
59% |
False |
False |
31,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0976 |
|
2.618 |
1.0822 |
|
1.618 |
1.0728 |
|
1.000 |
1.0670 |
|
0.618 |
1.0634 |
|
HIGH |
1.0576 |
|
0.618 |
1.0540 |
|
0.500 |
1.0529 |
|
0.382 |
1.0518 |
|
LOW |
1.0482 |
|
0.618 |
1.0424 |
|
1.000 |
1.0388 |
|
1.618 |
1.0330 |
|
2.618 |
1.0236 |
|
4.250 |
1.0083 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0529 |
1.0510 |
| PP |
1.0518 |
1.0505 |
| S1 |
1.0506 |
1.0500 |
|