CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0556 |
1.0502 |
-0.0054 |
-0.5% |
1.0564 |
| High |
1.0576 |
1.0604 |
0.0028 |
0.3% |
1.0641 |
| Low |
1.0482 |
1.0479 |
-0.0003 |
0.0% |
1.0432 |
| Close |
1.0495 |
1.0502 |
0.0007 |
0.1% |
1.0553 |
| Range |
0.0094 |
0.0125 |
0.0031 |
33.0% |
0.0209 |
| ATR |
0.0127 |
0.0127 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
110,187 |
78,490 |
-31,697 |
-28.8% |
451,279 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0903 |
1.0828 |
1.0571 |
|
| R3 |
1.0778 |
1.0703 |
1.0536 |
|
| R2 |
1.0653 |
1.0653 |
1.0525 |
|
| R1 |
1.0578 |
1.0578 |
1.0513 |
1.0565 |
| PP |
1.0528 |
1.0528 |
1.0528 |
1.0522 |
| S1 |
1.0453 |
1.0453 |
1.0491 |
1.0440 |
| S2 |
1.0403 |
1.0403 |
1.0479 |
|
| S3 |
1.0278 |
1.0328 |
1.0468 |
|
| S4 |
1.0153 |
1.0203 |
1.0433 |
|
|
| 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% |
33% |
False |
False |
100,309 |
| 10 |
1.0747 |
1.0432 |
0.0315 |
3.0% |
0.0122 |
1.2% |
22% |
False |
False |
94,464 |
| 20 |
1.0909 |
1.0432 |
0.0477 |
4.5% |
0.0137 |
1.3% |
15% |
False |
False |
92,995 |
| 40 |
1.0909 |
1.0150 |
0.0759 |
7.2% |
0.0129 |
1.2% |
46% |
False |
False |
81,063 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.5% |
0.0130 |
1.2% |
48% |
False |
False |
54,558 |
| 80 |
1.0909 |
0.9946 |
0.0963 |
9.2% |
0.0118 |
1.1% |
58% |
False |
False |
40,932 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.6% |
0.0110 |
1.0% |
60% |
False |
False |
32,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1135 |
|
2.618 |
1.0931 |
|
1.618 |
1.0806 |
|
1.000 |
1.0729 |
|
0.618 |
1.0681 |
|
HIGH |
1.0604 |
|
0.618 |
1.0556 |
|
0.500 |
1.0542 |
|
0.382 |
1.0527 |
|
LOW |
1.0479 |
|
0.618 |
1.0402 |
|
1.000 |
1.0354 |
|
1.618 |
1.0277 |
|
2.618 |
1.0152 |
|
4.250 |
0.9948 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0542 |
1.0519 |
| PP |
1.0528 |
1.0513 |
| S1 |
1.0515 |
1.0508 |
|