CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0502 |
1.0506 |
0.0004 |
0.0% |
1.0564 |
| High |
1.0604 |
1.0572 |
-0.0032 |
-0.3% |
1.0641 |
| Low |
1.0479 |
1.0486 |
0.0007 |
0.1% |
1.0432 |
| Close |
1.0502 |
1.0536 |
0.0034 |
0.3% |
1.0553 |
| Range |
0.0125 |
0.0086 |
-0.0039 |
-31.2% |
0.0209 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
78,490 |
94,369 |
15,879 |
20.2% |
451,279 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0789 |
1.0749 |
1.0583 |
|
| R3 |
1.0703 |
1.0663 |
1.0560 |
|
| R2 |
1.0617 |
1.0617 |
1.0552 |
|
| R1 |
1.0577 |
1.0577 |
1.0544 |
1.0597 |
| PP |
1.0531 |
1.0531 |
1.0531 |
1.0542 |
| S1 |
1.0491 |
1.0491 |
1.0528 |
1.0511 |
| S2 |
1.0445 |
1.0445 |
1.0520 |
|
| S3 |
1.0359 |
1.0405 |
1.0512 |
|
| S4 |
1.0273 |
1.0319 |
1.0489 |
|
|
| 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 |
1.0604 |
1.0432 |
0.0172 |
1.6% |
0.0115 |
1.1% |
60% |
False |
False |
98,028 |
| 10 |
1.0696 |
1.0432 |
0.0264 |
2.5% |
0.0121 |
1.2% |
39% |
False |
False |
94,295 |
| 20 |
1.0909 |
1.0432 |
0.0477 |
4.5% |
0.0123 |
1.2% |
22% |
False |
False |
93,828 |
| 40 |
1.0909 |
1.0150 |
0.0759 |
7.2% |
0.0127 |
1.2% |
51% |
False |
False |
83,059 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0130 |
1.2% |
52% |
False |
False |
56,129 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0118 |
1.1% |
56% |
False |
False |
42,110 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.6% |
0.0111 |
1.1% |
63% |
False |
False |
33,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0938 |
|
2.618 |
1.0797 |
|
1.618 |
1.0711 |
|
1.000 |
1.0658 |
|
0.618 |
1.0625 |
|
HIGH |
1.0572 |
|
0.618 |
1.0539 |
|
0.500 |
1.0529 |
|
0.382 |
1.0519 |
|
LOW |
1.0486 |
|
0.618 |
1.0433 |
|
1.000 |
1.0400 |
|
1.618 |
1.0347 |
|
2.618 |
1.0261 |
|
4.250 |
1.0121 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0534 |
1.0542 |
| PP |
1.0531 |
1.0540 |
| S1 |
1.0529 |
1.0538 |
|