CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0506 |
1.0539 |
0.0033 |
0.3% |
1.0564 |
| High |
1.0572 |
1.0555 |
-0.0017 |
-0.2% |
1.0641 |
| Low |
1.0486 |
1.0440 |
-0.0046 |
-0.4% |
1.0432 |
| Close |
1.0536 |
1.0481 |
-0.0055 |
-0.5% |
1.0553 |
| Range |
0.0086 |
0.0115 |
0.0029 |
33.7% |
0.0209 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
94,369 |
95,993 |
1,624 |
1.7% |
451,279 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0837 |
1.0774 |
1.0544 |
|
| R3 |
1.0722 |
1.0659 |
1.0513 |
|
| R2 |
1.0607 |
1.0607 |
1.0502 |
|
| R1 |
1.0544 |
1.0544 |
1.0492 |
1.0518 |
| PP |
1.0492 |
1.0492 |
1.0492 |
1.0479 |
| S1 |
1.0429 |
1.0429 |
1.0470 |
1.0403 |
| S2 |
1.0377 |
1.0377 |
1.0460 |
|
| S3 |
1.0262 |
1.0314 |
1.0449 |
|
| S4 |
1.0147 |
1.0199 |
1.0418 |
|
|
| 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 |
1.0433 |
0.0171 |
1.6% |
0.0115 |
1.1% |
28% |
False |
False |
93,970 |
| 10 |
1.0641 |
1.0432 |
0.0209 |
2.0% |
0.0113 |
1.1% |
23% |
False |
False |
94,982 |
| 20 |
1.0909 |
1.0432 |
0.0477 |
4.6% |
0.0122 |
1.2% |
10% |
False |
False |
90,305 |
| 40 |
1.0909 |
1.0150 |
0.0759 |
7.2% |
0.0127 |
1.2% |
44% |
False |
False |
85,078 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.5% |
0.0129 |
1.2% |
45% |
False |
False |
57,727 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.2% |
0.0118 |
1.1% |
50% |
False |
False |
43,310 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.6% |
0.0112 |
1.1% |
58% |
False |
False |
34,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1044 |
|
2.618 |
1.0856 |
|
1.618 |
1.0741 |
|
1.000 |
1.0670 |
|
0.618 |
1.0626 |
|
HIGH |
1.0555 |
|
0.618 |
1.0511 |
|
0.500 |
1.0498 |
|
0.382 |
1.0484 |
|
LOW |
1.0440 |
|
0.618 |
1.0369 |
|
1.000 |
1.0325 |
|
1.618 |
1.0254 |
|
2.618 |
1.0139 |
|
4.250 |
0.9951 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0498 |
1.0522 |
| PP |
1.0492 |
1.0508 |
| S1 |
1.0487 |
1.0495 |
|