CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0481 |
1.0238 |
-0.0243 |
-2.3% |
1.0556 |
| High |
1.0525 |
1.0322 |
-0.0203 |
-1.9% |
1.0604 |
| Low |
1.0228 |
1.0236 |
0.0008 |
0.1% |
1.0228 |
| Close |
1.0250 |
1.0308 |
0.0058 |
0.6% |
1.0250 |
| Range |
0.0297 |
0.0086 |
-0.0211 |
-71.0% |
0.0376 |
| ATR |
0.0136 |
0.0132 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
99,926 |
167,275 |
67,349 |
67.4% |
478,965 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0547 |
1.0513 |
1.0355 |
|
| R3 |
1.0461 |
1.0427 |
1.0332 |
|
| R2 |
1.0375 |
1.0375 |
1.0324 |
|
| R1 |
1.0341 |
1.0341 |
1.0316 |
1.0358 |
| PP |
1.0289 |
1.0289 |
1.0289 |
1.0297 |
| S1 |
1.0255 |
1.0255 |
1.0300 |
1.0272 |
| S2 |
1.0203 |
1.0203 |
1.0292 |
|
| S3 |
1.0117 |
1.0169 |
1.0284 |
|
| S4 |
1.0031 |
1.0083 |
1.0261 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1245 |
1.0457 |
|
| R3 |
1.1113 |
1.0869 |
1.0353 |
|
| R2 |
1.0737 |
1.0737 |
1.0319 |
|
| R1 |
1.0493 |
1.0493 |
1.0284 |
1.0427 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0328 |
| S1 |
1.0117 |
1.0117 |
1.0216 |
1.0051 |
| S2 |
0.9985 |
0.9985 |
1.0181 |
|
| S3 |
0.9609 |
0.9741 |
1.0147 |
|
| S4 |
0.9233 |
0.9365 |
1.0043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0604 |
1.0228 |
0.0376 |
3.6% |
0.0142 |
1.4% |
21% |
False |
False |
107,210 |
| 10 |
1.0641 |
1.0228 |
0.0413 |
4.0% |
0.0137 |
1.3% |
19% |
False |
False |
102,947 |
| 20 |
1.0794 |
1.0228 |
0.0566 |
5.5% |
0.0125 |
1.2% |
14% |
False |
False |
93,679 |
| 40 |
1.0909 |
1.0154 |
0.0755 |
7.3% |
0.0130 |
1.3% |
20% |
False |
False |
89,464 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.6% |
0.0133 |
1.3% |
23% |
False |
False |
62,176 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.3% |
0.0122 |
1.2% |
30% |
False |
False |
46,649 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.8% |
0.0114 |
1.1% |
41% |
False |
False |
37,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0688 |
|
2.618 |
1.0547 |
|
1.618 |
1.0461 |
|
1.000 |
1.0408 |
|
0.618 |
1.0375 |
|
HIGH |
1.0322 |
|
0.618 |
1.0289 |
|
0.500 |
1.0279 |
|
0.382 |
1.0269 |
|
LOW |
1.0236 |
|
0.618 |
1.0183 |
|
1.000 |
1.0150 |
|
1.618 |
1.0097 |
|
2.618 |
1.0011 |
|
4.250 |
0.9871 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0298 |
1.0392 |
| PP |
1.0289 |
1.0364 |
| S1 |
1.0279 |
1.0336 |
|