CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0619 |
1.0615 |
-0.0004 |
0.0% |
1.0557 |
| High |
1.0653 |
1.0730 |
0.0077 |
0.7% |
1.0707 |
| Low |
1.0567 |
1.0607 |
0.0040 |
0.4% |
1.0496 |
| Close |
1.0622 |
1.0700 |
0.0078 |
0.7% |
1.0613 |
| Range |
0.0086 |
0.0123 |
0.0037 |
43.0% |
0.0211 |
| ATR |
0.0122 |
0.0122 |
0.0000 |
0.1% |
0.0000 |
| Volume |
86,418 |
70,751 |
-15,667 |
-18.1% |
394,098 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1048 |
1.0997 |
1.0768 |
|
| R3 |
1.0925 |
1.0874 |
1.0734 |
|
| R2 |
1.0802 |
1.0802 |
1.0723 |
|
| R1 |
1.0751 |
1.0751 |
1.0711 |
1.0777 |
| PP |
1.0679 |
1.0679 |
1.0679 |
1.0692 |
| S1 |
1.0628 |
1.0628 |
1.0689 |
1.0654 |
| S2 |
1.0556 |
1.0556 |
1.0677 |
|
| S3 |
1.0433 |
1.0505 |
1.0666 |
|
| S4 |
1.0310 |
1.0382 |
1.0632 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1238 |
1.1137 |
1.0729 |
|
| R3 |
1.1027 |
1.0926 |
1.0671 |
|
| R2 |
1.0816 |
1.0816 |
1.0652 |
|
| R1 |
1.0715 |
1.0715 |
1.0632 |
1.0766 |
| PP |
1.0605 |
1.0605 |
1.0605 |
1.0631 |
| S1 |
1.0504 |
1.0504 |
1.0594 |
1.0555 |
| S2 |
1.0394 |
1.0394 |
1.0574 |
|
| S3 |
1.0183 |
1.0293 |
1.0555 |
|
| S4 |
0.9972 |
1.0082 |
1.0497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0730 |
1.0521 |
0.0209 |
2.0% |
0.0109 |
1.0% |
86% |
True |
False |
80,499 |
| 10 |
1.0730 |
1.0476 |
0.0254 |
2.4% |
0.0107 |
1.0% |
88% |
True |
False |
82,987 |
| 20 |
1.0730 |
1.0228 |
0.0502 |
4.7% |
0.0126 |
1.2% |
94% |
True |
False |
92,072 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.4% |
0.0131 |
1.2% |
69% |
False |
False |
92,503 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.3% |
0.0129 |
1.2% |
73% |
False |
False |
80,282 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.0% |
0.0129 |
1.2% |
76% |
False |
False |
60,446 |
| 100 |
1.0909 |
0.9946 |
0.0963 |
9.0% |
0.0118 |
1.1% |
78% |
False |
False |
48,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1253 |
|
2.618 |
1.1052 |
|
1.618 |
1.0929 |
|
1.000 |
1.0853 |
|
0.618 |
1.0806 |
|
HIGH |
1.0730 |
|
0.618 |
1.0683 |
|
0.500 |
1.0669 |
|
0.382 |
1.0654 |
|
LOW |
1.0607 |
|
0.618 |
1.0531 |
|
1.000 |
1.0484 |
|
1.618 |
1.0408 |
|
2.618 |
1.0285 |
|
4.250 |
1.0084 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0690 |
1.0683 |
| PP |
1.0679 |
1.0665 |
| S1 |
1.0669 |
1.0648 |
|