CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0615 |
1.0699 |
0.0084 |
0.8% |
1.0598 |
| High |
1.0730 |
1.0706 |
-0.0024 |
-0.2% |
1.0730 |
| Low |
1.0607 |
1.0628 |
0.0021 |
0.2% |
1.0521 |
| Close |
1.0700 |
1.0684 |
-0.0016 |
-0.1% |
1.0684 |
| Range |
0.0123 |
0.0078 |
-0.0045 |
-36.6% |
0.0209 |
| ATR |
0.0122 |
0.0119 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
70,751 |
111,305 |
40,554 |
57.3% |
448,805 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0907 |
1.0873 |
1.0727 |
|
| R3 |
1.0829 |
1.0795 |
1.0705 |
|
| R2 |
1.0751 |
1.0751 |
1.0698 |
|
| R1 |
1.0717 |
1.0717 |
1.0691 |
1.0695 |
| PP |
1.0673 |
1.0673 |
1.0673 |
1.0662 |
| S1 |
1.0639 |
1.0639 |
1.0677 |
1.0617 |
| S2 |
1.0595 |
1.0595 |
1.0670 |
|
| S3 |
1.0517 |
1.0561 |
1.0663 |
|
| S4 |
1.0439 |
1.0483 |
1.0641 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1187 |
1.0799 |
|
| R3 |
1.1063 |
1.0978 |
1.0741 |
|
| R2 |
1.0854 |
1.0854 |
1.0722 |
|
| R1 |
1.0769 |
1.0769 |
1.0703 |
1.0812 |
| PP |
1.0645 |
1.0645 |
1.0645 |
1.0666 |
| S1 |
1.0560 |
1.0560 |
1.0665 |
1.0603 |
| S2 |
1.0436 |
1.0436 |
1.0646 |
|
| S3 |
1.0227 |
1.0351 |
1.0627 |
|
| S4 |
1.0018 |
1.0142 |
1.0569 |
|
|
| 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% |
0.0095 |
0.9% |
78% |
False |
False |
89,761 |
| 10 |
1.0730 |
1.0496 |
0.0234 |
2.2% |
0.0103 |
1.0% |
80% |
False |
False |
84,290 |
| 20 |
1.0730 |
1.0228 |
0.0502 |
4.7% |
0.0122 |
1.1% |
91% |
False |
False |
93,097 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.4% |
0.0130 |
1.2% |
67% |
False |
False |
93,579 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.3% |
0.0128 |
1.2% |
71% |
False |
False |
82,085 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.0% |
0.0129 |
1.2% |
74% |
False |
False |
61,837 |
| 100 |
1.0909 |
0.9946 |
0.0963 |
9.0% |
0.0118 |
1.1% |
77% |
False |
False |
49,479 |
| 120 |
1.0909 |
0.9898 |
0.1011 |
9.5% |
0.0110 |
1.0% |
78% |
False |
False |
41,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1038 |
|
2.618 |
1.0910 |
|
1.618 |
1.0832 |
|
1.000 |
1.0784 |
|
0.618 |
1.0754 |
|
HIGH |
1.0706 |
|
0.618 |
1.0676 |
|
0.500 |
1.0667 |
|
0.382 |
1.0658 |
|
LOW |
1.0628 |
|
0.618 |
1.0580 |
|
1.000 |
1.0550 |
|
1.618 |
1.0502 |
|
2.618 |
1.0424 |
|
4.250 |
1.0297 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0678 |
1.0672 |
| PP |
1.0673 |
1.0660 |
| S1 |
1.0667 |
1.0649 |
|