CME Japanese Yen Future September 2009
Trading Metrics calculated at close of trading on 01-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1.0695 |
1.0753 |
0.0058 |
0.5% |
1.0598 |
High |
1.0808 |
1.0777 |
-0.0031 |
-0.3% |
1.0730 |
Low |
1.0684 |
1.0702 |
0.0018 |
0.2% |
1.0521 |
Close |
1.0756 |
1.0761 |
0.0005 |
0.0% |
1.0684 |
Range |
0.0124 |
0.0075 |
-0.0049 |
-39.5% |
0.0209 |
ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.7% |
0.0000 |
Volume |
68,749 |
96,487 |
27,738 |
40.3% |
448,805 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0972 |
1.0941 |
1.0802 |
|
R3 |
1.0897 |
1.0866 |
1.0782 |
|
R2 |
1.0822 |
1.0822 |
1.0775 |
|
R1 |
1.0791 |
1.0791 |
1.0768 |
1.0807 |
PP |
1.0747 |
1.0747 |
1.0747 |
1.0754 |
S1 |
1.0716 |
1.0716 |
1.0754 |
1.0732 |
S2 |
1.0672 |
1.0672 |
1.0747 |
|
S3 |
1.0597 |
1.0641 |
1.0740 |
|
S4 |
1.0522 |
1.0566 |
1.0720 |
|
|
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 |
1.0808 |
1.0567 |
0.0241 |
2.2% |
0.0097 |
0.9% |
80% |
False |
False |
86,742 |
10 |
1.0808 |
1.0521 |
0.0287 |
2.7% |
0.0105 |
1.0% |
84% |
False |
False |
85,093 |
20 |
1.0808 |
1.0228 |
0.0580 |
5.4% |
0.0121 |
1.1% |
92% |
False |
False |
91,925 |
40 |
1.0909 |
1.0228 |
0.0681 |
6.3% |
0.0129 |
1.2% |
78% |
False |
False |
92,460 |
60 |
1.0909 |
1.0150 |
0.0759 |
7.1% |
0.0126 |
1.2% |
81% |
False |
False |
84,684 |
80 |
1.0909 |
1.0125 |
0.0784 |
7.3% |
0.0128 |
1.2% |
81% |
False |
False |
63,900 |
100 |
1.0909 |
0.9946 |
0.0963 |
8.9% |
0.0118 |
1.1% |
85% |
False |
False |
51,131 |
120 |
1.0909 |
0.9898 |
0.1011 |
9.4% |
0.0112 |
1.0% |
85% |
False |
False |
42,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1096 |
2.618 |
1.0973 |
1.618 |
1.0898 |
1.000 |
1.0852 |
0.618 |
1.0823 |
HIGH |
1.0777 |
0.618 |
1.0748 |
0.500 |
1.0740 |
0.382 |
1.0731 |
LOW |
1.0702 |
0.618 |
1.0656 |
1.000 |
1.0627 |
1.618 |
1.0581 |
2.618 |
1.0506 |
4.250 |
1.0383 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1.0754 |
1.0747 |
PP |
1.0747 |
1.0732 |
S1 |
1.0740 |
1.0718 |
|