CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0763 |
1.0843 |
0.0080 |
0.7% |
1.0598 |
| High |
1.0858 |
1.0877 |
0.0019 |
0.2% |
1.0730 |
| Low |
1.0746 |
1.0778 |
0.0032 |
0.3% |
1.0521 |
| Close |
1.0851 |
1.0806 |
-0.0045 |
-0.4% |
1.0684 |
| Range |
0.0112 |
0.0099 |
-0.0013 |
-11.6% |
0.0209 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
100,552 |
106,403 |
5,851 |
5.8% |
448,805 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1117 |
1.1061 |
1.0860 |
|
| R3 |
1.1018 |
1.0962 |
1.0833 |
|
| R2 |
1.0919 |
1.0919 |
1.0824 |
|
| R1 |
1.0863 |
1.0863 |
1.0815 |
1.0842 |
| PP |
1.0820 |
1.0820 |
1.0820 |
1.0810 |
| S1 |
1.0764 |
1.0764 |
1.0797 |
1.0743 |
| S2 |
1.0721 |
1.0721 |
1.0788 |
|
| S3 |
1.0622 |
1.0665 |
1.0779 |
|
| S4 |
1.0523 |
1.0566 |
1.0752 |
|
|
| 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 |
1.0877 |
1.0628 |
0.0249 |
2.3% |
0.0098 |
0.9% |
71% |
True |
False |
96,699 |
| 10 |
1.0877 |
1.0521 |
0.0356 |
3.3% |
0.0103 |
1.0% |
80% |
True |
False |
88,599 |
| 20 |
1.0877 |
1.0228 |
0.0649 |
6.0% |
0.0122 |
1.1% |
89% |
True |
False |
92,755 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.3% |
0.0122 |
1.1% |
85% |
False |
False |
91,530 |
| 60 |
1.0909 |
1.0150 |
0.0759 |
7.0% |
0.0125 |
1.2% |
86% |
False |
False |
87,637 |
| 80 |
1.0909 |
1.0125 |
0.0784 |
7.3% |
0.0127 |
1.2% |
87% |
False |
False |
66,484 |
| 100 |
1.0909 |
1.0052 |
0.0857 |
7.9% |
0.0119 |
1.1% |
88% |
False |
False |
53,199 |
| 120 |
1.0909 |
0.9898 |
0.1011 |
9.4% |
0.0114 |
1.1% |
90% |
False |
False |
44,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1298 |
|
2.618 |
1.1136 |
|
1.618 |
1.1037 |
|
1.000 |
1.0976 |
|
0.618 |
1.0938 |
|
HIGH |
1.0877 |
|
0.618 |
1.0839 |
|
0.500 |
1.0828 |
|
0.382 |
1.0816 |
|
LOW |
1.0778 |
|
0.618 |
1.0717 |
|
1.000 |
1.0679 |
|
1.618 |
1.0618 |
|
2.618 |
1.0519 |
|
4.250 |
1.0357 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0828 |
1.0801 |
| PP |
1.0820 |
1.0795 |
| S1 |
1.0813 |
1.0790 |
|