CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0843 |
1.0800 |
-0.0043 |
-0.4% |
1.0695 |
| High |
1.0877 |
1.0838 |
-0.0039 |
-0.4% |
1.0877 |
| Low |
1.0778 |
1.0723 |
-0.0055 |
-0.5% |
1.0684 |
| Close |
1.0806 |
1.0751 |
-0.0055 |
-0.5% |
1.0751 |
| Range |
0.0099 |
0.0115 |
0.0016 |
16.2% |
0.0193 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
0.0% |
0.0000 |
| Volume |
106,403 |
78,302 |
-28,101 |
-26.4% |
450,493 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1116 |
1.1048 |
1.0814 |
|
| R3 |
1.1001 |
1.0933 |
1.0783 |
|
| R2 |
1.0886 |
1.0886 |
1.0772 |
|
| R1 |
1.0818 |
1.0818 |
1.0762 |
1.0795 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0759 |
| S1 |
1.0703 |
1.0703 |
1.0740 |
1.0680 |
| S2 |
1.0656 |
1.0656 |
1.0730 |
|
| S3 |
1.0541 |
1.0588 |
1.0719 |
|
| S4 |
1.0426 |
1.0473 |
1.0688 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1350 |
1.1243 |
1.0857 |
|
| R3 |
1.1157 |
1.1050 |
1.0804 |
|
| R2 |
1.0964 |
1.0964 |
1.0786 |
|
| R1 |
1.0857 |
1.0857 |
1.0769 |
1.0911 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0797 |
| S1 |
1.0664 |
1.0664 |
1.0733 |
1.0718 |
| S2 |
1.0578 |
1.0578 |
1.0716 |
|
| S3 |
1.0385 |
1.0471 |
1.0698 |
|
| S4 |
1.0192 |
1.0278 |
1.0645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0877 |
1.0684 |
0.0193 |
1.8% |
0.0105 |
1.0% |
35% |
False |
False |
90,098 |
| 10 |
1.0877 |
1.0521 |
0.0356 |
3.3% |
0.0100 |
0.9% |
65% |
False |
False |
89,929 |
| 20 |
1.0877 |
1.0236 |
0.0641 |
6.0% |
0.0113 |
1.0% |
80% |
False |
False |
91,673 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.3% |
0.0121 |
1.1% |
77% |
False |
False |
90,786 |
| 60 |
1.0909 |
1.0154 |
0.0755 |
7.0% |
0.0125 |
1.2% |
79% |
False |
False |
88,249 |
| 80 |
1.0909 |
1.0125 |
0.0784 |
7.3% |
0.0128 |
1.2% |
80% |
False |
False |
67,461 |
| 100 |
1.0909 |
1.0052 |
0.0857 |
8.0% |
0.0120 |
1.1% |
82% |
False |
False |
53,982 |
| 120 |
1.0909 |
0.9898 |
0.1011 |
9.4% |
0.0115 |
1.1% |
84% |
False |
False |
44,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1327 |
|
2.618 |
1.1139 |
|
1.618 |
1.1024 |
|
1.000 |
1.0953 |
|
0.618 |
1.0909 |
|
HIGH |
1.0838 |
|
0.618 |
1.0794 |
|
0.500 |
1.0781 |
|
0.382 |
1.0767 |
|
LOW |
1.0723 |
|
0.618 |
1.0652 |
|
1.000 |
1.0608 |
|
1.618 |
1.0537 |
|
2.618 |
1.0422 |
|
4.250 |
1.0234 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0781 |
1.0800 |
| PP |
1.0771 |
1.0784 |
| S1 |
1.0761 |
1.0767 |
|