CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0758 |
-0.0042 |
-0.4% |
1.0695 |
| High |
1.0838 |
1.0866 |
0.0028 |
0.3% |
1.0877 |
| Low |
1.0723 |
1.0719 |
-0.0004 |
0.0% |
1.0684 |
| Close |
1.0751 |
1.0833 |
0.0082 |
0.8% |
1.0751 |
| Range |
0.0115 |
0.0147 |
0.0032 |
27.8% |
0.0193 |
| ATR |
0.0115 |
0.0117 |
0.0002 |
2.0% |
0.0000 |
| Volume |
78,302 |
95,435 |
17,133 |
21.9% |
450,493 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1187 |
1.0914 |
|
| R3 |
1.1100 |
1.1040 |
1.0873 |
|
| R2 |
1.0953 |
1.0953 |
1.0860 |
|
| R1 |
1.0893 |
1.0893 |
1.0846 |
1.0923 |
| PP |
1.0806 |
1.0806 |
1.0806 |
1.0821 |
| S1 |
1.0746 |
1.0746 |
1.0820 |
1.0776 |
| S2 |
1.0659 |
1.0659 |
1.0806 |
|
| S3 |
1.0512 |
1.0599 |
1.0793 |
|
| S4 |
1.0365 |
1.0452 |
1.0752 |
|
|
| 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 |
1.0702 |
0.0175 |
1.6% |
0.0110 |
1.0% |
75% |
False |
False |
95,435 |
| 10 |
1.0877 |
1.0566 |
0.0311 |
2.9% |
0.0106 |
1.0% |
86% |
False |
False |
88,315 |
| 20 |
1.0877 |
1.0300 |
0.0577 |
5.3% |
0.0116 |
1.1% |
92% |
False |
False |
88,081 |
| 40 |
1.0877 |
1.0228 |
0.0649 |
6.0% |
0.0120 |
1.1% |
93% |
False |
False |
90,880 |
| 60 |
1.0909 |
1.0154 |
0.0755 |
7.0% |
0.0125 |
1.2% |
90% |
False |
False |
89,003 |
| 80 |
1.0909 |
1.0125 |
0.0784 |
7.2% |
0.0129 |
1.2% |
90% |
False |
False |
68,653 |
| 100 |
1.0909 |
1.0052 |
0.0857 |
7.9% |
0.0120 |
1.1% |
91% |
False |
False |
54,936 |
| 120 |
1.0909 |
0.9898 |
0.1011 |
9.3% |
0.0114 |
1.1% |
92% |
False |
False |
45,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1491 |
|
2.618 |
1.1251 |
|
1.618 |
1.1104 |
|
1.000 |
1.1013 |
|
0.618 |
1.0957 |
|
HIGH |
1.0866 |
|
0.618 |
1.0810 |
|
0.500 |
1.0793 |
|
0.382 |
1.0775 |
|
LOW |
1.0719 |
|
0.618 |
1.0628 |
|
1.000 |
1.0572 |
|
1.618 |
1.0481 |
|
2.618 |
1.0334 |
|
4.250 |
1.0094 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0820 |
1.0821 |
| PP |
1.0806 |
1.0810 |
| S1 |
1.0793 |
1.0798 |
|