CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0758 |
1.0832 |
0.0074 |
0.7% |
1.0695 |
| High |
1.0866 |
1.0917 |
0.0051 |
0.5% |
1.0877 |
| Low |
1.0719 |
1.0800 |
0.0081 |
0.8% |
1.0684 |
| Close |
1.0833 |
1.0850 |
0.0017 |
0.2% |
1.0751 |
| Range |
0.0147 |
0.0117 |
-0.0030 |
-20.4% |
0.0193 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
0.0% |
0.0000 |
| Volume |
95,435 |
118,788 |
23,353 |
24.5% |
450,493 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1145 |
1.0914 |
|
| R3 |
1.1090 |
1.1028 |
1.0882 |
|
| R2 |
1.0973 |
1.0973 |
1.0871 |
|
| R1 |
1.0911 |
1.0911 |
1.0861 |
1.0942 |
| PP |
1.0856 |
1.0856 |
1.0856 |
1.0871 |
| S1 |
1.0794 |
1.0794 |
1.0839 |
1.0825 |
| S2 |
1.0739 |
1.0739 |
1.0829 |
|
| S3 |
1.0622 |
1.0677 |
1.0818 |
|
| S4 |
1.0505 |
1.0560 |
1.0786 |
|
|
| 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 |
1.0917 |
1.0719 |
0.0198 |
1.8% |
0.0118 |
1.1% |
66% |
True |
False |
99,896 |
| 10 |
1.0917 |
1.0567 |
0.0350 |
3.2% |
0.0108 |
1.0% |
81% |
True |
False |
93,319 |
| 20 |
1.0917 |
1.0333 |
0.0584 |
5.4% |
0.0114 |
1.1% |
89% |
True |
False |
90,219 |
| 40 |
1.0917 |
1.0228 |
0.0689 |
6.4% |
0.0120 |
1.1% |
90% |
True |
False |
91,941 |
| 60 |
1.0917 |
1.0228 |
0.0689 |
6.4% |
0.0126 |
1.2% |
90% |
True |
False |
89,935 |
| 80 |
1.0917 |
1.0125 |
0.0792 |
7.3% |
0.0129 |
1.2% |
92% |
True |
False |
70,137 |
| 100 |
1.0917 |
1.0052 |
0.0865 |
8.0% |
0.0121 |
1.1% |
92% |
True |
False |
56,123 |
| 120 |
1.0917 |
0.9898 |
0.1019 |
9.4% |
0.0114 |
1.0% |
93% |
True |
False |
46,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1414 |
|
2.618 |
1.1223 |
|
1.618 |
1.1106 |
|
1.000 |
1.1034 |
|
0.618 |
1.0989 |
|
HIGH |
1.0917 |
|
0.618 |
1.0872 |
|
0.500 |
1.0859 |
|
0.382 |
1.0845 |
|
LOW |
1.0800 |
|
0.618 |
1.0728 |
|
1.000 |
1.0683 |
|
1.618 |
1.0611 |
|
2.618 |
1.0494 |
|
4.250 |
1.0303 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0859 |
1.0839 |
| PP |
1.0856 |
1.0829 |
| S1 |
1.0853 |
1.0818 |
|