CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0870 |
1.0899 |
0.0029 |
0.3% |
1.0758 |
| High |
1.0938 |
1.1085 |
0.0147 |
1.3% |
1.1085 |
| Low |
1.0838 |
1.0894 |
0.0056 |
0.5% |
1.0719 |
| Close |
1.0902 |
1.1041 |
0.0139 |
1.3% |
1.1041 |
| Range |
0.0100 |
0.0191 |
0.0091 |
91.0% |
0.0366 |
| ATR |
0.0116 |
0.0121 |
0.0005 |
4.6% |
0.0000 |
| Volume |
115,216 |
85,217 |
-29,999 |
-26.0% |
414,656 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1580 |
1.1501 |
1.1146 |
|
| R3 |
1.1389 |
1.1310 |
1.1094 |
|
| R2 |
1.1198 |
1.1198 |
1.1076 |
|
| R1 |
1.1119 |
1.1119 |
1.1059 |
1.1159 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.1026 |
| S1 |
1.0928 |
1.0928 |
1.1023 |
1.0968 |
| S2 |
1.0816 |
1.0816 |
1.1006 |
|
| S3 |
1.0625 |
1.0737 |
1.0988 |
|
| S4 |
1.0434 |
1.0546 |
1.0936 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2046 |
1.1910 |
1.1242 |
|
| R3 |
1.1680 |
1.1544 |
1.1142 |
|
| R2 |
1.1314 |
1.1314 |
1.1108 |
|
| R1 |
1.1178 |
1.1178 |
1.1075 |
1.1246 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0983 |
| S1 |
1.0812 |
1.0812 |
1.1007 |
1.0880 |
| S2 |
1.0582 |
1.0582 |
1.0974 |
|
| S3 |
1.0216 |
1.0446 |
1.0940 |
|
| S4 |
0.9850 |
1.0080 |
1.0840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1085 |
1.0719 |
0.0366 |
3.3% |
0.0134 |
1.2% |
88% |
True |
False |
98,591 |
| 10 |
1.1085 |
1.0628 |
0.0457 |
4.1% |
0.0116 |
1.0% |
90% |
True |
False |
97,645 |
| 20 |
1.1085 |
1.0476 |
0.0609 |
5.5% |
0.0112 |
1.0% |
93% |
True |
False |
90,316 |
| 40 |
1.1085 |
1.0228 |
0.0857 |
7.8% |
0.0121 |
1.1% |
95% |
True |
False |
92,705 |
| 60 |
1.1085 |
1.0228 |
0.0857 |
7.8% |
0.0125 |
1.1% |
95% |
True |
False |
90,514 |
| 80 |
1.1085 |
1.0125 |
0.0960 |
8.7% |
0.0129 |
1.2% |
95% |
True |
False |
72,636 |
| 100 |
1.1085 |
1.0052 |
0.1033 |
9.4% |
0.0121 |
1.1% |
96% |
True |
False |
58,126 |
| 120 |
1.1085 |
0.9898 |
0.1187 |
10.8% |
0.0114 |
1.0% |
96% |
True |
False |
48,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1897 |
|
2.618 |
1.1585 |
|
1.618 |
1.1394 |
|
1.000 |
1.1276 |
|
0.618 |
1.1203 |
|
HIGH |
1.1085 |
|
0.618 |
1.1012 |
|
0.500 |
1.0990 |
|
0.382 |
1.0967 |
|
LOW |
1.0894 |
|
0.618 |
1.0776 |
|
1.000 |
1.0703 |
|
1.618 |
1.0585 |
|
2.618 |
1.0394 |
|
4.250 |
1.0082 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1024 |
1.1008 |
| PP |
1.1007 |
1.0975 |
| S1 |
1.0990 |
1.0943 |
|