CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0614 |
1.0696 |
0.0082 |
0.8% |
1.0566 |
| High |
1.0732 |
1.0707 |
-0.0025 |
-0.2% |
1.0732 |
| Low |
1.0614 |
1.0636 |
0.0022 |
0.2% |
1.0533 |
| Close |
1.0706 |
1.0690 |
-0.0016 |
-0.1% |
1.0690 |
| Range |
0.0118 |
0.0071 |
-0.0047 |
-39.8% |
0.0199 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
417 |
970 |
553 |
132.6% |
2,411 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0891 |
1.0861 |
1.0729 |
|
| R3 |
1.0820 |
1.0790 |
1.0710 |
|
| R2 |
1.0749 |
1.0749 |
1.0703 |
|
| R1 |
1.0719 |
1.0719 |
1.0697 |
1.0699 |
| PP |
1.0678 |
1.0678 |
1.0678 |
1.0667 |
| S1 |
1.0648 |
1.0648 |
1.0683 |
1.0628 |
| S2 |
1.0607 |
1.0607 |
1.0677 |
|
| S3 |
1.0536 |
1.0577 |
1.0670 |
|
| S4 |
1.0465 |
1.0506 |
1.0651 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1249 |
1.1168 |
1.0799 |
|
| R3 |
1.1050 |
1.0969 |
1.0745 |
|
| R2 |
1.0851 |
1.0851 |
1.0726 |
|
| R1 |
1.0770 |
1.0770 |
1.0708 |
1.0811 |
| PP |
1.0652 |
1.0652 |
1.0652 |
1.0672 |
| S1 |
1.0571 |
1.0571 |
1.0672 |
1.0612 |
| S2 |
1.0453 |
1.0453 |
1.0654 |
|
| S3 |
1.0254 |
1.0372 |
1.0635 |
|
| S4 |
1.0055 |
1.0173 |
1.0581 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0732 |
1.0533 |
0.0199 |
1.9% |
0.0080 |
0.7% |
79% |
False |
False |
482 |
| 10 |
1.0732 |
1.0508 |
0.0224 |
2.1% |
0.0088 |
0.8% |
81% |
False |
False |
328 |
| 20 |
1.0732 |
1.0244 |
0.0488 |
4.6% |
0.0100 |
0.9% |
91% |
False |
False |
196 |
| 40 |
1.0895 |
1.0244 |
0.0651 |
6.1% |
0.0094 |
0.9% |
69% |
False |
False |
144 |
| 60 |
1.0895 |
1.0186 |
0.0709 |
6.6% |
0.0073 |
0.7% |
71% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1009 |
|
2.618 |
1.0893 |
|
1.618 |
1.0822 |
|
1.000 |
1.0778 |
|
0.618 |
1.0751 |
|
HIGH |
1.0707 |
|
0.618 |
1.0680 |
|
0.500 |
1.0672 |
|
0.382 |
1.0663 |
|
LOW |
1.0636 |
|
0.618 |
1.0592 |
|
1.000 |
1.0565 |
|
1.618 |
1.0521 |
|
2.618 |
1.0450 |
|
4.250 |
1.0334 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0684 |
1.0678 |
| PP |
1.0678 |
1.0666 |
| S1 |
1.0672 |
1.0654 |
|