CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0696 |
1.0706 |
0.0010 |
0.1% |
1.0566 |
| High |
1.0707 |
1.0813 |
0.0106 |
1.0% |
1.0732 |
| Low |
1.0636 |
1.0705 |
0.0069 |
0.6% |
1.0533 |
| Close |
1.0690 |
1.0762 |
0.0072 |
0.7% |
1.0690 |
| Range |
0.0071 |
0.0108 |
0.0037 |
52.1% |
0.0199 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
1.9% |
0.0000 |
| Volume |
970 |
935 |
-35 |
-3.6% |
2,411 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1084 |
1.1031 |
1.0821 |
|
| R3 |
1.0976 |
1.0923 |
1.0792 |
|
| R2 |
1.0868 |
1.0868 |
1.0782 |
|
| R1 |
1.0815 |
1.0815 |
1.0772 |
1.0842 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0773 |
| S1 |
1.0707 |
1.0707 |
1.0752 |
1.0734 |
| S2 |
1.0652 |
1.0652 |
1.0742 |
|
| S3 |
1.0544 |
1.0599 |
1.0732 |
|
| S4 |
1.0436 |
1.0491 |
1.0703 |
|
|
| 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 |
1.0813 |
1.0576 |
0.0237 |
2.2% |
0.0088 |
0.8% |
78% |
True |
False |
617 |
| 10 |
1.0813 |
1.0508 |
0.0305 |
2.8% |
0.0093 |
0.9% |
83% |
True |
False |
413 |
| 20 |
1.0813 |
1.0244 |
0.0569 |
5.3% |
0.0101 |
0.9% |
91% |
True |
False |
237 |
| 40 |
1.0895 |
1.0244 |
0.0651 |
6.0% |
0.0095 |
0.9% |
80% |
False |
False |
165 |
| 60 |
1.0895 |
1.0186 |
0.0709 |
6.6% |
0.0075 |
0.7% |
81% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1272 |
|
2.618 |
1.1096 |
|
1.618 |
1.0988 |
|
1.000 |
1.0921 |
|
0.618 |
1.0880 |
|
HIGH |
1.0813 |
|
0.618 |
1.0772 |
|
0.500 |
1.0759 |
|
0.382 |
1.0746 |
|
LOW |
1.0705 |
|
0.618 |
1.0638 |
|
1.000 |
1.0597 |
|
1.618 |
1.0530 |
|
2.618 |
1.0422 |
|
4.250 |
1.0246 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0761 |
1.0746 |
| PP |
1.0760 |
1.0730 |
| S1 |
1.0759 |
1.0714 |
|