CME Japanese Yen Future December 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 |
1.0803 |
1.0766 |
-0.0037 |
-0.3% |
1.0706 |
| High |
1.0844 |
1.0871 |
0.0027 |
0.2% |
1.0882 |
| Low |
1.0730 |
1.0727 |
-0.0003 |
0.0% |
1.0705 |
| Close |
1.0758 |
1.0840 |
0.0082 |
0.8% |
1.0758 |
| Range |
0.0114 |
0.0144 |
0.0030 |
26.3% |
0.0177 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
3.2% |
0.0000 |
| Volume |
2,158 |
8,955 |
6,797 |
315.0% |
11,956 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1245 |
1.1186 |
1.0919 |
|
| R3 |
1.1101 |
1.1042 |
1.0880 |
|
| R2 |
1.0957 |
1.0957 |
1.0866 |
|
| R1 |
1.0898 |
1.0898 |
1.0853 |
1.0928 |
| PP |
1.0813 |
1.0813 |
1.0813 |
1.0827 |
| S1 |
1.0754 |
1.0754 |
1.0827 |
1.0784 |
| S2 |
1.0669 |
1.0669 |
1.0814 |
|
| S3 |
1.0525 |
1.0610 |
1.0800 |
|
| S4 |
1.0381 |
1.0466 |
1.0761 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1313 |
1.1212 |
1.0855 |
|
| R3 |
1.1136 |
1.1035 |
1.0807 |
|
| R2 |
1.0959 |
1.0959 |
1.0790 |
|
| R1 |
1.0858 |
1.0858 |
1.0774 |
1.0909 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0807 |
| S1 |
1.0681 |
1.0681 |
1.0742 |
1.0732 |
| S2 |
1.0605 |
1.0605 |
1.0726 |
|
| S3 |
1.0428 |
1.0504 |
1.0709 |
|
| S4 |
1.0251 |
1.0327 |
1.0661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0882 |
1.0710 |
0.0172 |
1.6% |
0.0107 |
1.0% |
76% |
False |
False |
3,995 |
| 10 |
1.0882 |
1.0576 |
0.0306 |
2.8% |
0.0097 |
0.9% |
86% |
False |
False |
2,306 |
| 20 |
1.0882 |
1.0329 |
0.0553 |
5.1% |
0.0100 |
0.9% |
92% |
False |
False |
1,223 |
| 40 |
1.0882 |
1.0244 |
0.0638 |
5.9% |
0.0093 |
0.9% |
93% |
False |
False |
658 |
| 60 |
1.0895 |
1.0244 |
0.0651 |
6.0% |
0.0084 |
0.8% |
92% |
False |
False |
451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1483 |
|
2.618 |
1.1248 |
|
1.618 |
1.1104 |
|
1.000 |
1.1015 |
|
0.618 |
1.0960 |
|
HIGH |
1.0871 |
|
0.618 |
1.0816 |
|
0.500 |
1.0799 |
|
0.382 |
1.0782 |
|
LOW |
1.0727 |
|
0.618 |
1.0638 |
|
1.000 |
1.0583 |
|
1.618 |
1.0494 |
|
2.618 |
1.0350 |
|
4.250 |
1.0115 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0826 |
1.0828 |
| PP |
1.0813 |
1.0816 |
| S1 |
1.0799 |
1.0805 |
|