CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0362 |
1.0416 |
0.0054 |
0.5% |
1.0503 |
| High |
1.0457 |
1.0574 |
0.0117 |
1.1% |
1.0518 |
| Low |
1.0328 |
1.0416 |
0.0088 |
0.9% |
1.0320 |
| Close |
1.0447 |
1.0510 |
0.0063 |
0.6% |
1.0447 |
| Range |
0.0129 |
0.0158 |
0.0029 |
22.5% |
0.0198 |
| ATR |
0.0122 |
0.0124 |
0.0003 |
2.1% |
0.0000 |
| Volume |
68,262 |
89,909 |
21,647 |
31.7% |
287,451 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0900 |
1.0597 |
|
| R3 |
1.0816 |
1.0742 |
1.0553 |
|
| R2 |
1.0658 |
1.0658 |
1.0539 |
|
| R1 |
1.0584 |
1.0584 |
1.0524 |
1.0621 |
| PP |
1.0500 |
1.0500 |
1.0500 |
1.0519 |
| S1 |
1.0426 |
1.0426 |
1.0496 |
1.0463 |
| S2 |
1.0342 |
1.0342 |
1.0481 |
|
| S3 |
1.0184 |
1.0268 |
1.0467 |
|
| S4 |
1.0026 |
1.0110 |
1.0423 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1022 |
1.0933 |
1.0556 |
|
| R3 |
1.0824 |
1.0735 |
1.0501 |
|
| R2 |
1.0626 |
1.0626 |
1.0483 |
|
| R1 |
1.0537 |
1.0537 |
1.0465 |
1.0483 |
| PP |
1.0428 |
1.0428 |
1.0428 |
1.0401 |
| S1 |
1.0339 |
1.0339 |
1.0429 |
1.0285 |
| S2 |
1.0230 |
1.0230 |
1.0411 |
|
| S3 |
1.0032 |
1.0141 |
1.0393 |
|
| S4 |
0.9834 |
0.9943 |
1.0338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0574 |
1.0320 |
0.0254 |
2.4% |
0.0124 |
1.2% |
75% |
True |
False |
75,472 |
| 10 |
1.0574 |
1.0320 |
0.0254 |
2.4% |
0.0113 |
1.1% |
75% |
True |
False |
75,513 |
| 20 |
1.0574 |
1.0127 |
0.0447 |
4.3% |
0.0120 |
1.1% |
86% |
True |
False |
63,417 |
| 40 |
1.0664 |
1.0077 |
0.0587 |
5.6% |
0.0128 |
1.2% |
74% |
False |
False |
32,341 |
| 60 |
1.0664 |
0.9946 |
0.0718 |
6.8% |
0.0111 |
1.1% |
79% |
False |
False |
21,577 |
| 80 |
1.0664 |
0.9898 |
0.0766 |
7.3% |
0.0103 |
1.0% |
80% |
False |
False |
16,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1246 |
|
2.618 |
1.0988 |
|
1.618 |
1.0830 |
|
1.000 |
1.0732 |
|
0.618 |
1.0672 |
|
HIGH |
1.0574 |
|
0.618 |
1.0514 |
|
0.500 |
1.0495 |
|
0.382 |
1.0476 |
|
LOW |
1.0416 |
|
0.618 |
1.0318 |
|
1.000 |
1.0258 |
|
1.618 |
1.0160 |
|
2.618 |
1.0002 |
|
4.250 |
0.9745 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0505 |
1.0489 |
| PP |
1.0500 |
1.0468 |
| S1 |
1.0495 |
1.0447 |
|