CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0498 |
1.0558 |
0.0060 |
0.6% |
1.0503 |
| High |
1.0568 |
1.0904 |
0.0336 |
3.2% |
1.0518 |
| Low |
1.0483 |
1.0549 |
0.0066 |
0.6% |
1.0320 |
| Close |
1.0561 |
1.0828 |
0.0267 |
2.5% |
1.0447 |
| Range |
0.0085 |
0.0355 |
0.0270 |
317.6% |
0.0198 |
| ATR |
0.0122 |
0.0138 |
0.0017 |
13.7% |
0.0000 |
| Volume |
120,082 |
77,704 |
-42,378 |
-35.3% |
287,451 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1825 |
1.1682 |
1.1023 |
|
| R3 |
1.1470 |
1.1327 |
1.0926 |
|
| R2 |
1.1115 |
1.1115 |
1.0893 |
|
| R1 |
1.0972 |
1.0972 |
1.0861 |
1.1044 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0796 |
| S1 |
1.0617 |
1.0617 |
1.0795 |
1.0689 |
| S2 |
1.0405 |
1.0405 |
1.0763 |
|
| S3 |
1.0050 |
1.0262 |
1.0730 |
|
| S4 |
0.9695 |
0.9907 |
1.0633 |
|
|
| 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 |
1.0904 |
1.0320 |
0.0584 |
5.4% |
0.0163 |
1.5% |
87% |
True |
False |
90,437 |
| 10 |
1.0904 |
1.0320 |
0.0584 |
5.4% |
0.0139 |
1.3% |
87% |
True |
False |
83,221 |
| 20 |
1.0904 |
1.0150 |
0.0754 |
7.0% |
0.0132 |
1.2% |
90% |
True |
False |
72,291 |
| 40 |
1.0904 |
1.0125 |
0.0779 |
7.2% |
0.0133 |
1.2% |
90% |
True |
False |
37,280 |
| 60 |
1.0904 |
1.0052 |
0.0852 |
7.9% |
0.0116 |
1.1% |
91% |
True |
False |
24,871 |
| 80 |
1.0904 |
0.9898 |
0.1006 |
9.3% |
0.0108 |
1.0% |
92% |
True |
False |
18,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2413 |
|
2.618 |
1.1833 |
|
1.618 |
1.1478 |
|
1.000 |
1.1259 |
|
0.618 |
1.1123 |
|
HIGH |
1.0904 |
|
0.618 |
1.0768 |
|
0.500 |
1.0727 |
|
0.382 |
1.0685 |
|
LOW |
1.0549 |
|
0.618 |
1.0330 |
|
1.000 |
1.0194 |
|
1.618 |
0.9975 |
|
2.618 |
0.9620 |
|
4.250 |
0.9040 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0794 |
1.0772 |
| PP |
1.0760 |
1.0716 |
| S1 |
1.0727 |
1.0660 |
|