CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0761 |
1.0821 |
0.0060 |
0.6% |
1.0416 |
| High |
1.0903 |
1.0909 |
0.0006 |
0.1% |
1.0904 |
| Low |
1.0739 |
1.0755 |
0.0016 |
0.1% |
1.0416 |
| Close |
1.0838 |
1.0776 |
-0.0062 |
-0.6% |
1.0838 |
| Range |
0.0164 |
0.0154 |
-0.0010 |
-6.1% |
0.0488 |
| ATR |
0.0140 |
0.0141 |
0.0001 |
0.7% |
0.0000 |
| Volume |
108,075 |
91,646 |
-16,429 |
-15.2% |
562,217 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1275 |
1.1180 |
1.0861 |
|
| R3 |
1.1121 |
1.1026 |
1.0818 |
|
| R2 |
1.0967 |
1.0967 |
1.0804 |
|
| R1 |
1.0872 |
1.0872 |
1.0790 |
1.0843 |
| PP |
1.0813 |
1.0813 |
1.0813 |
1.0799 |
| S1 |
1.0718 |
1.0718 |
1.0762 |
1.0689 |
| S2 |
1.0659 |
1.0659 |
1.0748 |
|
| S3 |
1.0505 |
1.0564 |
1.0734 |
|
| S4 |
1.0351 |
1.0410 |
1.0691 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2183 |
1.1999 |
1.1106 |
|
| R3 |
1.1695 |
1.1511 |
1.0972 |
|
| R2 |
1.1207 |
1.1207 |
1.0927 |
|
| R1 |
1.1023 |
1.1023 |
1.0883 |
1.1115 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0766 |
| S1 |
1.0535 |
1.0535 |
1.0793 |
1.0627 |
| S2 |
1.0231 |
1.0231 |
1.0749 |
|
| S3 |
0.9743 |
1.0047 |
1.0704 |
|
| S4 |
0.9255 |
0.9559 |
1.0570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0909 |
1.0483 |
0.0426 |
4.0% |
0.0180 |
1.7% |
69% |
True |
False |
112,790 |
| 10 |
1.0909 |
1.0320 |
0.0589 |
5.5% |
0.0152 |
1.4% |
77% |
True |
False |
94,131 |
| 20 |
1.0909 |
1.0154 |
0.0755 |
7.0% |
0.0135 |
1.3% |
82% |
True |
False |
85,249 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.3% |
0.0137 |
1.3% |
83% |
True |
False |
46,425 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.0% |
0.0120 |
1.1% |
84% |
True |
False |
30,972 |
| 80 |
1.0909 |
0.9898 |
0.1011 |
9.4% |
0.0111 |
1.0% |
87% |
True |
False |
23,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1564 |
|
2.618 |
1.1312 |
|
1.618 |
1.1158 |
|
1.000 |
1.1063 |
|
0.618 |
1.1004 |
|
HIGH |
1.0909 |
|
0.618 |
1.0850 |
|
0.500 |
1.0832 |
|
0.382 |
1.0814 |
|
LOW |
1.0755 |
|
0.618 |
1.0660 |
|
1.000 |
1.0601 |
|
1.618 |
1.0506 |
|
2.618 |
1.0352 |
|
4.250 |
1.0101 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0832 |
1.0800 |
| PP |
1.0813 |
1.0792 |
| S1 |
1.0795 |
1.0784 |
|