CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0821 |
1.0761 |
-0.0060 |
-0.6% |
1.0416 |
| High |
1.0909 |
1.0794 |
-0.0115 |
-1.1% |
1.0904 |
| Low |
1.0755 |
1.0672 |
-0.0083 |
-0.8% |
1.0416 |
| Close |
1.0776 |
1.0726 |
-0.0050 |
-0.5% |
1.0838 |
| Range |
0.0154 |
0.0122 |
-0.0032 |
-20.8% |
0.0488 |
| ATR |
0.0141 |
0.0140 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
91,646 |
76,349 |
-15,297 |
-16.7% |
562,217 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1097 |
1.1033 |
1.0793 |
|
| R3 |
1.0975 |
1.0911 |
1.0760 |
|
| R2 |
1.0853 |
1.0853 |
1.0748 |
|
| R1 |
1.0789 |
1.0789 |
1.0737 |
1.0760 |
| PP |
1.0731 |
1.0731 |
1.0731 |
1.0716 |
| S1 |
1.0667 |
1.0667 |
1.0715 |
1.0638 |
| S2 |
1.0609 |
1.0609 |
1.0704 |
|
| S3 |
1.0487 |
1.0545 |
1.0692 |
|
| S4 |
1.0365 |
1.0423 |
1.0659 |
|
|
| 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 |
1.0549 |
0.0360 |
3.4% |
0.0187 |
1.7% |
49% |
False |
False |
104,044 |
| 10 |
1.0909 |
1.0320 |
0.0589 |
5.5% |
0.0153 |
1.4% |
69% |
False |
False |
95,234 |
| 20 |
1.0909 |
1.0229 |
0.0680 |
6.3% |
0.0136 |
1.3% |
73% |
False |
False |
85,922 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.3% |
0.0137 |
1.3% |
77% |
False |
False |
48,332 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.0% |
0.0121 |
1.1% |
79% |
False |
False |
32,244 |
| 80 |
1.0909 |
0.9898 |
0.1011 |
9.4% |
0.0110 |
1.0% |
82% |
False |
False |
24,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1313 |
|
2.618 |
1.1113 |
|
1.618 |
1.0991 |
|
1.000 |
1.0916 |
|
0.618 |
1.0869 |
|
HIGH |
1.0794 |
|
0.618 |
1.0747 |
|
0.500 |
1.0733 |
|
0.382 |
1.0719 |
|
LOW |
1.0672 |
|
0.618 |
1.0597 |
|
1.000 |
1.0550 |
|
1.618 |
1.0475 |
|
2.618 |
1.0353 |
|
4.250 |
1.0154 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0733 |
1.0791 |
| PP |
1.0731 |
1.0769 |
| S1 |
1.0728 |
1.0748 |
|