CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0761 |
1.0690 |
-0.0071 |
-0.7% |
1.0416 |
| High |
1.0794 |
1.0730 |
-0.0064 |
-0.6% |
1.0904 |
| Low |
1.0672 |
1.0591 |
-0.0081 |
-0.8% |
1.0416 |
| Close |
1.0726 |
1.0603 |
-0.0123 |
-1.1% |
1.0838 |
| Range |
0.0122 |
0.0139 |
0.0017 |
13.9% |
0.0488 |
| ATR |
0.0140 |
0.0140 |
0.0000 |
0.0% |
0.0000 |
| Volume |
76,349 |
89,253 |
12,904 |
16.9% |
562,217 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.0970 |
1.0679 |
|
| R3 |
1.0919 |
1.0831 |
1.0641 |
|
| R2 |
1.0780 |
1.0780 |
1.0628 |
|
| R1 |
1.0692 |
1.0692 |
1.0616 |
1.0667 |
| PP |
1.0641 |
1.0641 |
1.0641 |
1.0629 |
| S1 |
1.0553 |
1.0553 |
1.0590 |
1.0528 |
| S2 |
1.0502 |
1.0502 |
1.0578 |
|
| S3 |
1.0363 |
1.0414 |
1.0565 |
|
| S4 |
1.0224 |
1.0275 |
1.0527 |
|
|
| 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 |
1.0591 |
0.0318 |
3.0% |
0.0144 |
1.4% |
4% |
False |
True |
106,354 |
| 10 |
1.0909 |
1.0320 |
0.0589 |
5.6% |
0.0153 |
1.4% |
48% |
False |
False |
98,395 |
| 20 |
1.0909 |
1.0299 |
0.0610 |
5.8% |
0.0134 |
1.3% |
50% |
False |
False |
87,169 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0136 |
1.3% |
61% |
False |
False |
50,553 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0121 |
1.1% |
64% |
False |
False |
33,730 |
| 80 |
1.0909 |
0.9898 |
0.1011 |
9.5% |
0.0110 |
1.0% |
70% |
False |
False |
25,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1321 |
|
2.618 |
1.1094 |
|
1.618 |
1.0955 |
|
1.000 |
1.0869 |
|
0.618 |
1.0816 |
|
HIGH |
1.0730 |
|
0.618 |
1.0677 |
|
0.500 |
1.0661 |
|
0.382 |
1.0644 |
|
LOW |
1.0591 |
|
0.618 |
1.0505 |
|
1.000 |
1.0452 |
|
1.618 |
1.0366 |
|
2.618 |
1.0227 |
|
4.250 |
1.0000 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0661 |
1.0750 |
| PP |
1.0641 |
1.0701 |
| S1 |
1.0622 |
1.0652 |
|