CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0690 |
1.0617 |
-0.0073 |
-0.7% |
1.0416 |
| High |
1.0730 |
1.0733 |
0.0003 |
0.0% |
1.0904 |
| Low |
1.0591 |
1.0594 |
0.0003 |
0.0% |
1.0416 |
| Close |
1.0603 |
1.0674 |
0.0071 |
0.7% |
1.0838 |
| Range |
0.0139 |
0.0139 |
0.0000 |
0.0% |
0.0488 |
| ATR |
0.0140 |
0.0140 |
0.0000 |
0.0% |
0.0000 |
| Volume |
89,253 |
80,627 |
-8,626 |
-9.7% |
562,217 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1084 |
1.1018 |
1.0750 |
|
| R3 |
1.0945 |
1.0879 |
1.0712 |
|
| R2 |
1.0806 |
1.0806 |
1.0699 |
|
| R1 |
1.0740 |
1.0740 |
1.0687 |
1.0773 |
| PP |
1.0667 |
1.0667 |
1.0667 |
1.0684 |
| S1 |
1.0601 |
1.0601 |
1.0661 |
1.0634 |
| S2 |
1.0528 |
1.0528 |
1.0649 |
|
| S3 |
1.0389 |
1.0462 |
1.0636 |
|
| S4 |
1.0250 |
1.0323 |
1.0598 |
|
|
| 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 |
1.3% |
26% |
False |
False |
89,190 |
| 10 |
1.0909 |
1.0328 |
0.0581 |
5.4% |
0.0159 |
1.5% |
60% |
False |
False |
96,835 |
| 20 |
1.0909 |
1.0299 |
0.0610 |
5.7% |
0.0134 |
1.3% |
61% |
False |
False |
86,133 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.3% |
0.0137 |
1.3% |
70% |
False |
False |
52,566 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.0% |
0.0122 |
1.1% |
73% |
False |
False |
35,073 |
| 80 |
1.0909 |
0.9898 |
0.1011 |
9.5% |
0.0111 |
1.0% |
77% |
False |
False |
26,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1324 |
|
2.618 |
1.1097 |
|
1.618 |
1.0958 |
|
1.000 |
1.0872 |
|
0.618 |
1.0819 |
|
HIGH |
1.0733 |
|
0.618 |
1.0680 |
|
0.500 |
1.0664 |
|
0.382 |
1.0647 |
|
LOW |
1.0594 |
|
0.618 |
1.0508 |
|
1.000 |
1.0455 |
|
1.618 |
1.0369 |
|
2.618 |
1.0230 |
|
4.250 |
1.0003 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0671 |
1.0693 |
| PP |
1.0667 |
1.0686 |
| S1 |
1.0664 |
1.0680 |
|