CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0609 |
1.0617 |
0.0008 |
0.1% |
1.0821 |
| High |
1.0630 |
1.0727 |
0.0097 |
0.9% |
1.0909 |
| Low |
1.0555 |
1.0600 |
0.0045 |
0.4% |
1.0591 |
| Close |
1.0620 |
1.0687 |
0.0067 |
0.6% |
1.0615 |
| Range |
0.0075 |
0.0127 |
0.0052 |
69.3% |
0.0318 |
| ATR |
0.0133 |
0.0132 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
70,164 |
63,853 |
-6,311 |
-9.0% |
429,017 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.0997 |
1.0757 |
|
| R3 |
1.0925 |
1.0870 |
1.0722 |
|
| R2 |
1.0798 |
1.0798 |
1.0710 |
|
| R1 |
1.0743 |
1.0743 |
1.0699 |
1.0771 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0685 |
| S1 |
1.0616 |
1.0616 |
1.0675 |
1.0644 |
| S2 |
1.0544 |
1.0544 |
1.0664 |
|
| S3 |
1.0417 |
1.0489 |
1.0652 |
|
| S4 |
1.0290 |
1.0362 |
1.0617 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1659 |
1.1455 |
1.0790 |
|
| R3 |
1.1341 |
1.1137 |
1.0702 |
|
| R2 |
1.1023 |
1.1023 |
1.0673 |
|
| R1 |
1.0819 |
1.0819 |
1.0644 |
1.0762 |
| PP |
1.0705 |
1.0705 |
1.0705 |
1.0677 |
| S1 |
1.0501 |
1.0501 |
1.0586 |
1.0444 |
| S2 |
1.0387 |
1.0387 |
1.0557 |
|
| S3 |
1.0069 |
1.0183 |
1.0528 |
|
| S4 |
0.9751 |
0.9865 |
1.0440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0733 |
1.0555 |
0.0178 |
1.7% |
0.0117 |
1.1% |
74% |
False |
False |
79,007 |
| 10 |
1.0909 |
1.0549 |
0.0360 |
3.4% |
0.0152 |
1.4% |
38% |
False |
False |
91,526 |
| 20 |
1.0909 |
1.0320 |
0.0589 |
5.5% |
0.0134 |
1.3% |
62% |
False |
False |
86,349 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.3% |
0.0135 |
1.3% |
72% |
False |
False |
58,118 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.0% |
0.0124 |
1.2% |
74% |
False |
False |
38,824 |
| 80 |
1.0909 |
0.9898 |
0.1011 |
9.5% |
0.0113 |
1.1% |
78% |
False |
False |
29,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1267 |
|
2.618 |
1.1059 |
|
1.618 |
1.0932 |
|
1.000 |
1.0854 |
|
0.618 |
1.0805 |
|
HIGH |
1.0727 |
|
0.618 |
1.0678 |
|
0.500 |
1.0664 |
|
0.382 |
1.0649 |
|
LOW |
1.0600 |
|
0.618 |
1.0522 |
|
1.000 |
1.0473 |
|
1.618 |
1.0395 |
|
2.618 |
1.0268 |
|
4.250 |
1.0060 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0679 |
1.0672 |
| PP |
1.0671 |
1.0656 |
| S1 |
1.0664 |
1.0641 |
|