CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0680 |
1.0688 |
0.0008 |
0.1% |
1.0821 |
| High |
1.0747 |
1.0696 |
-0.0051 |
-0.5% |
1.0909 |
| Low |
1.0656 |
1.0497 |
-0.0159 |
-1.5% |
1.0591 |
| Close |
1.0691 |
1.0515 |
-0.0176 |
-1.6% |
1.0615 |
| Range |
0.0091 |
0.0199 |
0.0108 |
118.7% |
0.0318 |
| ATR |
0.0129 |
0.0134 |
0.0005 |
3.8% |
0.0000 |
| Volume |
96,060 |
89,125 |
-6,935 |
-7.2% |
429,017 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1040 |
1.0624 |
|
| R3 |
1.0967 |
1.0841 |
1.0570 |
|
| R2 |
1.0768 |
1.0768 |
1.0551 |
|
| R1 |
1.0642 |
1.0642 |
1.0533 |
1.0606 |
| PP |
1.0569 |
1.0569 |
1.0569 |
1.0551 |
| S1 |
1.0443 |
1.0443 |
1.0497 |
1.0407 |
| S2 |
1.0370 |
1.0370 |
1.0479 |
|
| S3 |
1.0171 |
1.0244 |
1.0460 |
|
| S4 |
0.9972 |
1.0045 |
1.0406 |
|
|
| 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 |
1.0747 |
1.0497 |
0.0250 |
2.4% |
0.0119 |
1.1% |
7% |
False |
True |
82,068 |
| 10 |
1.0909 |
1.0497 |
0.0412 |
3.9% |
0.0131 |
1.2% |
4% |
False |
True |
85,629 |
| 20 |
1.0909 |
1.0320 |
0.0589 |
5.6% |
0.0137 |
1.3% |
33% |
False |
False |
87,472 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.5% |
0.0138 |
1.3% |
50% |
False |
False |
62,677 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.2% |
0.0127 |
1.2% |
54% |
False |
False |
41,910 |
| 80 |
1.0909 |
0.9898 |
0.1011 |
9.6% |
0.0114 |
1.1% |
61% |
False |
False |
31,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1542 |
|
2.618 |
1.1217 |
|
1.618 |
1.1018 |
|
1.000 |
1.0895 |
|
0.618 |
1.0819 |
|
HIGH |
1.0696 |
|
0.618 |
1.0620 |
|
0.500 |
1.0597 |
|
0.382 |
1.0573 |
|
LOW |
1.0497 |
|
0.618 |
1.0374 |
|
1.000 |
1.0298 |
|
1.618 |
1.0175 |
|
2.618 |
0.9976 |
|
4.250 |
0.9651 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0597 |
1.0622 |
| PP |
1.0569 |
1.0586 |
| S1 |
1.0542 |
1.0551 |
|