CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0511 |
1.0584 |
0.0073 |
0.7% |
1.0609 |
| High |
1.0640 |
1.0641 |
0.0001 |
0.0% |
1.0747 |
| Low |
1.0500 |
1.0488 |
-0.0012 |
-0.1% |
1.0497 |
| Close |
1.0582 |
1.0530 |
-0.0052 |
-0.5% |
1.0562 |
| Range |
0.0140 |
0.0153 |
0.0013 |
9.3% |
0.0250 |
| ATR |
0.0127 |
0.0129 |
0.0002 |
1.5% |
0.0000 |
| Volume |
70,363 |
105,772 |
35,409 |
50.3% |
438,704 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1012 |
1.0924 |
1.0614 |
|
| R3 |
1.0859 |
1.0771 |
1.0572 |
|
| R2 |
1.0706 |
1.0706 |
1.0558 |
|
| R1 |
1.0618 |
1.0618 |
1.0544 |
1.0586 |
| PP |
1.0553 |
1.0553 |
1.0553 |
1.0537 |
| S1 |
1.0465 |
1.0465 |
1.0516 |
1.0433 |
| S2 |
1.0400 |
1.0400 |
1.0502 |
|
| S3 |
1.0247 |
1.0312 |
1.0488 |
|
| S4 |
1.0094 |
1.0159 |
1.0446 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1352 |
1.1207 |
1.0700 |
|
| R3 |
1.1102 |
1.0957 |
1.0631 |
|
| R2 |
1.0852 |
1.0852 |
1.0608 |
|
| R1 |
1.0707 |
1.0707 |
1.0585 |
1.0655 |
| PP |
1.0602 |
1.0602 |
1.0602 |
1.0576 |
| S1 |
1.0457 |
1.0457 |
1.0539 |
1.0405 |
| S2 |
1.0352 |
1.0352 |
1.0516 |
|
| S3 |
1.0102 |
1.0207 |
1.0493 |
|
| S4 |
0.9852 |
0.9957 |
1.0425 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0696 |
1.0486 |
0.0210 |
2.0% |
0.0128 |
1.2% |
21% |
False |
False |
90,562 |
| 10 |
1.0747 |
1.0486 |
0.0261 |
2.5% |
0.0117 |
1.1% |
17% |
False |
False |
85,465 |
| 20 |
1.0909 |
1.0320 |
0.0589 |
5.6% |
0.0135 |
1.3% |
36% |
False |
False |
91,930 |
| 40 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0130 |
1.2% |
52% |
False |
False |
71,620 |
| 60 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0128 |
1.2% |
56% |
False |
False |
47,966 |
| 80 |
1.0909 |
0.9898 |
0.1011 |
9.6% |
0.0115 |
1.1% |
63% |
False |
False |
35,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1291 |
|
2.618 |
1.1042 |
|
1.618 |
1.0889 |
|
1.000 |
1.0794 |
|
0.618 |
1.0736 |
|
HIGH |
1.0641 |
|
0.618 |
1.0583 |
|
0.500 |
1.0565 |
|
0.382 |
1.0546 |
|
LOW |
1.0488 |
|
0.618 |
1.0393 |
|
1.000 |
1.0335 |
|
1.618 |
1.0240 |
|
2.618 |
1.0087 |
|
4.250 |
0.9838 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0565 |
1.0564 |
| PP |
1.0553 |
1.0552 |
| S1 |
1.0542 |
1.0541 |
|