CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0302 |
0.0064 |
0.6% |
1.0556 |
| High |
1.0322 |
1.0446 |
0.0124 |
1.2% |
1.0604 |
| Low |
1.0236 |
1.0300 |
0.0064 |
0.6% |
1.0228 |
| Close |
1.0308 |
1.0418 |
0.0110 |
1.1% |
1.0250 |
| Range |
0.0086 |
0.0146 |
0.0060 |
69.8% |
0.0376 |
| ATR |
0.0132 |
0.0133 |
0.0001 |
0.7% |
0.0000 |
| Volume |
167,275 |
76,029 |
-91,246 |
-54.5% |
478,965 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0826 |
1.0768 |
1.0498 |
|
| R3 |
1.0680 |
1.0622 |
1.0458 |
|
| R2 |
1.0534 |
1.0534 |
1.0445 |
|
| R1 |
1.0476 |
1.0476 |
1.0431 |
1.0505 |
| PP |
1.0388 |
1.0388 |
1.0388 |
1.0403 |
| S1 |
1.0330 |
1.0330 |
1.0405 |
1.0359 |
| S2 |
1.0242 |
1.0242 |
1.0391 |
|
| S3 |
1.0096 |
1.0184 |
1.0378 |
|
| S4 |
0.9950 |
1.0038 |
1.0338 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1245 |
1.0457 |
|
| R3 |
1.1113 |
1.0869 |
1.0353 |
|
| R2 |
1.0737 |
1.0737 |
1.0319 |
|
| R1 |
1.0493 |
1.0493 |
1.0284 |
1.0427 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0328 |
| S1 |
1.0117 |
1.0117 |
1.0216 |
1.0051 |
| S2 |
0.9985 |
0.9985 |
1.0181 |
|
| S3 |
0.9609 |
0.9741 |
1.0147 |
|
| S4 |
0.9233 |
0.9365 |
1.0043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0572 |
1.0228 |
0.0344 |
3.3% |
0.0146 |
1.4% |
55% |
False |
False |
106,718 |
| 10 |
1.0641 |
1.0228 |
0.0413 |
4.0% |
0.0137 |
1.3% |
46% |
False |
False |
103,513 |
| 20 |
1.0747 |
1.0228 |
0.0519 |
5.0% |
0.0127 |
1.2% |
37% |
False |
False |
93,663 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.5% |
0.0131 |
1.3% |
28% |
False |
False |
89,793 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.5% |
0.0133 |
1.3% |
37% |
False |
False |
63,442 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.2% |
0.0122 |
1.2% |
43% |
False |
False |
47,599 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.7% |
0.0114 |
1.1% |
51% |
False |
False |
38,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1067 |
|
2.618 |
1.0828 |
|
1.618 |
1.0682 |
|
1.000 |
1.0592 |
|
0.618 |
1.0536 |
|
HIGH |
1.0446 |
|
0.618 |
1.0390 |
|
0.500 |
1.0373 |
|
0.382 |
1.0356 |
|
LOW |
1.0300 |
|
0.618 |
1.0210 |
|
1.000 |
1.0154 |
|
1.618 |
1.0064 |
|
2.618 |
0.9918 |
|
4.250 |
0.9680 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0403 |
1.0404 |
| PP |
1.0388 |
1.0390 |
| S1 |
1.0373 |
1.0377 |
|