CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0302 |
1.0423 |
0.0121 |
1.2% |
1.0556 |
| High |
1.0446 |
1.0515 |
0.0069 |
0.7% |
1.0604 |
| Low |
1.0300 |
1.0333 |
0.0033 |
0.3% |
1.0228 |
| Close |
1.0418 |
1.0399 |
-0.0019 |
-0.2% |
1.0250 |
| Range |
0.0146 |
0.0182 |
0.0036 |
24.7% |
0.0376 |
| ATR |
0.0133 |
0.0137 |
0.0003 |
2.6% |
0.0000 |
| Volume |
76,029 |
93,376 |
17,347 |
22.8% |
478,965 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0962 |
1.0862 |
1.0499 |
|
| R3 |
1.0780 |
1.0680 |
1.0449 |
|
| R2 |
1.0598 |
1.0598 |
1.0432 |
|
| R1 |
1.0498 |
1.0498 |
1.0416 |
1.0457 |
| PP |
1.0416 |
1.0416 |
1.0416 |
1.0395 |
| S1 |
1.0316 |
1.0316 |
1.0382 |
1.0275 |
| S2 |
1.0234 |
1.0234 |
1.0366 |
|
| S3 |
1.0052 |
1.0134 |
1.0349 |
|
| S4 |
0.9870 |
0.9952 |
1.0299 |
|
|
| 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 |
1.0555 |
1.0228 |
0.0327 |
3.1% |
0.0165 |
1.6% |
52% |
False |
False |
106,519 |
| 10 |
1.0604 |
1.0228 |
0.0376 |
3.6% |
0.0140 |
1.3% |
45% |
False |
False |
102,274 |
| 20 |
1.0747 |
1.0228 |
0.0519 |
5.0% |
0.0129 |
1.2% |
33% |
False |
False |
93,869 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.5% |
0.0131 |
1.3% |
25% |
False |
False |
90,519 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.5% |
0.0133 |
1.3% |
35% |
False |
False |
64,992 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.2% |
0.0123 |
1.2% |
40% |
False |
False |
48,765 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.7% |
0.0114 |
1.1% |
50% |
False |
False |
39,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1289 |
|
2.618 |
1.0991 |
|
1.618 |
1.0809 |
|
1.000 |
1.0697 |
|
0.618 |
1.0627 |
|
HIGH |
1.0515 |
|
0.618 |
1.0445 |
|
0.500 |
1.0424 |
|
0.382 |
1.0403 |
|
LOW |
1.0333 |
|
0.618 |
1.0221 |
|
1.000 |
1.0151 |
|
1.618 |
1.0039 |
|
2.618 |
0.9857 |
|
4.250 |
0.9560 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0424 |
1.0391 |
| PP |
1.0416 |
1.0383 |
| S1 |
1.0407 |
1.0376 |
|