CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0423 |
1.0407 |
-0.0016 |
-0.2% |
1.0556 |
| High |
1.0515 |
1.0525 |
0.0010 |
0.1% |
1.0604 |
| Low |
1.0333 |
1.0365 |
0.0032 |
0.3% |
1.0228 |
| Close |
1.0399 |
1.0516 |
0.0117 |
1.1% |
1.0250 |
| Range |
0.0182 |
0.0160 |
-0.0022 |
-12.1% |
0.0376 |
| ATR |
0.0137 |
0.0138 |
0.0002 |
1.2% |
0.0000 |
| Volume |
93,376 |
105,127 |
11,751 |
12.6% |
478,965 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0949 |
1.0892 |
1.0604 |
|
| R3 |
1.0789 |
1.0732 |
1.0560 |
|
| R2 |
1.0629 |
1.0629 |
1.0545 |
|
| R1 |
1.0572 |
1.0572 |
1.0531 |
1.0601 |
| PP |
1.0469 |
1.0469 |
1.0469 |
1.0483 |
| S1 |
1.0412 |
1.0412 |
1.0501 |
1.0441 |
| S2 |
1.0309 |
1.0309 |
1.0487 |
|
| S3 |
1.0149 |
1.0252 |
1.0472 |
|
| S4 |
0.9989 |
1.0092 |
1.0428 |
|
|
| 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 |
1.0525 |
1.0228 |
0.0297 |
2.8% |
0.0174 |
1.7% |
97% |
True |
False |
108,346 |
| 10 |
1.0604 |
1.0228 |
0.0376 |
3.6% |
0.0145 |
1.4% |
77% |
False |
False |
101,158 |
| 20 |
1.0747 |
1.0228 |
0.0519 |
4.9% |
0.0130 |
1.2% |
55% |
False |
False |
95,094 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.5% |
0.0132 |
1.3% |
42% |
False |
False |
90,614 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.5% |
0.0135 |
1.3% |
50% |
False |
False |
66,742 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0124 |
1.2% |
54% |
False |
False |
50,079 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.6% |
0.0115 |
1.1% |
61% |
False |
False |
40,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1205 |
|
2.618 |
1.0944 |
|
1.618 |
1.0784 |
|
1.000 |
1.0685 |
|
0.618 |
1.0624 |
|
HIGH |
1.0525 |
|
0.618 |
1.0464 |
|
0.500 |
1.0445 |
|
0.382 |
1.0426 |
|
LOW |
1.0365 |
|
0.618 |
1.0266 |
|
1.000 |
1.0205 |
|
1.618 |
1.0106 |
|
2.618 |
0.9946 |
|
4.250 |
0.9685 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0492 |
1.0482 |
| PP |
1.0469 |
1.0447 |
| S1 |
1.0445 |
1.0413 |
|