CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0489 |
1.0557 |
0.0068 |
0.6% |
1.0238 |
| High |
1.0593 |
1.0618 |
0.0025 |
0.2% |
1.0593 |
| Low |
1.0476 |
1.0541 |
0.0065 |
0.6% |
1.0236 |
| Close |
1.0543 |
1.0587 |
0.0044 |
0.4% |
1.0543 |
| Range |
0.0117 |
0.0077 |
-0.0040 |
-34.2% |
0.0357 |
| ATR |
0.0137 |
0.0133 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
98,273 |
78,023 |
-20,250 |
-20.6% |
540,080 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0813 |
1.0777 |
1.0629 |
|
| R3 |
1.0736 |
1.0700 |
1.0608 |
|
| R2 |
1.0659 |
1.0659 |
1.0601 |
|
| R1 |
1.0623 |
1.0623 |
1.0594 |
1.0641 |
| PP |
1.0582 |
1.0582 |
1.0582 |
1.0591 |
| S1 |
1.0546 |
1.0546 |
1.0580 |
1.0564 |
| S2 |
1.0505 |
1.0505 |
1.0573 |
|
| S3 |
1.0428 |
1.0469 |
1.0566 |
|
| S4 |
1.0351 |
1.0392 |
1.0545 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1528 |
1.1393 |
1.0739 |
|
| R3 |
1.1171 |
1.1036 |
1.0641 |
|
| R2 |
1.0814 |
1.0814 |
1.0608 |
|
| R1 |
1.0679 |
1.0679 |
1.0576 |
1.0747 |
| PP |
1.0457 |
1.0457 |
1.0457 |
1.0491 |
| S1 |
1.0322 |
1.0322 |
1.0510 |
1.0390 |
| S2 |
1.0100 |
1.0100 |
1.0478 |
|
| S3 |
0.9743 |
0.9965 |
1.0445 |
|
| S4 |
0.9386 |
0.9608 |
1.0347 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0618 |
1.0300 |
0.0318 |
3.0% |
0.0136 |
1.3% |
90% |
True |
False |
90,165 |
| 10 |
1.0618 |
1.0228 |
0.0390 |
3.7% |
0.0139 |
1.3% |
92% |
True |
False |
98,688 |
| 20 |
1.0747 |
1.0228 |
0.0519 |
4.9% |
0.0131 |
1.2% |
69% |
False |
False |
95,844 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.4% |
0.0131 |
1.2% |
53% |
False |
False |
91,087 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0133 |
1.3% |
59% |
False |
False |
69,660 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0125 |
1.2% |
62% |
False |
False |
52,281 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.5% |
0.0115 |
1.1% |
68% |
False |
False |
41,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0945 |
|
2.618 |
1.0820 |
|
1.618 |
1.0743 |
|
1.000 |
1.0695 |
|
0.618 |
1.0666 |
|
HIGH |
1.0618 |
|
0.618 |
1.0589 |
|
0.500 |
1.0580 |
|
0.382 |
1.0570 |
|
LOW |
1.0541 |
|
0.618 |
1.0493 |
|
1.000 |
1.0464 |
|
1.618 |
1.0416 |
|
2.618 |
1.0339 |
|
4.250 |
1.0214 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0585 |
1.0555 |
| PP |
1.0582 |
1.0523 |
| S1 |
1.0580 |
1.0492 |
|