CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0557 |
1.0584 |
0.0027 |
0.3% |
1.0238 |
| High |
1.0618 |
1.0603 |
-0.0015 |
-0.1% |
1.0593 |
| Low |
1.0541 |
1.0496 |
-0.0045 |
-0.4% |
1.0236 |
| Close |
1.0587 |
1.0569 |
-0.0018 |
-0.2% |
1.0543 |
| Range |
0.0077 |
0.0107 |
0.0030 |
39.0% |
0.0357 |
| ATR |
0.0133 |
0.0131 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
78,023 |
79,183 |
1,160 |
1.5% |
540,080 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0877 |
1.0830 |
1.0628 |
|
| R3 |
1.0770 |
1.0723 |
1.0598 |
|
| R2 |
1.0663 |
1.0663 |
1.0589 |
|
| R1 |
1.0616 |
1.0616 |
1.0579 |
1.0586 |
| PP |
1.0556 |
1.0556 |
1.0556 |
1.0541 |
| S1 |
1.0509 |
1.0509 |
1.0559 |
1.0479 |
| S2 |
1.0449 |
1.0449 |
1.0549 |
|
| S3 |
1.0342 |
1.0402 |
1.0540 |
|
| S4 |
1.0235 |
1.0295 |
1.0510 |
|
|
| 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 |
1.0333 |
0.0285 |
2.7% |
0.0129 |
1.2% |
83% |
False |
False |
90,796 |
| 10 |
1.0618 |
1.0228 |
0.0390 |
3.7% |
0.0137 |
1.3% |
87% |
False |
False |
98,757 |
| 20 |
1.0747 |
1.0228 |
0.0519 |
4.9% |
0.0130 |
1.2% |
66% |
False |
False |
96,610 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.4% |
0.0132 |
1.2% |
50% |
False |
False |
91,480 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0133 |
1.3% |
57% |
False |
False |
70,949 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0125 |
1.2% |
60% |
False |
False |
53,271 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.6% |
0.0117 |
1.1% |
66% |
False |
False |
42,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1058 |
|
2.618 |
1.0883 |
|
1.618 |
1.0776 |
|
1.000 |
1.0710 |
|
0.618 |
1.0669 |
|
HIGH |
1.0603 |
|
0.618 |
1.0562 |
|
0.500 |
1.0550 |
|
0.382 |
1.0537 |
|
LOW |
1.0496 |
|
0.618 |
1.0430 |
|
1.000 |
1.0389 |
|
1.618 |
1.0323 |
|
2.618 |
1.0216 |
|
4.250 |
1.0041 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0563 |
1.0562 |
| PP |
1.0556 |
1.0554 |
| S1 |
1.0550 |
1.0547 |
|