CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0584 |
1.0560 |
-0.0024 |
-0.2% |
1.0238 |
| High |
1.0603 |
1.0680 |
0.0077 |
0.7% |
1.0593 |
| Low |
1.0496 |
1.0532 |
0.0036 |
0.3% |
1.0236 |
| Close |
1.0569 |
1.0644 |
0.0075 |
0.7% |
1.0543 |
| Range |
0.0107 |
0.0148 |
0.0041 |
38.3% |
0.0357 |
| ATR |
0.0131 |
0.0132 |
0.0001 |
0.9% |
0.0000 |
| Volume |
79,183 |
71,428 |
-7,755 |
-9.8% |
540,080 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1063 |
1.1001 |
1.0725 |
|
| R3 |
1.0915 |
1.0853 |
1.0685 |
|
| R2 |
1.0767 |
1.0767 |
1.0671 |
|
| R1 |
1.0705 |
1.0705 |
1.0658 |
1.0736 |
| PP |
1.0619 |
1.0619 |
1.0619 |
1.0634 |
| S1 |
1.0557 |
1.0557 |
1.0630 |
1.0588 |
| S2 |
1.0471 |
1.0471 |
1.0617 |
|
| S3 |
1.0323 |
1.0409 |
1.0603 |
|
| S4 |
1.0175 |
1.0261 |
1.0563 |
|
|
| 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 |
1.0680 |
1.0365 |
0.0315 |
3.0% |
0.0122 |
1.1% |
89% |
True |
False |
86,406 |
| 10 |
1.0680 |
1.0228 |
0.0452 |
4.2% |
0.0144 |
1.3% |
92% |
True |
False |
96,463 |
| 20 |
1.0696 |
1.0228 |
0.0468 |
4.4% |
0.0132 |
1.2% |
89% |
False |
False |
95,379 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.4% |
0.0132 |
1.2% |
61% |
False |
False |
91,835 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0134 |
1.3% |
66% |
False |
False |
72,121 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0127 |
1.2% |
69% |
False |
False |
54,163 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.5% |
0.0118 |
1.1% |
74% |
False |
False |
43,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1309 |
|
2.618 |
1.1067 |
|
1.618 |
1.0919 |
|
1.000 |
1.0828 |
|
0.618 |
1.0771 |
|
HIGH |
1.0680 |
|
0.618 |
1.0623 |
|
0.500 |
1.0606 |
|
0.382 |
1.0589 |
|
LOW |
1.0532 |
|
0.618 |
1.0441 |
|
1.000 |
1.0384 |
|
1.618 |
1.0293 |
|
2.618 |
1.0145 |
|
4.250 |
0.9903 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0631 |
1.0625 |
| PP |
1.0619 |
1.0607 |
| S1 |
1.0606 |
1.0588 |
|