CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0560 |
1.0631 |
0.0071 |
0.7% |
1.0238 |
| High |
1.0680 |
1.0656 |
-0.0024 |
-0.2% |
1.0593 |
| Low |
1.0532 |
1.0578 |
0.0046 |
0.4% |
1.0236 |
| Close |
1.0644 |
1.0629 |
-0.0015 |
-0.1% |
1.0543 |
| Range |
0.0148 |
0.0078 |
-0.0070 |
-47.3% |
0.0357 |
| ATR |
0.0132 |
0.0128 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
71,428 |
100,468 |
29,040 |
40.7% |
540,080 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0855 |
1.0820 |
1.0672 |
|
| R3 |
1.0777 |
1.0742 |
1.0650 |
|
| R2 |
1.0699 |
1.0699 |
1.0643 |
|
| R1 |
1.0664 |
1.0664 |
1.0636 |
1.0643 |
| PP |
1.0621 |
1.0621 |
1.0621 |
1.0610 |
| S1 |
1.0586 |
1.0586 |
1.0622 |
1.0565 |
| S2 |
1.0543 |
1.0543 |
1.0615 |
|
| S3 |
1.0465 |
1.0508 |
1.0608 |
|
| S4 |
1.0387 |
1.0430 |
1.0586 |
|
|
| 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 |
1.0476 |
0.0204 |
1.9% |
0.0105 |
1.0% |
75% |
False |
False |
85,475 |
| 10 |
1.0680 |
1.0228 |
0.0452 |
4.3% |
0.0140 |
1.3% |
89% |
False |
False |
96,910 |
| 20 |
1.0680 |
1.0228 |
0.0452 |
4.3% |
0.0126 |
1.2% |
89% |
False |
False |
95,946 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.4% |
0.0131 |
1.2% |
59% |
False |
False |
91,709 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0134 |
1.3% |
64% |
False |
False |
73,767 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0127 |
1.2% |
67% |
False |
False |
55,419 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.5% |
0.0117 |
1.1% |
72% |
False |
False |
44,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0988 |
|
2.618 |
1.0860 |
|
1.618 |
1.0782 |
|
1.000 |
1.0734 |
|
0.618 |
1.0704 |
|
HIGH |
1.0656 |
|
0.618 |
1.0626 |
|
0.500 |
1.0617 |
|
0.382 |
1.0608 |
|
LOW |
1.0578 |
|
0.618 |
1.0530 |
|
1.000 |
1.0500 |
|
1.618 |
1.0452 |
|
2.618 |
1.0374 |
|
4.250 |
1.0247 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0625 |
1.0615 |
| PP |
1.0621 |
1.0602 |
| S1 |
1.0617 |
1.0588 |
|