CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0631 |
1.0614 |
-0.0017 |
-0.2% |
1.0557 |
| High |
1.0656 |
1.0707 |
0.0051 |
0.5% |
1.0707 |
| Low |
1.0578 |
1.0559 |
-0.0019 |
-0.2% |
1.0496 |
| Close |
1.0629 |
1.0613 |
-0.0016 |
-0.2% |
1.0613 |
| Range |
0.0078 |
0.0148 |
0.0070 |
89.7% |
0.0211 |
| ATR |
0.0128 |
0.0130 |
0.0001 |
1.1% |
0.0000 |
| Volume |
100,468 |
64,996 |
-35,472 |
-35.3% |
394,098 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1070 |
1.0990 |
1.0694 |
|
| R3 |
1.0922 |
1.0842 |
1.0654 |
|
| R2 |
1.0774 |
1.0774 |
1.0640 |
|
| R1 |
1.0694 |
1.0694 |
1.0627 |
1.0660 |
| PP |
1.0626 |
1.0626 |
1.0626 |
1.0610 |
| S1 |
1.0546 |
1.0546 |
1.0599 |
1.0512 |
| S2 |
1.0478 |
1.0478 |
1.0586 |
|
| S3 |
1.0330 |
1.0398 |
1.0572 |
|
| S4 |
1.0182 |
1.0250 |
1.0532 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1238 |
1.1137 |
1.0729 |
|
| R3 |
1.1027 |
1.0926 |
1.0671 |
|
| R2 |
1.0816 |
1.0816 |
1.0652 |
|
| R1 |
1.0715 |
1.0715 |
1.0632 |
1.0766 |
| PP |
1.0605 |
1.0605 |
1.0605 |
1.0631 |
| S1 |
1.0504 |
1.0504 |
1.0594 |
1.0555 |
| S2 |
1.0394 |
1.0394 |
1.0574 |
|
| S3 |
1.0183 |
1.0293 |
1.0555 |
|
| S4 |
0.9972 |
1.0082 |
1.0497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0707 |
1.0496 |
0.0211 |
2.0% |
0.0112 |
1.1% |
55% |
True |
False |
78,819 |
| 10 |
1.0707 |
1.0236 |
0.0471 |
4.4% |
0.0125 |
1.2% |
80% |
True |
False |
93,417 |
| 20 |
1.0707 |
1.0228 |
0.0479 |
4.5% |
0.0131 |
1.2% |
80% |
True |
False |
93,221 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.4% |
0.0133 |
1.2% |
57% |
False |
False |
91,535 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0134 |
1.3% |
62% |
False |
False |
74,837 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0127 |
1.2% |
65% |
False |
False |
56,231 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.5% |
0.0117 |
1.1% |
71% |
False |
False |
44,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1336 |
|
2.618 |
1.1094 |
|
1.618 |
1.0946 |
|
1.000 |
1.0855 |
|
0.618 |
1.0798 |
|
HIGH |
1.0707 |
|
0.618 |
1.0650 |
|
0.500 |
1.0633 |
|
0.382 |
1.0616 |
|
LOW |
1.0559 |
|
0.618 |
1.0468 |
|
1.000 |
1.0411 |
|
1.618 |
1.0320 |
|
2.618 |
1.0172 |
|
4.250 |
0.9930 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0633 |
1.0620 |
| PP |
1.0626 |
1.0617 |
| S1 |
1.0620 |
1.0615 |
|