CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0614 |
1.0598 |
-0.0016 |
-0.2% |
1.0557 |
| High |
1.0707 |
1.0613 |
-0.0094 |
-0.9% |
1.0707 |
| Low |
1.0559 |
1.0521 |
-0.0038 |
-0.4% |
1.0496 |
| Close |
1.0613 |
1.0583 |
-0.0030 |
-0.3% |
1.0613 |
| Range |
0.0148 |
0.0092 |
-0.0056 |
-37.8% |
0.0211 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
64,996 |
111,580 |
46,584 |
71.7% |
394,098 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0848 |
1.0808 |
1.0634 |
|
| R3 |
1.0756 |
1.0716 |
1.0608 |
|
| R2 |
1.0664 |
1.0664 |
1.0600 |
|
| R1 |
1.0624 |
1.0624 |
1.0591 |
1.0598 |
| PP |
1.0572 |
1.0572 |
1.0572 |
1.0560 |
| S1 |
1.0532 |
1.0532 |
1.0575 |
1.0506 |
| S2 |
1.0480 |
1.0480 |
1.0566 |
|
| S3 |
1.0388 |
1.0440 |
1.0558 |
|
| S4 |
1.0296 |
1.0348 |
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% |
0.0115 |
1.1% |
41% |
False |
False |
85,531 |
| 10 |
1.0707 |
1.0300 |
0.0407 |
3.8% |
0.0126 |
1.2% |
70% |
False |
False |
87,848 |
| 20 |
1.0707 |
1.0228 |
0.0479 |
4.5% |
0.0131 |
1.2% |
74% |
False |
False |
95,397 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.4% |
0.0132 |
1.2% |
52% |
False |
False |
92,334 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0132 |
1.2% |
58% |
False |
False |
76,663 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0127 |
1.2% |
62% |
False |
False |
57,624 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.6% |
0.0117 |
1.1% |
68% |
False |
False |
46,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1004 |
|
2.618 |
1.0854 |
|
1.618 |
1.0762 |
|
1.000 |
1.0705 |
|
0.618 |
1.0670 |
|
HIGH |
1.0613 |
|
0.618 |
1.0578 |
|
0.500 |
1.0567 |
|
0.382 |
1.0556 |
|
LOW |
1.0521 |
|
0.618 |
1.0464 |
|
1.000 |
1.0429 |
|
1.618 |
1.0372 |
|
2.618 |
1.0280 |
|
4.250 |
1.0130 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0578 |
1.0614 |
| PP |
1.0572 |
1.0604 |
| S1 |
1.0567 |
1.0593 |
|