CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0598 |
1.0583 |
-0.0015 |
-0.1% |
1.0557 |
| High |
1.0613 |
1.0663 |
0.0050 |
0.5% |
1.0707 |
| Low |
1.0521 |
1.0566 |
0.0045 |
0.4% |
1.0496 |
| Close |
1.0583 |
1.0620 |
0.0037 |
0.3% |
1.0613 |
| Range |
0.0092 |
0.0097 |
0.0005 |
5.4% |
0.0211 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
111,580 |
68,751 |
-42,829 |
-38.4% |
394,098 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0907 |
1.0861 |
1.0673 |
|
| R3 |
1.0810 |
1.0764 |
1.0647 |
|
| R2 |
1.0713 |
1.0713 |
1.0638 |
|
| R1 |
1.0667 |
1.0667 |
1.0629 |
1.0690 |
| PP |
1.0616 |
1.0616 |
1.0616 |
1.0628 |
| S1 |
1.0570 |
1.0570 |
1.0611 |
1.0593 |
| S2 |
1.0519 |
1.0519 |
1.0602 |
|
| S3 |
1.0422 |
1.0473 |
1.0593 |
|
| S4 |
1.0325 |
1.0376 |
1.0567 |
|
|
| 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 |
1.0521 |
0.0186 |
1.8% |
0.0113 |
1.1% |
53% |
False |
False |
83,444 |
| 10 |
1.0707 |
1.0333 |
0.0374 |
3.5% |
0.0121 |
1.1% |
77% |
False |
False |
87,120 |
| 20 |
1.0707 |
1.0228 |
0.0479 |
4.5% |
0.0129 |
1.2% |
82% |
False |
False |
95,317 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.4% |
0.0132 |
1.2% |
58% |
False |
False |
92,420 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0129 |
1.2% |
63% |
False |
False |
77,792 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0127 |
1.2% |
66% |
False |
False |
58,482 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.5% |
0.0117 |
1.1% |
71% |
False |
False |
46,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1075 |
|
2.618 |
1.0917 |
|
1.618 |
1.0820 |
|
1.000 |
1.0760 |
|
0.618 |
1.0723 |
|
HIGH |
1.0663 |
|
0.618 |
1.0626 |
|
0.500 |
1.0615 |
|
0.382 |
1.0603 |
|
LOW |
1.0566 |
|
0.618 |
1.0506 |
|
1.000 |
1.0469 |
|
1.618 |
1.0409 |
|
2.618 |
1.0312 |
|
4.250 |
1.0154 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0618 |
1.0618 |
| PP |
1.0616 |
1.0616 |
| S1 |
1.0615 |
1.0614 |
|