CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0583 |
1.0619 |
0.0036 |
0.3% |
1.0557 |
| High |
1.0663 |
1.0653 |
-0.0010 |
-0.1% |
1.0707 |
| Low |
1.0566 |
1.0567 |
0.0001 |
0.0% |
1.0496 |
| Close |
1.0620 |
1.0622 |
0.0002 |
0.0% |
1.0613 |
| Range |
0.0097 |
0.0086 |
-0.0011 |
-11.3% |
0.0211 |
| ATR |
0.0125 |
0.0122 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
68,751 |
86,418 |
17,667 |
25.7% |
394,098 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0872 |
1.0833 |
1.0669 |
|
| R3 |
1.0786 |
1.0747 |
1.0646 |
|
| R2 |
1.0700 |
1.0700 |
1.0638 |
|
| R1 |
1.0661 |
1.0661 |
1.0630 |
1.0681 |
| PP |
1.0614 |
1.0614 |
1.0614 |
1.0624 |
| S1 |
1.0575 |
1.0575 |
1.0614 |
1.0595 |
| S2 |
1.0528 |
1.0528 |
1.0606 |
|
| S3 |
1.0442 |
1.0489 |
1.0598 |
|
| S4 |
1.0356 |
1.0403 |
1.0575 |
|
|
| 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% |
0.0100 |
0.9% |
54% |
False |
False |
86,442 |
| 10 |
1.0707 |
1.0365 |
0.0342 |
3.2% |
0.0111 |
1.0% |
75% |
False |
False |
86,424 |
| 20 |
1.0707 |
1.0228 |
0.0479 |
4.5% |
0.0126 |
1.2% |
82% |
False |
False |
94,349 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.4% |
0.0130 |
1.2% |
58% |
False |
False |
93,139 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0128 |
1.2% |
63% |
False |
False |
79,196 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0128 |
1.2% |
67% |
False |
False |
59,562 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.5% |
0.0117 |
1.1% |
72% |
False |
False |
47,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1019 |
|
2.618 |
1.0878 |
|
1.618 |
1.0792 |
|
1.000 |
1.0739 |
|
0.618 |
1.0706 |
|
HIGH |
1.0653 |
|
0.618 |
1.0620 |
|
0.500 |
1.0610 |
|
0.382 |
1.0600 |
|
LOW |
1.0567 |
|
0.618 |
1.0514 |
|
1.000 |
1.0481 |
|
1.618 |
1.0428 |
|
2.618 |
1.0342 |
|
4.250 |
1.0202 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0618 |
1.0612 |
| PP |
1.0614 |
1.0602 |
| S1 |
1.0610 |
1.0592 |
|