CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0699 |
1.0695 |
-0.0004 |
0.0% |
1.0598 |
| High |
1.0706 |
1.0808 |
0.0102 |
1.0% |
1.0730 |
| Low |
1.0628 |
1.0684 |
0.0056 |
0.5% |
1.0521 |
| Close |
1.0684 |
1.0756 |
0.0072 |
0.7% |
1.0684 |
| Range |
0.0078 |
0.0124 |
0.0046 |
59.0% |
0.0209 |
| ATR |
0.0119 |
0.0119 |
0.0000 |
0.3% |
0.0000 |
| Volume |
111,305 |
68,749 |
-42,556 |
-38.2% |
448,805 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1121 |
1.1063 |
1.0824 |
|
| R3 |
1.0997 |
1.0939 |
1.0790 |
|
| R2 |
1.0873 |
1.0873 |
1.0779 |
|
| R1 |
1.0815 |
1.0815 |
1.0767 |
1.0844 |
| PP |
1.0749 |
1.0749 |
1.0749 |
1.0764 |
| S1 |
1.0691 |
1.0691 |
1.0745 |
1.0720 |
| S2 |
1.0625 |
1.0625 |
1.0733 |
|
| S3 |
1.0501 |
1.0567 |
1.0722 |
|
| S4 |
1.0377 |
1.0443 |
1.0688 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1187 |
1.0799 |
|
| R3 |
1.1063 |
1.0978 |
1.0741 |
|
| R2 |
1.0854 |
1.0854 |
1.0722 |
|
| R1 |
1.0769 |
1.0769 |
1.0703 |
1.0812 |
| PP |
1.0645 |
1.0645 |
1.0645 |
1.0666 |
| S1 |
1.0560 |
1.0560 |
1.0665 |
1.0603 |
| S2 |
1.0436 |
1.0436 |
1.0646 |
|
| S3 |
1.0227 |
1.0351 |
1.0627 |
|
| S4 |
1.0018 |
1.0142 |
1.0569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0808 |
1.0566 |
0.0242 |
2.2% |
0.0102 |
0.9% |
79% |
True |
False |
81,194 |
| 10 |
1.0808 |
1.0496 |
0.0312 |
2.9% |
0.0108 |
1.0% |
83% |
True |
False |
83,362 |
| 20 |
1.0808 |
1.0228 |
0.0580 |
5.4% |
0.0124 |
1.1% |
91% |
True |
False |
91,025 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.3% |
0.0129 |
1.2% |
78% |
False |
False |
93,050 |
| 60 |
1.0909 |
1.0127 |
0.0782 |
7.3% |
0.0126 |
1.2% |
80% |
False |
False |
83,172 |
| 80 |
1.0909 |
1.0077 |
0.0832 |
7.7% |
0.0129 |
1.2% |
82% |
False |
False |
62,695 |
| 100 |
1.0909 |
0.9946 |
0.0963 |
9.0% |
0.0118 |
1.1% |
84% |
False |
False |
50,166 |
| 120 |
1.0909 |
0.9898 |
0.1011 |
9.4% |
0.0111 |
1.0% |
85% |
False |
False |
41,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1335 |
|
2.618 |
1.1133 |
|
1.618 |
1.1009 |
|
1.000 |
1.0932 |
|
0.618 |
1.0885 |
|
HIGH |
1.0808 |
|
0.618 |
1.0761 |
|
0.500 |
1.0746 |
|
0.382 |
1.0731 |
|
LOW |
1.0684 |
|
0.618 |
1.0607 |
|
1.000 |
1.0560 |
|
1.618 |
1.0483 |
|
2.618 |
1.0359 |
|
4.250 |
1.0157 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0753 |
1.0740 |
| PP |
1.0749 |
1.0724 |
| S1 |
1.0746 |
1.0708 |
|