CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0753 |
1.0763 |
0.0010 |
0.1% |
1.0598 |
| High |
1.0777 |
1.0858 |
0.0081 |
0.8% |
1.0730 |
| Low |
1.0702 |
1.0746 |
0.0044 |
0.4% |
1.0521 |
| Close |
1.0761 |
1.0851 |
0.0090 |
0.8% |
1.0684 |
| Range |
0.0075 |
0.0112 |
0.0037 |
49.3% |
0.0209 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
96,487 |
100,552 |
4,065 |
4.2% |
448,805 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1154 |
1.1115 |
1.0913 |
|
| R3 |
1.1042 |
1.1003 |
1.0882 |
|
| R2 |
1.0930 |
1.0930 |
1.0872 |
|
| R1 |
1.0891 |
1.0891 |
1.0861 |
1.0911 |
| PP |
1.0818 |
1.0818 |
1.0818 |
1.0828 |
| S1 |
1.0779 |
1.0779 |
1.0841 |
1.0799 |
| S2 |
1.0706 |
1.0706 |
1.0830 |
|
| S3 |
1.0594 |
1.0667 |
1.0820 |
|
| S4 |
1.0482 |
1.0555 |
1.0789 |
|
|
| 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 |
1.0858 |
1.0607 |
0.0251 |
2.3% |
0.0102 |
0.9% |
97% |
True |
False |
89,568 |
| 10 |
1.0858 |
1.0521 |
0.0337 |
3.1% |
0.0101 |
0.9% |
98% |
True |
False |
88,005 |
| 20 |
1.0858 |
1.0228 |
0.0630 |
5.8% |
0.0122 |
1.1% |
99% |
True |
False |
92,234 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.3% |
0.0123 |
1.1% |
91% |
False |
False |
93,031 |
| 60 |
1.0909 |
1.0150 |
0.0759 |
7.0% |
0.0126 |
1.2% |
92% |
False |
False |
86,118 |
| 80 |
1.0909 |
1.0125 |
0.0784 |
7.2% |
0.0128 |
1.2% |
93% |
False |
False |
65,155 |
| 100 |
1.0909 |
1.0052 |
0.0857 |
7.9% |
0.0119 |
1.1% |
93% |
False |
False |
52,135 |
| 120 |
1.0909 |
0.9898 |
0.1011 |
9.3% |
0.0113 |
1.0% |
94% |
False |
False |
43,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1334 |
|
2.618 |
1.1151 |
|
1.618 |
1.1039 |
|
1.000 |
1.0970 |
|
0.618 |
1.0927 |
|
HIGH |
1.0858 |
|
0.618 |
1.0815 |
|
0.500 |
1.0802 |
|
0.382 |
1.0789 |
|
LOW |
1.0746 |
|
0.618 |
1.0677 |
|
1.000 |
1.0634 |
|
1.618 |
1.0565 |
|
2.618 |
1.0453 |
|
4.250 |
1.0270 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0835 |
1.0824 |
| PP |
1.0818 |
1.0798 |
| S1 |
1.0802 |
1.0771 |
|