CME Japanese Yen Future September 2009
Trading Metrics calculated at close of trading on 04-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1.0843 |
1.0800 |
-0.0043 |
-0.4% |
1.0695 |
High |
1.0877 |
1.0838 |
-0.0039 |
-0.4% |
1.0877 |
Low |
1.0778 |
1.0723 |
-0.0055 |
-0.5% |
1.0684 |
Close |
1.0806 |
1.0751 |
-0.0055 |
-0.5% |
1.0751 |
Range |
0.0099 |
0.0115 |
0.0016 |
16.2% |
0.0193 |
ATR |
0.0115 |
0.0115 |
0.0000 |
0.0% |
0.0000 |
Volume |
106,403 |
78,302 |
-28,101 |
-26.4% |
450,493 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1116 |
1.1048 |
1.0814 |
|
R3 |
1.1001 |
1.0933 |
1.0783 |
|
R2 |
1.0886 |
1.0886 |
1.0772 |
|
R1 |
1.0818 |
1.0818 |
1.0762 |
1.0795 |
PP |
1.0771 |
1.0771 |
1.0771 |
1.0759 |
S1 |
1.0703 |
1.0703 |
1.0740 |
1.0680 |
S2 |
1.0656 |
1.0656 |
1.0730 |
|
S3 |
1.0541 |
1.0588 |
1.0719 |
|
S4 |
1.0426 |
1.0473 |
1.0688 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1350 |
1.1243 |
1.0857 |
|
R3 |
1.1157 |
1.1050 |
1.0804 |
|
R2 |
1.0964 |
1.0964 |
1.0786 |
|
R1 |
1.0857 |
1.0857 |
1.0769 |
1.0911 |
PP |
1.0771 |
1.0771 |
1.0771 |
1.0797 |
S1 |
1.0664 |
1.0664 |
1.0733 |
1.0718 |
S2 |
1.0578 |
1.0578 |
1.0716 |
|
S3 |
1.0385 |
1.0471 |
1.0698 |
|
S4 |
1.0192 |
1.0278 |
1.0645 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0877 |
1.0684 |
0.0193 |
1.8% |
0.0105 |
1.0% |
35% |
False |
False |
90,098 |
10 |
1.0877 |
1.0521 |
0.0356 |
3.3% |
0.0100 |
0.9% |
65% |
False |
False |
89,929 |
20 |
1.0877 |
1.0236 |
0.0641 |
6.0% |
0.0113 |
1.0% |
80% |
False |
False |
91,673 |
40 |
1.0909 |
1.0228 |
0.0681 |
6.3% |
0.0121 |
1.1% |
77% |
False |
False |
90,786 |
60 |
1.0909 |
1.0154 |
0.0755 |
7.0% |
0.0125 |
1.2% |
79% |
False |
False |
88,249 |
80 |
1.0909 |
1.0125 |
0.0784 |
7.3% |
0.0128 |
1.2% |
80% |
False |
False |
67,461 |
100 |
1.0909 |
1.0052 |
0.0857 |
8.0% |
0.0120 |
1.1% |
82% |
False |
False |
53,982 |
120 |
1.0909 |
0.9898 |
0.1011 |
9.4% |
0.0115 |
1.1% |
84% |
False |
False |
44,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1327 |
2.618 |
1.1139 |
1.618 |
1.1024 |
1.000 |
1.0953 |
0.618 |
1.0909 |
HIGH |
1.0838 |
0.618 |
1.0794 |
0.500 |
1.0781 |
0.382 |
1.0767 |
LOW |
1.0723 |
0.618 |
1.0652 |
1.000 |
1.0608 |
1.618 |
1.0537 |
2.618 |
1.0422 |
4.250 |
1.0234 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1.0781 |
1.0800 |
PP |
1.0771 |
1.0784 |
S1 |
1.0761 |
1.0767 |
|