CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0832 |
1.0870 |
0.0038 |
0.4% |
1.0695 |
| High |
1.0917 |
1.0938 |
0.0021 |
0.2% |
1.0877 |
| Low |
1.0800 |
1.0838 |
0.0038 |
0.4% |
1.0684 |
| Close |
1.0850 |
1.0902 |
0.0052 |
0.5% |
1.0751 |
| Range |
0.0117 |
0.0100 |
-0.0017 |
-14.5% |
0.0193 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
118,788 |
115,216 |
-3,572 |
-3.0% |
450,493 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1193 |
1.1147 |
1.0957 |
|
| R3 |
1.1093 |
1.1047 |
1.0930 |
|
| R2 |
1.0993 |
1.0993 |
1.0920 |
|
| R1 |
1.0947 |
1.0947 |
1.0911 |
1.0970 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0904 |
| S1 |
1.0847 |
1.0847 |
1.0893 |
1.0870 |
| S2 |
1.0793 |
1.0793 |
1.0884 |
|
| S3 |
1.0693 |
1.0747 |
1.0875 |
|
| S4 |
1.0593 |
1.0647 |
1.0847 |
|
|
| 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 |
1.0938 |
1.0719 |
0.0219 |
2.0% |
0.0116 |
1.1% |
84% |
True |
False |
102,828 |
| 10 |
1.0938 |
1.0607 |
0.0331 |
3.0% |
0.0109 |
1.0% |
89% |
True |
False |
96,198 |
| 20 |
1.0938 |
1.0365 |
0.0573 |
5.3% |
0.0110 |
1.0% |
94% |
True |
False |
91,311 |
| 40 |
1.0938 |
1.0228 |
0.0710 |
6.5% |
0.0119 |
1.1% |
95% |
True |
False |
92,590 |
| 60 |
1.0938 |
1.0228 |
0.0710 |
6.5% |
0.0124 |
1.1% |
95% |
True |
False |
90,783 |
| 80 |
1.0938 |
1.0125 |
0.0813 |
7.5% |
0.0127 |
1.2% |
96% |
True |
False |
71,572 |
| 100 |
1.0938 |
1.0052 |
0.0886 |
8.1% |
0.0120 |
1.1% |
96% |
True |
False |
57,274 |
| 120 |
1.0938 |
0.9898 |
0.1040 |
9.5% |
0.0113 |
1.0% |
97% |
True |
False |
47,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1363 |
|
2.618 |
1.1200 |
|
1.618 |
1.1100 |
|
1.000 |
1.1038 |
|
0.618 |
1.1000 |
|
HIGH |
1.0938 |
|
0.618 |
1.0900 |
|
0.500 |
1.0888 |
|
0.382 |
1.0876 |
|
LOW |
1.0838 |
|
0.618 |
1.0776 |
|
1.000 |
1.0738 |
|
1.618 |
1.0676 |
|
2.618 |
1.0576 |
|
4.250 |
1.0413 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0878 |
| PP |
1.0893 |
1.0853 |
| S1 |
1.0888 |
1.0829 |
|