CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0899 |
1.1058 |
0.0159 |
1.5% |
1.0758 |
| High |
1.1085 |
1.1085 |
0.0000 |
0.0% |
1.1085 |
| Low |
1.0894 |
1.0974 |
0.0080 |
0.7% |
1.0719 |
| Close |
1.1041 |
1.1010 |
-0.0031 |
-0.3% |
1.1041 |
| Range |
0.0191 |
0.0111 |
-0.0080 |
-41.9% |
0.0366 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
85,217 |
28,441 |
-56,776 |
-66.6% |
414,656 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1356 |
1.1294 |
1.1071 |
|
| R3 |
1.1245 |
1.1183 |
1.1041 |
|
| R2 |
1.1134 |
1.1134 |
1.1030 |
|
| R1 |
1.1072 |
1.1072 |
1.1020 |
1.1048 |
| PP |
1.1023 |
1.1023 |
1.1023 |
1.1011 |
| S1 |
1.0961 |
1.0961 |
1.1000 |
1.0937 |
| S2 |
1.0912 |
1.0912 |
1.0990 |
|
| S3 |
1.0801 |
1.0850 |
1.0979 |
|
| S4 |
1.0690 |
1.0739 |
1.0949 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2046 |
1.1910 |
1.1242 |
|
| R3 |
1.1680 |
1.1544 |
1.1142 |
|
| R2 |
1.1314 |
1.1314 |
1.1108 |
|
| R1 |
1.1178 |
1.1178 |
1.1075 |
1.1246 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0983 |
| S1 |
1.0812 |
1.0812 |
1.1007 |
1.0880 |
| S2 |
1.0582 |
1.0582 |
1.0974 |
|
| S3 |
1.0216 |
1.0446 |
1.0940 |
|
| S4 |
0.9850 |
1.0080 |
1.0840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1085 |
1.0719 |
0.0366 |
3.3% |
0.0133 |
1.2% |
80% |
True |
False |
88,619 |
| 10 |
1.1085 |
1.0684 |
0.0401 |
3.6% |
0.0119 |
1.1% |
81% |
True |
False |
89,359 |
| 20 |
1.1085 |
1.0496 |
0.0589 |
5.3% |
0.0111 |
1.0% |
87% |
True |
False |
86,824 |
| 40 |
1.1085 |
1.0228 |
0.0857 |
7.8% |
0.0121 |
1.1% |
91% |
True |
False |
91,138 |
| 60 |
1.1085 |
1.0228 |
0.0857 |
7.8% |
0.0125 |
1.1% |
91% |
True |
False |
89,584 |
| 80 |
1.1085 |
1.0125 |
0.0960 |
8.7% |
0.0128 |
1.2% |
92% |
True |
False |
72,981 |
| 100 |
1.1085 |
1.0052 |
0.1033 |
9.4% |
0.0122 |
1.1% |
93% |
True |
False |
58,410 |
| 120 |
1.1085 |
0.9898 |
0.1187 |
10.8% |
0.0115 |
1.0% |
94% |
True |
False |
48,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1557 |
|
2.618 |
1.1376 |
|
1.618 |
1.1265 |
|
1.000 |
1.1196 |
|
0.618 |
1.1154 |
|
HIGH |
1.1085 |
|
0.618 |
1.1043 |
|
0.500 |
1.1030 |
|
0.382 |
1.1016 |
|
LOW |
1.0974 |
|
0.618 |
1.0905 |
|
1.000 |
1.0863 |
|
1.618 |
1.0794 |
|
2.618 |
1.0683 |
|
4.250 |
1.0502 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1030 |
1.0994 |
| PP |
1.1023 |
1.0978 |
| S1 |
1.1017 |
1.0962 |
|