CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0706 |
1.0769 |
0.0063 |
0.6% |
1.0566 |
| High |
1.0813 |
1.0782 |
-0.0031 |
-0.3% |
1.0732 |
| Low |
1.0705 |
1.0710 |
0.0005 |
0.0% |
1.0533 |
| Close |
1.0762 |
1.0768 |
0.0006 |
0.1% |
1.0690 |
| Range |
0.0108 |
0.0072 |
-0.0036 |
-33.3% |
0.0199 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
935 |
2,159 |
1,224 |
130.9% |
2,411 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0969 |
1.0941 |
1.0808 |
|
| R3 |
1.0897 |
1.0869 |
1.0788 |
|
| R2 |
1.0825 |
1.0825 |
1.0781 |
|
| R1 |
1.0797 |
1.0797 |
1.0775 |
1.0775 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0743 |
| S1 |
1.0725 |
1.0725 |
1.0761 |
1.0703 |
| S2 |
1.0681 |
1.0681 |
1.0755 |
|
| S3 |
1.0609 |
1.0653 |
1.0748 |
|
| S4 |
1.0537 |
1.0581 |
1.0728 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1249 |
1.1168 |
1.0799 |
|
| R3 |
1.1050 |
1.0969 |
1.0745 |
|
| R2 |
1.0851 |
1.0851 |
1.0726 |
|
| R1 |
1.0770 |
1.0770 |
1.0708 |
1.0811 |
| PP |
1.0652 |
1.0652 |
1.0652 |
1.0672 |
| S1 |
1.0571 |
1.0571 |
1.0672 |
1.0612 |
| S2 |
1.0453 |
1.0453 |
1.0654 |
|
| S3 |
1.0254 |
1.0372 |
1.0635 |
|
| S4 |
1.0055 |
1.0173 |
1.0581 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0813 |
1.0576 |
0.0237 |
2.2% |
0.0089 |
0.8% |
81% |
False |
False |
998 |
| 10 |
1.0813 |
1.0533 |
0.0280 |
2.6% |
0.0091 |
0.8% |
84% |
False |
False |
623 |
| 20 |
1.0813 |
1.0244 |
0.0569 |
5.3% |
0.0099 |
0.9% |
92% |
False |
False |
342 |
| 40 |
1.0895 |
1.0244 |
0.0651 |
6.0% |
0.0096 |
0.9% |
80% |
False |
False |
218 |
| 60 |
1.0895 |
1.0186 |
0.0709 |
6.6% |
0.0076 |
0.7% |
82% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1088 |
|
2.618 |
1.0970 |
|
1.618 |
1.0898 |
|
1.000 |
1.0854 |
|
0.618 |
1.0826 |
|
HIGH |
1.0782 |
|
0.618 |
1.0754 |
|
0.500 |
1.0746 |
|
0.382 |
1.0738 |
|
LOW |
1.0710 |
|
0.618 |
1.0666 |
|
1.000 |
1.0638 |
|
1.618 |
1.0594 |
|
2.618 |
1.0522 |
|
4.250 |
1.0404 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0761 |
1.0754 |
| PP |
1.0753 |
1.0739 |
| S1 |
1.0746 |
1.0725 |
|