CME Japanese Yen Future December 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 |
1.0769 |
1.0767 |
-0.0002 |
0.0% |
1.0566 |
| High |
1.0782 |
1.0864 |
0.0082 |
0.8% |
1.0732 |
| Low |
1.0710 |
1.0758 |
0.0048 |
0.4% |
1.0533 |
| Close |
1.0768 |
1.0858 |
0.0090 |
0.8% |
1.0690 |
| Range |
0.0072 |
0.0106 |
0.0034 |
47.2% |
0.0199 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
0.6% |
0.0000 |
| Volume |
2,159 |
3,209 |
1,050 |
48.6% |
2,411 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.1107 |
1.0916 |
|
| R3 |
1.1039 |
1.1001 |
1.0887 |
|
| R2 |
1.0933 |
1.0933 |
1.0877 |
|
| R1 |
1.0895 |
1.0895 |
1.0868 |
1.0914 |
| PP |
1.0827 |
1.0827 |
1.0827 |
1.0836 |
| S1 |
1.0789 |
1.0789 |
1.0848 |
1.0808 |
| S2 |
1.0721 |
1.0721 |
1.0839 |
|
| S3 |
1.0615 |
1.0683 |
1.0829 |
|
| S4 |
1.0509 |
1.0577 |
1.0800 |
|
|
| 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 |
1.0864 |
1.0614 |
0.0250 |
2.3% |
0.0095 |
0.9% |
98% |
True |
False |
1,538 |
| 10 |
1.0864 |
1.0533 |
0.0331 |
3.0% |
0.0089 |
0.8% |
98% |
True |
False |
913 |
| 20 |
1.0864 |
1.0244 |
0.0620 |
5.7% |
0.0101 |
0.9% |
99% |
True |
False |
502 |
| 40 |
1.0875 |
1.0244 |
0.0631 |
5.8% |
0.0091 |
0.8% |
97% |
False |
False |
298 |
| 60 |
1.0895 |
1.0186 |
0.0709 |
6.5% |
0.0078 |
0.7% |
95% |
False |
False |
208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1315 |
|
2.618 |
1.1142 |
|
1.618 |
1.1036 |
|
1.000 |
1.0970 |
|
0.618 |
1.0930 |
|
HIGH |
1.0864 |
|
0.618 |
1.0824 |
|
0.500 |
1.0811 |
|
0.382 |
1.0798 |
|
LOW |
1.0758 |
|
0.618 |
1.0692 |
|
1.000 |
1.0652 |
|
1.618 |
1.0586 |
|
2.618 |
1.0480 |
|
4.250 |
1.0308 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0842 |
1.0834 |
| PP |
1.0827 |
1.0809 |
| S1 |
1.0811 |
1.0785 |
|