CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0767 |
1.0845 |
0.0078 |
0.7% |
1.0566 |
| High |
1.0864 |
1.0882 |
0.0018 |
0.2% |
1.0732 |
| Low |
1.0758 |
1.0785 |
0.0027 |
0.3% |
1.0533 |
| Close |
1.0858 |
1.0813 |
-0.0045 |
-0.4% |
1.0690 |
| Range |
0.0106 |
0.0097 |
-0.0009 |
-8.5% |
0.0199 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
3,209 |
3,495 |
286 |
8.9% |
2,411 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1118 |
1.1062 |
1.0866 |
|
| R3 |
1.1021 |
1.0965 |
1.0840 |
|
| R2 |
1.0924 |
1.0924 |
1.0831 |
|
| R1 |
1.0868 |
1.0868 |
1.0822 |
1.0848 |
| PP |
1.0827 |
1.0827 |
1.0827 |
1.0816 |
| S1 |
1.0771 |
1.0771 |
1.0804 |
1.0751 |
| S2 |
1.0730 |
1.0730 |
1.0795 |
|
| S3 |
1.0633 |
1.0674 |
1.0786 |
|
| S4 |
1.0536 |
1.0577 |
1.0760 |
|
|
| 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 |
1.0882 |
1.0636 |
0.0246 |
2.3% |
0.0091 |
0.8% |
72% |
True |
False |
2,153 |
| 10 |
1.0882 |
1.0533 |
0.0349 |
3.2% |
0.0092 |
0.8% |
80% |
True |
False |
1,244 |
| 20 |
1.0882 |
1.0244 |
0.0638 |
5.9% |
0.0103 |
1.0% |
89% |
True |
False |
676 |
| 40 |
1.0882 |
1.0244 |
0.0638 |
5.9% |
0.0090 |
0.8% |
89% |
True |
False |
382 |
| 60 |
1.0895 |
1.0186 |
0.0709 |
6.6% |
0.0080 |
0.7% |
88% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1294 |
|
2.618 |
1.1136 |
|
1.618 |
1.1039 |
|
1.000 |
1.0979 |
|
0.618 |
1.0942 |
|
HIGH |
1.0882 |
|
0.618 |
1.0845 |
|
0.500 |
1.0834 |
|
0.382 |
1.0822 |
|
LOW |
1.0785 |
|
0.618 |
1.0725 |
|
1.000 |
1.0688 |
|
1.618 |
1.0628 |
|
2.618 |
1.0531 |
|
4.250 |
1.0373 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0834 |
1.0807 |
| PP |
1.0827 |
1.0802 |
| S1 |
1.0820 |
1.0796 |
|