CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0845 |
1.0803 |
-0.0042 |
-0.4% |
1.0706 |
| High |
1.0882 |
1.0844 |
-0.0038 |
-0.3% |
1.0882 |
| Low |
1.0785 |
1.0730 |
-0.0055 |
-0.5% |
1.0705 |
| Close |
1.0813 |
1.0758 |
-0.0055 |
-0.5% |
1.0758 |
| Range |
0.0097 |
0.0114 |
0.0017 |
17.5% |
0.0177 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
1.2% |
0.0000 |
| Volume |
3,495 |
2,158 |
-1,337 |
-38.3% |
11,956 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1053 |
1.0821 |
|
| R3 |
1.1005 |
1.0939 |
1.0789 |
|
| R2 |
1.0891 |
1.0891 |
1.0779 |
|
| R1 |
1.0825 |
1.0825 |
1.0768 |
1.0801 |
| PP |
1.0777 |
1.0777 |
1.0777 |
1.0766 |
| S1 |
1.0711 |
1.0711 |
1.0748 |
1.0687 |
| S2 |
1.0663 |
1.0663 |
1.0737 |
|
| S3 |
1.0549 |
1.0597 |
1.0727 |
|
| S4 |
1.0435 |
1.0483 |
1.0695 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1313 |
1.1212 |
1.0855 |
|
| R3 |
1.1136 |
1.1035 |
1.0807 |
|
| R2 |
1.0959 |
1.0959 |
1.0790 |
|
| R1 |
1.0858 |
1.0858 |
1.0774 |
1.0909 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0807 |
| S1 |
1.0681 |
1.0681 |
1.0742 |
1.0732 |
| S2 |
1.0605 |
1.0605 |
1.0726 |
|
| S3 |
1.0428 |
1.0504 |
1.0709 |
|
| S4 |
1.0251 |
1.0327 |
1.0661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0882 |
1.0705 |
0.0177 |
1.6% |
0.0099 |
0.9% |
30% |
False |
False |
2,391 |
| 10 |
1.0882 |
1.0533 |
0.0349 |
3.2% |
0.0090 |
0.8% |
64% |
False |
False |
1,436 |
| 20 |
1.0882 |
1.0275 |
0.0607 |
5.6% |
0.0095 |
0.9% |
80% |
False |
False |
782 |
| 40 |
1.0882 |
1.0244 |
0.0638 |
5.9% |
0.0091 |
0.8% |
81% |
False |
False |
435 |
| 60 |
1.0895 |
1.0210 |
0.0685 |
6.4% |
0.0081 |
0.8% |
80% |
False |
False |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1329 |
|
2.618 |
1.1142 |
|
1.618 |
1.1028 |
|
1.000 |
1.0958 |
|
0.618 |
1.0914 |
|
HIGH |
1.0844 |
|
0.618 |
1.0800 |
|
0.500 |
1.0787 |
|
0.382 |
1.0774 |
|
LOW |
1.0730 |
|
0.618 |
1.0660 |
|
1.000 |
1.0616 |
|
1.618 |
1.0546 |
|
2.618 |
1.0432 |
|
4.250 |
1.0246 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0787 |
1.0806 |
| PP |
1.0777 |
1.0790 |
| S1 |
1.0768 |
1.0774 |
|