CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0247 |
1.0152 |
-0.0095 |
-0.9% |
1.0329 |
| High |
1.0303 |
1.0157 |
-0.0146 |
-1.4% |
1.0464 |
| Low |
1.0107 |
1.0047 |
-0.0060 |
-0.6% |
1.0047 |
| Close |
1.0137 |
1.0069 |
-0.0068 |
-0.7% |
1.0069 |
| Range |
0.0196 |
0.0110 |
-0.0086 |
-43.9% |
0.0417 |
| ATR |
0.0148 |
0.0146 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
65,576 |
101,171 |
35,595 |
54.3% |
386,452 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0355 |
1.0130 |
|
| R3 |
1.0311 |
1.0245 |
1.0099 |
|
| R2 |
1.0201 |
1.0201 |
1.0089 |
|
| R1 |
1.0135 |
1.0135 |
1.0079 |
1.0113 |
| PP |
1.0091 |
1.0091 |
1.0091 |
1.0080 |
| S1 |
1.0025 |
1.0025 |
1.0059 |
1.0003 |
| S2 |
0.9981 |
0.9981 |
1.0049 |
|
| S3 |
0.9871 |
0.9915 |
1.0039 |
|
| S4 |
0.9761 |
0.9805 |
1.0009 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1444 |
1.1174 |
1.0298 |
|
| R3 |
1.1027 |
1.0757 |
1.0184 |
|
| R2 |
1.0610 |
1.0610 |
1.0145 |
|
| R1 |
1.0340 |
1.0340 |
1.0107 |
1.0267 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0157 |
| S1 |
0.9923 |
0.9923 |
1.0031 |
0.9850 |
| S2 |
0.9776 |
0.9776 |
0.9993 |
|
| S3 |
0.9359 |
0.9506 |
0.9954 |
|
| S4 |
0.8942 |
0.9089 |
0.9840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0464 |
1.0047 |
0.0417 |
4.1% |
0.0134 |
1.3% |
5% |
False |
True |
77,290 |
| 10 |
1.0464 |
1.0047 |
0.0417 |
4.1% |
0.0134 |
1.3% |
5% |
False |
True |
76,701 |
| 20 |
1.0464 |
0.9867 |
0.0597 |
5.9% |
0.0131 |
1.3% |
34% |
False |
False |
69,516 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.3% |
0.0165 |
1.6% |
24% |
False |
False |
59,926 |
| 60 |
1.1278 |
0.9867 |
0.1411 |
14.0% |
0.0165 |
1.6% |
14% |
False |
False |
40,164 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.3% |
0.0156 |
1.6% |
12% |
False |
False |
30,152 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
16.3% |
0.0139 |
1.4% |
12% |
False |
False |
24,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0625 |
|
2.618 |
1.0445 |
|
1.618 |
1.0335 |
|
1.000 |
1.0267 |
|
0.618 |
1.0225 |
|
HIGH |
1.0157 |
|
0.618 |
1.0115 |
|
0.500 |
1.0102 |
|
0.382 |
1.0089 |
|
LOW |
1.0047 |
|
0.618 |
0.9979 |
|
1.000 |
0.9937 |
|
1.618 |
0.9869 |
|
2.618 |
0.9759 |
|
4.250 |
0.9580 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0102 |
1.0214 |
| PP |
1.0091 |
1.0166 |
| S1 |
1.0080 |
1.0117 |
|