CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0110 |
1.0164 |
0.0054 |
0.5% |
1.0329 |
| High |
1.0217 |
1.0176 |
-0.0041 |
-0.4% |
1.0464 |
| Low |
1.0095 |
1.0025 |
-0.0070 |
-0.7% |
1.0047 |
| Close |
1.0176 |
1.0104 |
-0.0072 |
-0.7% |
1.0069 |
| Range |
0.0122 |
0.0151 |
0.0029 |
23.8% |
0.0417 |
| ATR |
0.0135 |
0.0136 |
0.0001 |
0.9% |
0.0000 |
| Volume |
50,737 |
85,391 |
34,654 |
68.3% |
386,452 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0555 |
1.0480 |
1.0187 |
|
| R3 |
1.0404 |
1.0329 |
1.0146 |
|
| R2 |
1.0253 |
1.0253 |
1.0132 |
|
| R1 |
1.0178 |
1.0178 |
1.0118 |
1.0140 |
| PP |
1.0102 |
1.0102 |
1.0102 |
1.0083 |
| S1 |
1.0027 |
1.0027 |
1.0090 |
0.9989 |
| S2 |
0.9951 |
0.9951 |
1.0076 |
|
| S3 |
0.9800 |
0.9876 |
1.0062 |
|
| S4 |
0.9649 |
0.9725 |
1.0021 |
|
|
| 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 |
1.0217 |
1.0025 |
0.0192 |
1.9% |
0.0106 |
1.1% |
41% |
False |
True |
65,525 |
| 10 |
1.0464 |
1.0025 |
0.0439 |
4.3% |
0.0124 |
1.2% |
18% |
False |
True |
68,206 |
| 20 |
1.0464 |
0.9932 |
0.0532 |
5.3% |
0.0125 |
1.2% |
32% |
False |
False |
67,858 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.3% |
0.0160 |
1.6% |
28% |
False |
False |
65,266 |
| 60 |
1.1173 |
0.9867 |
0.1306 |
12.9% |
0.0160 |
1.6% |
18% |
False |
False |
43,919 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.3% |
0.0155 |
1.5% |
14% |
False |
False |
32,981 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
16.3% |
0.0141 |
1.4% |
14% |
False |
False |
26,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0818 |
|
2.618 |
1.0571 |
|
1.618 |
1.0420 |
|
1.000 |
1.0327 |
|
0.618 |
1.0269 |
|
HIGH |
1.0176 |
|
0.618 |
1.0118 |
|
0.500 |
1.0101 |
|
0.382 |
1.0083 |
|
LOW |
1.0025 |
|
0.618 |
0.9932 |
|
1.000 |
0.9874 |
|
1.618 |
0.9781 |
|
2.618 |
0.9630 |
|
4.250 |
0.9383 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0103 |
1.0121 |
| PP |
1.0102 |
1.0115 |
| S1 |
1.0101 |
1.0110 |
|