CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0164 |
1.0073 |
-0.0091 |
-0.9% |
1.0076 |
| High |
1.0176 |
1.0177 |
0.0001 |
0.0% |
1.0217 |
| Low |
1.0025 |
1.0043 |
0.0018 |
0.2% |
1.0025 |
| Close |
1.0104 |
1.0168 |
0.0064 |
0.6% |
1.0168 |
| Range |
0.0151 |
0.0134 |
-0.0017 |
-11.3% |
0.0192 |
| ATR |
0.0136 |
0.0136 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
85,391 |
94,439 |
9,048 |
10.6% |
320,894 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0531 |
1.0484 |
1.0242 |
|
| R3 |
1.0397 |
1.0350 |
1.0205 |
|
| R2 |
1.0263 |
1.0263 |
1.0193 |
|
| R1 |
1.0216 |
1.0216 |
1.0180 |
1.0240 |
| PP |
1.0129 |
1.0129 |
1.0129 |
1.0141 |
| S1 |
1.0082 |
1.0082 |
1.0156 |
1.0106 |
| S2 |
0.9995 |
0.9995 |
1.0143 |
|
| S3 |
0.9861 |
0.9948 |
1.0131 |
|
| S4 |
0.9727 |
0.9814 |
1.0094 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0713 |
1.0632 |
1.0274 |
|
| R3 |
1.0521 |
1.0440 |
1.0221 |
|
| R2 |
1.0329 |
1.0329 |
1.0203 |
|
| R1 |
1.0248 |
1.0248 |
1.0186 |
1.0289 |
| PP |
1.0137 |
1.0137 |
1.0137 |
1.0157 |
| S1 |
1.0056 |
1.0056 |
1.0150 |
1.0097 |
| S2 |
0.9945 |
0.9945 |
1.0133 |
|
| S3 |
0.9753 |
0.9864 |
1.0115 |
|
| S4 |
0.9561 |
0.9672 |
1.0062 |
|
|
| 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% |
0.0111 |
1.1% |
74% |
False |
False |
64,178 |
| 10 |
1.0464 |
1.0025 |
0.0439 |
4.3% |
0.0123 |
1.2% |
33% |
False |
False |
70,734 |
| 20 |
1.0464 |
0.9932 |
0.0532 |
5.2% |
0.0127 |
1.2% |
44% |
False |
False |
69,359 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.2% |
0.0157 |
1.5% |
36% |
False |
False |
66,977 |
| 60 |
1.1173 |
0.9867 |
0.1306 |
12.8% |
0.0159 |
1.6% |
23% |
False |
False |
45,491 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.2% |
0.0155 |
1.5% |
18% |
False |
False |
34,161 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
16.2% |
0.0142 |
1.4% |
18% |
False |
False |
27,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0747 |
|
2.618 |
1.0528 |
|
1.618 |
1.0394 |
|
1.000 |
1.0311 |
|
0.618 |
1.0260 |
|
HIGH |
1.0177 |
|
0.618 |
1.0126 |
|
0.500 |
1.0110 |
|
0.382 |
1.0094 |
|
LOW |
1.0043 |
|
0.618 |
0.9960 |
|
1.000 |
0.9909 |
|
1.618 |
0.9826 |
|
2.618 |
0.9692 |
|
4.250 |
0.9474 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0149 |
1.0152 |
| PP |
1.0129 |
1.0137 |
| S1 |
1.0110 |
1.0121 |
|