CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0073 |
1.0137 |
0.0064 |
0.6% |
1.0076 |
| High |
1.0177 |
1.0286 |
0.0109 |
1.1% |
1.0217 |
| Low |
1.0043 |
1.0122 |
0.0079 |
0.8% |
1.0025 |
| Close |
1.0168 |
1.0268 |
0.0100 |
1.0% |
1.0168 |
| Range |
0.0134 |
0.0164 |
0.0030 |
22.4% |
0.0192 |
| ATR |
0.0136 |
0.0138 |
0.0002 |
1.5% |
0.0000 |
| Volume |
94,439 |
62,726 |
-31,713 |
-33.6% |
320,894 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0717 |
1.0657 |
1.0358 |
|
| R3 |
1.0553 |
1.0493 |
1.0313 |
|
| R2 |
1.0389 |
1.0389 |
1.0298 |
|
| R1 |
1.0329 |
1.0329 |
1.0283 |
1.0359 |
| PP |
1.0225 |
1.0225 |
1.0225 |
1.0241 |
| S1 |
1.0165 |
1.0165 |
1.0253 |
1.0195 |
| S2 |
1.0061 |
1.0061 |
1.0238 |
|
| S3 |
0.9897 |
1.0001 |
1.0223 |
|
| S4 |
0.9733 |
0.9837 |
1.0178 |
|
|
| 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 |
1.0286 |
1.0025 |
0.0261 |
2.5% |
0.0127 |
1.2% |
93% |
True |
False |
67,571 |
| 10 |
1.0464 |
1.0025 |
0.0439 |
4.3% |
0.0132 |
1.3% |
55% |
False |
False |
68,662 |
| 20 |
1.0464 |
0.9966 |
0.0498 |
4.9% |
0.0130 |
1.3% |
61% |
False |
False |
69,945 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.1% |
0.0154 |
1.5% |
48% |
False |
False |
67,438 |
| 60 |
1.1155 |
0.9867 |
0.1288 |
12.5% |
0.0160 |
1.6% |
31% |
False |
False |
46,529 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.0% |
0.0155 |
1.5% |
24% |
False |
False |
34,941 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
16.0% |
0.0143 |
1.4% |
24% |
False |
False |
27,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0983 |
|
2.618 |
1.0715 |
|
1.618 |
1.0551 |
|
1.000 |
1.0450 |
|
0.618 |
1.0387 |
|
HIGH |
1.0286 |
|
0.618 |
1.0223 |
|
0.500 |
1.0204 |
|
0.382 |
1.0185 |
|
LOW |
1.0122 |
|
0.618 |
1.0021 |
|
1.000 |
0.9958 |
|
1.618 |
0.9857 |
|
2.618 |
0.9693 |
|
4.250 |
0.9425 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0247 |
1.0231 |
| PP |
1.0225 |
1.0193 |
| S1 |
1.0204 |
1.0156 |
|