CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0381 |
1.0495 |
0.0114 |
1.1% |
1.0076 |
| High |
1.0516 |
1.0517 |
0.0001 |
0.0% |
1.0217 |
| Low |
1.0346 |
1.0434 |
0.0088 |
0.9% |
1.0025 |
| Close |
1.0475 |
1.0452 |
-0.0023 |
-0.2% |
1.0168 |
| Range |
0.0170 |
0.0083 |
-0.0087 |
-51.2% |
0.0192 |
| ATR |
0.0143 |
0.0139 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
90,415 |
91,766 |
1,351 |
1.5% |
320,894 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0717 |
1.0667 |
1.0498 |
|
| R3 |
1.0634 |
1.0584 |
1.0475 |
|
| R2 |
1.0551 |
1.0551 |
1.0467 |
|
| R1 |
1.0501 |
1.0501 |
1.0460 |
1.0485 |
| PP |
1.0468 |
1.0468 |
1.0468 |
1.0459 |
| S1 |
1.0418 |
1.0418 |
1.0444 |
1.0402 |
| S2 |
1.0385 |
1.0385 |
1.0437 |
|
| S3 |
1.0302 |
1.0335 |
1.0429 |
|
| S4 |
1.0219 |
1.0252 |
1.0406 |
|
|
| 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 |
1.0517 |
1.0043 |
0.0474 |
4.5% |
0.0147 |
1.4% |
86% |
True |
False |
82,203 |
| 10 |
1.0517 |
1.0025 |
0.0492 |
4.7% |
0.0127 |
1.2% |
87% |
True |
False |
73,864 |
| 20 |
1.0517 |
1.0025 |
0.0492 |
4.7% |
0.0130 |
1.2% |
87% |
True |
False |
73,642 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.0% |
0.0150 |
1.4% |
70% |
False |
False |
69,062 |
| 60 |
1.0954 |
0.9867 |
0.1087 |
10.4% |
0.0162 |
1.5% |
54% |
False |
False |
50,750 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
15.7% |
0.0157 |
1.5% |
36% |
False |
False |
38,107 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.7% |
0.0141 |
1.3% |
36% |
False |
False |
30,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0870 |
|
2.618 |
1.0734 |
|
1.618 |
1.0651 |
|
1.000 |
1.0600 |
|
0.618 |
1.0568 |
|
HIGH |
1.0517 |
|
0.618 |
1.0485 |
|
0.500 |
1.0476 |
|
0.382 |
1.0466 |
|
LOW |
1.0434 |
|
0.618 |
1.0383 |
|
1.000 |
1.0351 |
|
1.618 |
1.0300 |
|
2.618 |
1.0217 |
|
4.250 |
1.0081 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0476 |
1.0425 |
| PP |
1.0468 |
1.0398 |
| S1 |
1.0460 |
1.0371 |
|