CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0425 |
1.0520 |
0.0095 |
0.9% |
1.0137 |
| High |
1.0560 |
1.0580 |
0.0020 |
0.2% |
1.0560 |
| Low |
1.0399 |
1.0370 |
-0.0029 |
-0.3% |
1.0122 |
| Close |
1.0522 |
1.0375 |
-0.0147 |
-1.4% |
1.0522 |
| Range |
0.0161 |
0.0210 |
0.0049 |
30.4% |
0.0438 |
| ATR |
0.0140 |
0.0145 |
0.0005 |
3.5% |
0.0000 |
| Volume |
75,720 |
92,847 |
17,127 |
22.6% |
392,297 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.0933 |
1.0491 |
|
| R3 |
1.0862 |
1.0723 |
1.0433 |
|
| R2 |
1.0652 |
1.0652 |
1.0414 |
|
| R1 |
1.0513 |
1.0513 |
1.0394 |
1.0478 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0424 |
| S1 |
1.0303 |
1.0303 |
1.0356 |
1.0268 |
| S2 |
1.0232 |
1.0232 |
1.0337 |
|
| S3 |
1.0022 |
1.0093 |
1.0317 |
|
| S4 |
0.9812 |
0.9883 |
1.0260 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1715 |
1.1557 |
1.0763 |
|
| R3 |
1.1277 |
1.1119 |
1.0642 |
|
| R2 |
1.0839 |
1.0839 |
1.0602 |
|
| R1 |
1.0681 |
1.0681 |
1.0562 |
1.0760 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0441 |
| S1 |
1.0243 |
1.0243 |
1.0482 |
1.0322 |
| S2 |
0.9963 |
0.9963 |
1.0442 |
|
| S3 |
0.9525 |
0.9805 |
1.0402 |
|
| S4 |
0.9087 |
0.9367 |
1.0281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0580 |
1.0225 |
0.0355 |
3.4% |
0.0162 |
1.6% |
42% |
True |
False |
84,483 |
| 10 |
1.0580 |
1.0025 |
0.0555 |
5.3% |
0.0144 |
1.4% |
63% |
True |
False |
76,027 |
| 20 |
1.0580 |
1.0025 |
0.0555 |
5.3% |
0.0134 |
1.3% |
63% |
True |
False |
75,548 |
| 40 |
1.0580 |
0.9867 |
0.0713 |
6.9% |
0.0145 |
1.4% |
71% |
True |
False |
68,905 |
| 60 |
1.0822 |
0.9867 |
0.0955 |
9.2% |
0.0162 |
1.6% |
53% |
False |
False |
53,510 |
| 80 |
1.1399 |
0.9867 |
0.1532 |
14.8% |
0.0154 |
1.5% |
33% |
False |
False |
40,210 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.8% |
0.0144 |
1.4% |
31% |
False |
False |
32,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1473 |
|
2.618 |
1.1130 |
|
1.618 |
1.0920 |
|
1.000 |
1.0790 |
|
0.618 |
1.0710 |
|
HIGH |
1.0580 |
|
0.618 |
1.0500 |
|
0.500 |
1.0475 |
|
0.382 |
1.0450 |
|
LOW |
1.0370 |
|
0.618 |
1.0240 |
|
1.000 |
1.0160 |
|
1.618 |
1.0030 |
|
2.618 |
0.9820 |
|
4.250 |
0.9478 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0475 |
1.0475 |
| PP |
1.0442 |
1.0442 |
| S1 |
1.0408 |
1.0408 |
|