CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0424 |
1.0542 |
0.0118 |
1.1% |
1.0137 |
| High |
1.0563 |
1.0643 |
0.0080 |
0.8% |
1.0560 |
| Low |
1.0395 |
1.0498 |
0.0103 |
1.0% |
1.0122 |
| Close |
1.0536 |
1.0615 |
0.0079 |
0.7% |
1.0522 |
| Range |
0.0168 |
0.0145 |
-0.0023 |
-13.7% |
0.0438 |
| ATR |
0.0143 |
0.0143 |
0.0000 |
0.1% |
0.0000 |
| Volume |
68,585 |
86,926 |
18,341 |
26.7% |
392,297 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1020 |
1.0963 |
1.0695 |
|
| R3 |
1.0875 |
1.0818 |
1.0655 |
|
| R2 |
1.0730 |
1.0730 |
1.0642 |
|
| R1 |
1.0673 |
1.0673 |
1.0628 |
1.0702 |
| PP |
1.0585 |
1.0585 |
1.0585 |
1.0600 |
| S1 |
1.0528 |
1.0528 |
1.0602 |
1.0557 |
| S2 |
1.0440 |
1.0440 |
1.0588 |
|
| S3 |
1.0295 |
1.0383 |
1.0575 |
|
| S4 |
1.0150 |
1.0238 |
1.0535 |
|
|
| 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 |
1.0643 |
1.0344 |
0.0299 |
2.8% |
0.0154 |
1.4% |
91% |
True |
False |
79,384 |
| 10 |
1.0643 |
1.0043 |
0.0600 |
5.7% |
0.0150 |
1.4% |
95% |
True |
False |
80,793 |
| 20 |
1.0643 |
1.0025 |
0.0618 |
5.8% |
0.0137 |
1.3% |
95% |
True |
False |
74,500 |
| 40 |
1.0643 |
0.9867 |
0.0776 |
7.3% |
0.0141 |
1.3% |
96% |
True |
False |
70,012 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
7.9% |
0.0159 |
1.5% |
89% |
False |
False |
57,298 |
| 80 |
1.1331 |
0.9867 |
0.1464 |
13.8% |
0.0156 |
1.5% |
51% |
False |
False |
43,060 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.5% |
0.0147 |
1.4% |
46% |
False |
False |
34,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1259 |
|
2.618 |
1.1023 |
|
1.618 |
1.0878 |
|
1.000 |
1.0788 |
|
0.618 |
1.0733 |
|
HIGH |
1.0643 |
|
0.618 |
1.0588 |
|
0.500 |
1.0571 |
|
0.382 |
1.0553 |
|
LOW |
1.0498 |
|
0.618 |
1.0408 |
|
1.000 |
1.0353 |
|
1.618 |
1.0263 |
|
2.618 |
1.0118 |
|
4.250 |
0.9882 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0600 |
1.0575 |
| PP |
1.0585 |
1.0534 |
| S1 |
1.0571 |
1.0494 |
|