CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0542 |
1.0602 |
0.0060 |
0.6% |
1.0520 |
| High |
1.0643 |
1.0657 |
0.0014 |
0.1% |
1.0657 |
| Low |
1.0498 |
1.0535 |
0.0037 |
0.4% |
1.0344 |
| Close |
1.0615 |
1.0593 |
-0.0022 |
-0.2% |
1.0593 |
| Range |
0.0145 |
0.0122 |
-0.0023 |
-15.9% |
0.0313 |
| ATR |
0.0143 |
0.0142 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
86,926 |
105,197 |
18,271 |
21.0% |
426,397 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0961 |
1.0899 |
1.0660 |
|
| R3 |
1.0839 |
1.0777 |
1.0627 |
|
| R2 |
1.0717 |
1.0717 |
1.0615 |
|
| R1 |
1.0655 |
1.0655 |
1.0604 |
1.0625 |
| PP |
1.0595 |
1.0595 |
1.0595 |
1.0580 |
| S1 |
1.0533 |
1.0533 |
1.0582 |
1.0503 |
| S2 |
1.0473 |
1.0473 |
1.0571 |
|
| S3 |
1.0351 |
1.0411 |
1.0559 |
|
| S4 |
1.0229 |
1.0289 |
1.0526 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1470 |
1.1345 |
1.0765 |
|
| R3 |
1.1157 |
1.1032 |
1.0679 |
|
| R2 |
1.0844 |
1.0844 |
1.0650 |
|
| R1 |
1.0719 |
1.0719 |
1.0622 |
1.0782 |
| PP |
1.0531 |
1.0531 |
1.0531 |
1.0563 |
| S1 |
1.0406 |
1.0406 |
1.0564 |
1.0469 |
| S2 |
1.0218 |
1.0218 |
1.0536 |
|
| S3 |
0.9905 |
1.0093 |
1.0507 |
|
| S4 |
0.9592 |
0.9780 |
1.0421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0657 |
1.0344 |
0.0313 |
3.0% |
0.0146 |
1.4% |
80% |
True |
False |
85,279 |
| 10 |
1.0657 |
1.0122 |
0.0535 |
5.1% |
0.0149 |
1.4% |
88% |
True |
False |
81,869 |
| 20 |
1.0657 |
1.0025 |
0.0632 |
6.0% |
0.0136 |
1.3% |
90% |
True |
False |
76,302 |
| 40 |
1.0657 |
0.9867 |
0.0790 |
7.5% |
0.0141 |
1.3% |
92% |
True |
False |
70,991 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
7.9% |
0.0157 |
1.5% |
87% |
False |
False |
59,046 |
| 80 |
1.1300 |
0.9867 |
0.1433 |
13.5% |
0.0156 |
1.5% |
51% |
False |
False |
44,374 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.5% |
0.0148 |
1.4% |
44% |
False |
False |
35,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1176 |
|
2.618 |
1.0976 |
|
1.618 |
1.0854 |
|
1.000 |
1.0779 |
|
0.618 |
1.0732 |
|
HIGH |
1.0657 |
|
0.618 |
1.0610 |
|
0.500 |
1.0596 |
|
0.382 |
1.0582 |
|
LOW |
1.0535 |
|
0.618 |
1.0460 |
|
1.000 |
1.0413 |
|
1.618 |
1.0338 |
|
2.618 |
1.0216 |
|
4.250 |
1.0017 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0596 |
1.0571 |
| PP |
1.0595 |
1.0548 |
| S1 |
1.0594 |
1.0526 |
|