CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0602 |
1.0561 |
-0.0041 |
-0.4% |
1.0520 |
| High |
1.0657 |
1.0592 |
-0.0065 |
-0.6% |
1.0657 |
| Low |
1.0535 |
1.0505 |
-0.0030 |
-0.3% |
1.0344 |
| Close |
1.0593 |
1.0530 |
-0.0063 |
-0.6% |
1.0593 |
| Range |
0.0122 |
0.0087 |
-0.0035 |
-28.7% |
0.0313 |
| ATR |
0.0142 |
0.0138 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
105,197 |
72,961 |
-32,236 |
-30.6% |
426,397 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0803 |
1.0754 |
1.0578 |
|
| R3 |
1.0716 |
1.0667 |
1.0554 |
|
| R2 |
1.0629 |
1.0629 |
1.0546 |
|
| R1 |
1.0580 |
1.0580 |
1.0538 |
1.0561 |
| PP |
1.0542 |
1.0542 |
1.0542 |
1.0533 |
| S1 |
1.0493 |
1.0493 |
1.0522 |
1.0474 |
| S2 |
1.0455 |
1.0455 |
1.0514 |
|
| S3 |
1.0368 |
1.0406 |
1.0506 |
|
| S4 |
1.0281 |
1.0319 |
1.0482 |
|
|
| 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% |
0.0121 |
1.2% |
59% |
False |
False |
81,302 |
| 10 |
1.0657 |
1.0225 |
0.0432 |
4.1% |
0.0142 |
1.3% |
71% |
False |
False |
82,892 |
| 20 |
1.0657 |
1.0025 |
0.0632 |
6.0% |
0.0137 |
1.3% |
80% |
False |
False |
75,777 |
| 40 |
1.0657 |
0.9867 |
0.0790 |
7.5% |
0.0138 |
1.3% |
84% |
False |
False |
71,559 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
7.9% |
0.0155 |
1.5% |
79% |
False |
False |
60,252 |
| 80 |
1.1300 |
0.9867 |
0.1433 |
13.6% |
0.0155 |
1.5% |
46% |
False |
False |
45,285 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.6% |
0.0149 |
1.4% |
40% |
False |
False |
36,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0962 |
|
2.618 |
1.0820 |
|
1.618 |
1.0733 |
|
1.000 |
1.0679 |
|
0.618 |
1.0646 |
|
HIGH |
1.0592 |
|
0.618 |
1.0559 |
|
0.500 |
1.0549 |
|
0.382 |
1.0538 |
|
LOW |
1.0505 |
|
0.618 |
1.0451 |
|
1.000 |
1.0418 |
|
1.618 |
1.0364 |
|
2.618 |
1.0277 |
|
4.250 |
1.0135 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0549 |
1.0578 |
| PP |
1.0542 |
1.0562 |
| S1 |
1.0536 |
1.0546 |
|