CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0561 |
1.0537 |
-0.0024 |
-0.2% |
1.0520 |
| High |
1.0592 |
1.0568 |
-0.0024 |
-0.2% |
1.0657 |
| Low |
1.0505 |
1.0472 |
-0.0033 |
-0.3% |
1.0344 |
| Close |
1.0530 |
1.0506 |
-0.0024 |
-0.2% |
1.0593 |
| Range |
0.0087 |
0.0096 |
0.0009 |
10.3% |
0.0313 |
| ATR |
0.0138 |
0.0135 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
72,961 |
76,167 |
3,206 |
4.4% |
426,397 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0803 |
1.0751 |
1.0559 |
|
| R3 |
1.0707 |
1.0655 |
1.0532 |
|
| R2 |
1.0611 |
1.0611 |
1.0524 |
|
| R1 |
1.0559 |
1.0559 |
1.0515 |
1.0537 |
| PP |
1.0515 |
1.0515 |
1.0515 |
1.0505 |
| S1 |
1.0463 |
1.0463 |
1.0497 |
1.0441 |
| S2 |
1.0419 |
1.0419 |
1.0488 |
|
| S3 |
1.0323 |
1.0367 |
1.0480 |
|
| S4 |
1.0227 |
1.0271 |
1.0453 |
|
|
| 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 |
1.0395 |
0.0262 |
2.5% |
0.0124 |
1.2% |
42% |
False |
False |
81,967 |
| 10 |
1.0657 |
1.0344 |
0.0313 |
3.0% |
0.0133 |
1.3% |
52% |
False |
False |
83,342 |
| 20 |
1.0657 |
1.0025 |
0.0632 |
6.0% |
0.0135 |
1.3% |
76% |
False |
False |
76,692 |
| 40 |
1.0657 |
0.9867 |
0.0790 |
7.5% |
0.0134 |
1.3% |
81% |
False |
False |
71,905 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
8.0% |
0.0155 |
1.5% |
76% |
False |
False |
61,510 |
| 80 |
1.1300 |
0.9867 |
0.1433 |
13.6% |
0.0155 |
1.5% |
45% |
False |
False |
46,236 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.6% |
0.0150 |
1.4% |
39% |
False |
False |
37,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0976 |
|
2.618 |
1.0819 |
|
1.618 |
1.0723 |
|
1.000 |
1.0664 |
|
0.618 |
1.0627 |
|
HIGH |
1.0568 |
|
0.618 |
1.0531 |
|
0.500 |
1.0520 |
|
0.382 |
1.0509 |
|
LOW |
1.0472 |
|
0.618 |
1.0413 |
|
1.000 |
1.0376 |
|
1.618 |
1.0317 |
|
2.618 |
1.0221 |
|
4.250 |
1.0064 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0520 |
1.0565 |
| PP |
1.0515 |
1.0545 |
| S1 |
1.0511 |
1.0526 |
|