CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0537 |
1.0497 |
-0.0040 |
-0.4% |
1.0520 |
| High |
1.0568 |
1.0500 |
-0.0068 |
-0.6% |
1.0657 |
| Low |
1.0472 |
1.0285 |
-0.0187 |
-1.8% |
1.0344 |
| Close |
1.0506 |
1.0322 |
-0.0184 |
-1.8% |
1.0593 |
| Range |
0.0096 |
0.0215 |
0.0119 |
124.0% |
0.0313 |
| ATR |
0.0135 |
0.0141 |
0.0006 |
4.6% |
0.0000 |
| Volume |
76,167 |
75,468 |
-699 |
-0.9% |
426,397 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1014 |
1.0883 |
1.0440 |
|
| R3 |
1.0799 |
1.0668 |
1.0381 |
|
| R2 |
1.0584 |
1.0584 |
1.0361 |
|
| R1 |
1.0453 |
1.0453 |
1.0342 |
1.0411 |
| PP |
1.0369 |
1.0369 |
1.0369 |
1.0348 |
| S1 |
1.0238 |
1.0238 |
1.0302 |
1.0196 |
| S2 |
1.0154 |
1.0154 |
1.0283 |
|
| S3 |
0.9939 |
1.0023 |
1.0263 |
|
| S4 |
0.9724 |
0.9808 |
1.0204 |
|
|
| 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 |
1.0285 |
0.0372 |
3.6% |
0.0133 |
1.3% |
10% |
False |
True |
83,343 |
| 10 |
1.0657 |
1.0285 |
0.0372 |
3.6% |
0.0137 |
1.3% |
10% |
False |
True |
81,847 |
| 20 |
1.0657 |
1.0025 |
0.0632 |
6.1% |
0.0138 |
1.3% |
47% |
False |
False |
76,546 |
| 40 |
1.0657 |
0.9867 |
0.0790 |
7.7% |
0.0134 |
1.3% |
58% |
False |
False |
72,194 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
8.1% |
0.0155 |
1.5% |
54% |
False |
False |
62,723 |
| 80 |
1.1300 |
0.9867 |
0.1433 |
13.9% |
0.0157 |
1.5% |
32% |
False |
False |
47,179 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.9% |
0.0152 |
1.5% |
28% |
False |
False |
37,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1414 |
|
2.618 |
1.1063 |
|
1.618 |
1.0848 |
|
1.000 |
1.0715 |
|
0.618 |
1.0633 |
|
HIGH |
1.0500 |
|
0.618 |
1.0418 |
|
0.500 |
1.0393 |
|
0.382 |
1.0367 |
|
LOW |
1.0285 |
|
0.618 |
1.0152 |
|
1.000 |
1.0070 |
|
1.618 |
0.9937 |
|
2.618 |
0.9722 |
|
4.250 |
0.9371 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0393 |
1.0439 |
| PP |
1.0369 |
1.0400 |
| S1 |
1.0346 |
1.0361 |
|