CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0497 |
1.0318 |
-0.0179 |
-1.7% |
1.0561 |
| High |
1.0500 |
1.0528 |
0.0028 |
0.3% |
1.0592 |
| Low |
1.0285 |
1.0317 |
0.0032 |
0.3% |
1.0285 |
| Close |
1.0322 |
1.0511 |
0.0189 |
1.8% |
1.0511 |
| Range |
0.0215 |
0.0211 |
-0.0004 |
-1.9% |
0.0307 |
| ATR |
0.0141 |
0.0146 |
0.0005 |
3.5% |
0.0000 |
| Volume |
75,468 |
102,443 |
26,975 |
35.7% |
327,039 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1085 |
1.1009 |
1.0627 |
|
| R3 |
1.0874 |
1.0798 |
1.0569 |
|
| R2 |
1.0663 |
1.0663 |
1.0550 |
|
| R1 |
1.0587 |
1.0587 |
1.0530 |
1.0625 |
| PP |
1.0452 |
1.0452 |
1.0452 |
1.0471 |
| S1 |
1.0376 |
1.0376 |
1.0492 |
1.0414 |
| S2 |
1.0241 |
1.0241 |
1.0472 |
|
| S3 |
1.0030 |
1.0165 |
1.0453 |
|
| S4 |
0.9819 |
0.9954 |
1.0395 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1384 |
1.1254 |
1.0680 |
|
| R3 |
1.1077 |
1.0947 |
1.0595 |
|
| R2 |
1.0770 |
1.0770 |
1.0567 |
|
| R1 |
1.0640 |
1.0640 |
1.0539 |
1.0552 |
| PP |
1.0463 |
1.0463 |
1.0463 |
1.0418 |
| S1 |
1.0333 |
1.0333 |
1.0483 |
1.0245 |
| S2 |
1.0156 |
1.0156 |
1.0455 |
|
| S3 |
0.9849 |
1.0026 |
1.0427 |
|
| S4 |
0.9542 |
0.9719 |
1.0342 |
|
|
| 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 |
3.5% |
0.0146 |
1.4% |
61% |
False |
False |
86,447 |
| 10 |
1.0657 |
1.0285 |
0.0372 |
3.5% |
0.0150 |
1.4% |
61% |
False |
False |
82,915 |
| 20 |
1.0657 |
1.0025 |
0.0632 |
6.0% |
0.0138 |
1.3% |
77% |
False |
False |
78,389 |
| 40 |
1.0657 |
0.9867 |
0.0790 |
7.5% |
0.0136 |
1.3% |
82% |
False |
False |
72,864 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
8.0% |
0.0157 |
1.5% |
77% |
False |
False |
64,418 |
| 80 |
1.1299 |
0.9867 |
0.1432 |
13.6% |
0.0158 |
1.5% |
45% |
False |
False |
48,459 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.6% |
0.0152 |
1.5% |
39% |
False |
False |
38,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1425 |
|
2.618 |
1.1080 |
|
1.618 |
1.0869 |
|
1.000 |
1.0739 |
|
0.618 |
1.0658 |
|
HIGH |
1.0528 |
|
0.618 |
1.0447 |
|
0.500 |
1.0423 |
|
0.382 |
1.0398 |
|
LOW |
1.0317 |
|
0.618 |
1.0187 |
|
1.000 |
1.0106 |
|
1.618 |
0.9976 |
|
2.618 |
0.9765 |
|
4.250 |
0.9420 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0482 |
1.0483 |
| PP |
1.0452 |
1.0455 |
| S1 |
1.0423 |
1.0427 |
|