CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0318 |
1.0494 |
0.0176 |
1.7% |
1.0561 |
| High |
1.0528 |
1.0590 |
0.0062 |
0.6% |
1.0592 |
| Low |
1.0317 |
1.0332 |
0.0015 |
0.1% |
1.0285 |
| Close |
1.0511 |
1.0363 |
-0.0148 |
-1.4% |
1.0511 |
| Range |
0.0211 |
0.0258 |
0.0047 |
22.3% |
0.0307 |
| ATR |
0.0146 |
0.0154 |
0.0008 |
5.5% |
0.0000 |
| Volume |
102,443 |
91,146 |
-11,297 |
-11.0% |
327,039 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1041 |
1.0505 |
|
| R3 |
1.0944 |
1.0783 |
1.0434 |
|
| R2 |
1.0686 |
1.0686 |
1.0410 |
|
| R1 |
1.0525 |
1.0525 |
1.0387 |
1.0477 |
| PP |
1.0428 |
1.0428 |
1.0428 |
1.0404 |
| S1 |
1.0267 |
1.0267 |
1.0339 |
1.0219 |
| S2 |
1.0170 |
1.0170 |
1.0316 |
|
| S3 |
0.9912 |
1.0009 |
1.0292 |
|
| S4 |
0.9654 |
0.9751 |
1.0221 |
|
|
| 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 |
1.0592 |
1.0285 |
0.0307 |
3.0% |
0.0173 |
1.7% |
25% |
False |
False |
83,637 |
| 10 |
1.0657 |
1.0285 |
0.0372 |
3.6% |
0.0160 |
1.5% |
21% |
False |
False |
84,458 |
| 20 |
1.0657 |
1.0025 |
0.0632 |
6.1% |
0.0146 |
1.4% |
53% |
False |
False |
77,888 |
| 40 |
1.0657 |
0.9867 |
0.0790 |
7.6% |
0.0139 |
1.3% |
63% |
False |
False |
73,702 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
8.1% |
0.0159 |
1.5% |
59% |
False |
False |
65,914 |
| 80 |
1.1278 |
0.9867 |
0.1411 |
13.6% |
0.0160 |
1.5% |
35% |
False |
False |
49,595 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.9% |
0.0154 |
1.5% |
30% |
False |
False |
39,699 |
| 120 |
1.1510 |
0.9867 |
0.1643 |
15.9% |
0.0140 |
1.4% |
30% |
False |
False |
33,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1687 |
|
2.618 |
1.1265 |
|
1.618 |
1.1007 |
|
1.000 |
1.0848 |
|
0.618 |
1.0749 |
|
HIGH |
1.0590 |
|
0.618 |
1.0491 |
|
0.500 |
1.0461 |
|
0.382 |
1.0431 |
|
LOW |
1.0332 |
|
0.618 |
1.0173 |
|
1.000 |
1.0074 |
|
1.618 |
0.9915 |
|
2.618 |
0.9657 |
|
4.250 |
0.9236 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0461 |
1.0438 |
| PP |
1.0428 |
1.0413 |
| S1 |
1.0396 |
1.0388 |
|