CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0494 |
1.0359 |
-0.0135 |
-1.3% |
1.0561 |
| High |
1.0590 |
1.0493 |
-0.0097 |
-0.9% |
1.0592 |
| Low |
1.0332 |
1.0347 |
0.0015 |
0.1% |
1.0285 |
| Close |
1.0363 |
1.0456 |
0.0093 |
0.9% |
1.0511 |
| Range |
0.0258 |
0.0146 |
-0.0112 |
-43.4% |
0.0307 |
| ATR |
0.0154 |
0.0153 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
91,146 |
103,457 |
12,311 |
13.5% |
327,039 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0870 |
1.0809 |
1.0536 |
|
| R3 |
1.0724 |
1.0663 |
1.0496 |
|
| R2 |
1.0578 |
1.0578 |
1.0483 |
|
| R1 |
1.0517 |
1.0517 |
1.0469 |
1.0548 |
| PP |
1.0432 |
1.0432 |
1.0432 |
1.0447 |
| S1 |
1.0371 |
1.0371 |
1.0443 |
1.0402 |
| S2 |
1.0286 |
1.0286 |
1.0429 |
|
| S3 |
1.0140 |
1.0225 |
1.0416 |
|
| S4 |
0.9994 |
1.0079 |
1.0376 |
|
|
| 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 |
1.0590 |
1.0285 |
0.0305 |
2.9% |
0.0185 |
1.8% |
56% |
False |
False |
89,736 |
| 10 |
1.0657 |
1.0285 |
0.0372 |
3.6% |
0.0153 |
1.5% |
46% |
False |
False |
85,519 |
| 20 |
1.0657 |
1.0025 |
0.0632 |
6.0% |
0.0149 |
1.4% |
68% |
False |
False |
80,773 |
| 40 |
1.0657 |
0.9867 |
0.0790 |
7.6% |
0.0140 |
1.3% |
75% |
False |
False |
74,624 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
8.0% |
0.0159 |
1.5% |
70% |
False |
False |
67,610 |
| 80 |
1.1206 |
0.9867 |
0.1339 |
12.8% |
0.0161 |
1.5% |
44% |
False |
False |
50,887 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.7% |
0.0155 |
1.5% |
36% |
False |
False |
40,733 |
| 120 |
1.1510 |
0.9867 |
0.1643 |
15.7% |
0.0140 |
1.3% |
36% |
False |
False |
33,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1114 |
|
2.618 |
1.0875 |
|
1.618 |
1.0729 |
|
1.000 |
1.0639 |
|
0.618 |
1.0583 |
|
HIGH |
1.0493 |
|
0.618 |
1.0437 |
|
0.500 |
1.0420 |
|
0.382 |
1.0403 |
|
LOW |
1.0347 |
|
0.618 |
1.0257 |
|
1.000 |
1.0201 |
|
1.618 |
1.0111 |
|
2.618 |
0.9965 |
|
4.250 |
0.9727 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0444 |
1.0455 |
| PP |
1.0432 |
1.0454 |
| S1 |
1.0420 |
1.0454 |
|