CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0427 |
1.0344 |
-0.0083 |
-0.8% |
1.0494 |
| High |
1.0435 |
1.0356 |
-0.0079 |
-0.8% |
1.0590 |
| Low |
1.0311 |
1.0112 |
-0.0199 |
-1.9% |
1.0112 |
| Close |
1.0324 |
1.0167 |
-0.0157 |
-1.5% |
1.0167 |
| Range |
0.0124 |
0.0244 |
0.0120 |
96.8% |
0.0478 |
| ATR |
0.0149 |
0.0155 |
0.0007 |
4.6% |
0.0000 |
| Volume |
82,103 |
77,523 |
-4,580 |
-5.6% |
438,721 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0799 |
1.0301 |
|
| R3 |
1.0700 |
1.0555 |
1.0234 |
|
| R2 |
1.0456 |
1.0456 |
1.0212 |
|
| R1 |
1.0311 |
1.0311 |
1.0189 |
1.0262 |
| PP |
1.0212 |
1.0212 |
1.0212 |
1.0187 |
| S1 |
1.0067 |
1.0067 |
1.0145 |
1.0018 |
| S2 |
0.9968 |
0.9968 |
1.0122 |
|
| S3 |
0.9724 |
0.9823 |
1.0100 |
|
| S4 |
0.9480 |
0.9579 |
1.0033 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1724 |
1.1423 |
1.0430 |
|
| R3 |
1.1246 |
1.0945 |
1.0298 |
|
| R2 |
1.0768 |
1.0768 |
1.0255 |
|
| R1 |
1.0467 |
1.0467 |
1.0211 |
1.0379 |
| PP |
1.0290 |
1.0290 |
1.0290 |
1.0245 |
| S1 |
0.9989 |
0.9989 |
1.0123 |
0.9901 |
| S2 |
0.9812 |
0.9812 |
1.0079 |
|
| S3 |
0.9334 |
0.9511 |
1.0036 |
|
| S4 |
0.8856 |
0.9033 |
0.9904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0590 |
1.0112 |
0.0478 |
4.7% |
0.0177 |
1.7% |
12% |
False |
True |
87,744 |
| 10 |
1.0657 |
1.0112 |
0.0545 |
5.4% |
0.0162 |
1.6% |
10% |
False |
True |
87,095 |
| 20 |
1.0657 |
1.0043 |
0.0614 |
6.0% |
0.0156 |
1.5% |
20% |
False |
False |
83,944 |
| 40 |
1.0657 |
0.9932 |
0.0725 |
7.1% |
0.0140 |
1.4% |
32% |
False |
False |
75,901 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
8.2% |
0.0158 |
1.6% |
36% |
False |
False |
71,492 |
| 80 |
1.1173 |
0.9867 |
0.1306 |
12.8% |
0.0159 |
1.6% |
23% |
False |
False |
53,925 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
16.2% |
0.0155 |
1.5% |
18% |
False |
False |
43,173 |
| 120 |
1.1510 |
0.9867 |
0.1643 |
16.2% |
0.0144 |
1.4% |
18% |
False |
False |
35,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1393 |
|
2.618 |
1.0995 |
|
1.618 |
1.0751 |
|
1.000 |
1.0600 |
|
0.618 |
1.0507 |
|
HIGH |
1.0356 |
|
0.618 |
1.0263 |
|
0.500 |
1.0234 |
|
0.382 |
1.0205 |
|
LOW |
1.0112 |
|
0.618 |
0.9961 |
|
1.000 |
0.9868 |
|
1.618 |
0.9717 |
|
2.618 |
0.9473 |
|
4.250 |
0.9075 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0299 |
| PP |
1.0212 |
1.0255 |
| S1 |
1.0189 |
1.0211 |
|