CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0344 |
1.0153 |
-0.0191 |
-1.8% |
1.0494 |
| High |
1.0356 |
1.0183 |
-0.0173 |
-1.7% |
1.0590 |
| Low |
1.0112 |
1.0116 |
0.0004 |
0.0% |
1.0112 |
| Close |
1.0167 |
1.0165 |
-0.0002 |
0.0% |
1.0167 |
| Range |
0.0244 |
0.0067 |
-0.0177 |
-72.5% |
0.0478 |
| ATR |
0.0155 |
0.0149 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
77,523 |
110,488 |
32,965 |
42.5% |
438,721 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0356 |
1.0327 |
1.0202 |
|
| R3 |
1.0289 |
1.0260 |
1.0183 |
|
| R2 |
1.0222 |
1.0222 |
1.0177 |
|
| R1 |
1.0193 |
1.0193 |
1.0171 |
1.0208 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0162 |
| S1 |
1.0126 |
1.0126 |
1.0159 |
1.0141 |
| S2 |
1.0088 |
1.0088 |
1.0153 |
|
| S3 |
1.0021 |
1.0059 |
1.0147 |
|
| S4 |
0.9954 |
0.9992 |
1.0128 |
|
|
| 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 |
1.0493 |
1.0112 |
0.0381 |
3.7% |
0.0139 |
1.4% |
14% |
False |
False |
91,612 |
| 10 |
1.0592 |
1.0112 |
0.0480 |
4.7% |
0.0156 |
1.5% |
11% |
False |
False |
87,624 |
| 20 |
1.0657 |
1.0112 |
0.0545 |
5.4% |
0.0153 |
1.5% |
10% |
False |
False |
84,747 |
| 40 |
1.0657 |
0.9932 |
0.0725 |
7.1% |
0.0140 |
1.4% |
32% |
False |
False |
77,053 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
8.2% |
0.0156 |
1.5% |
36% |
False |
False |
72,900 |
| 80 |
1.1173 |
0.9867 |
0.1306 |
12.8% |
0.0158 |
1.5% |
23% |
False |
False |
55,305 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
16.2% |
0.0154 |
1.5% |
18% |
False |
False |
44,278 |
| 120 |
1.1510 |
0.9867 |
0.1643 |
16.2% |
0.0144 |
1.4% |
18% |
False |
False |
36,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0468 |
|
2.618 |
1.0358 |
|
1.618 |
1.0291 |
|
1.000 |
1.0250 |
|
0.618 |
1.0224 |
|
HIGH |
1.0183 |
|
0.618 |
1.0157 |
|
0.500 |
1.0150 |
|
0.382 |
1.0142 |
|
LOW |
1.0116 |
|
0.618 |
1.0075 |
|
1.000 |
1.0049 |
|
1.618 |
1.0008 |
|
2.618 |
0.9941 |
|
4.250 |
0.9831 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0160 |
1.0274 |
| PP |
1.0155 |
1.0237 |
| S1 |
1.0150 |
1.0201 |
|