CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0153 |
1.0155 |
0.0002 |
0.0% |
1.0494 |
| High |
1.0183 |
1.0284 |
0.0101 |
1.0% |
1.0590 |
| Low |
1.0116 |
1.0145 |
0.0029 |
0.3% |
1.0112 |
| Close |
1.0165 |
1.0264 |
0.0099 |
1.0% |
1.0167 |
| Range |
0.0067 |
0.0139 |
0.0072 |
107.5% |
0.0478 |
| ATR |
0.0149 |
0.0148 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
110,488 |
73,547 |
-36,941 |
-33.4% |
438,721 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0648 |
1.0595 |
1.0340 |
|
| R3 |
1.0509 |
1.0456 |
1.0302 |
|
| R2 |
1.0370 |
1.0370 |
1.0289 |
|
| R1 |
1.0317 |
1.0317 |
1.0277 |
1.0344 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0244 |
| S1 |
1.0178 |
1.0178 |
1.0251 |
1.0205 |
| S2 |
1.0092 |
1.0092 |
1.0239 |
|
| S3 |
0.9953 |
1.0039 |
1.0226 |
|
| S4 |
0.9814 |
0.9900 |
1.0188 |
|
|
| 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 |
1.0486 |
1.0112 |
0.0374 |
3.6% |
0.0137 |
1.3% |
41% |
False |
False |
85,630 |
| 10 |
1.0590 |
1.0112 |
0.0478 |
4.7% |
0.0161 |
1.6% |
32% |
False |
False |
87,683 |
| 20 |
1.0657 |
1.0112 |
0.0545 |
5.3% |
0.0151 |
1.5% |
28% |
False |
False |
85,288 |
| 40 |
1.0657 |
0.9966 |
0.0691 |
6.7% |
0.0141 |
1.4% |
43% |
False |
False |
77,616 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
8.1% |
0.0153 |
1.5% |
47% |
False |
False |
73,388 |
| 80 |
1.1155 |
0.9867 |
0.1288 |
12.5% |
0.0158 |
1.5% |
31% |
False |
False |
56,219 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
16.0% |
0.0154 |
1.5% |
24% |
False |
False |
45,010 |
| 120 |
1.1510 |
0.9867 |
0.1643 |
16.0% |
0.0144 |
1.4% |
24% |
False |
False |
37,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0875 |
|
2.618 |
1.0648 |
|
1.618 |
1.0509 |
|
1.000 |
1.0423 |
|
0.618 |
1.0370 |
|
HIGH |
1.0284 |
|
0.618 |
1.0231 |
|
0.500 |
1.0215 |
|
0.382 |
1.0198 |
|
LOW |
1.0145 |
|
0.618 |
1.0059 |
|
1.000 |
1.0006 |
|
1.618 |
0.9920 |
|
2.618 |
0.9781 |
|
4.250 |
0.9554 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0248 |
1.0254 |
| PP |
1.0231 |
1.0244 |
| S1 |
1.0215 |
1.0234 |
|