CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0155 |
1.0268 |
0.0113 |
1.1% |
1.0494 |
| High |
1.0284 |
1.0300 |
0.0016 |
0.2% |
1.0590 |
| Low |
1.0145 |
1.0158 |
0.0013 |
0.1% |
1.0112 |
| Close |
1.0264 |
1.0183 |
-0.0081 |
-0.8% |
1.0167 |
| Range |
0.0139 |
0.0142 |
0.0003 |
2.2% |
0.0478 |
| ATR |
0.0148 |
0.0148 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
73,547 |
86,149 |
12,602 |
17.1% |
438,721 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0640 |
1.0553 |
1.0261 |
|
| R3 |
1.0498 |
1.0411 |
1.0222 |
|
| R2 |
1.0356 |
1.0356 |
1.0209 |
|
| R1 |
1.0269 |
1.0269 |
1.0196 |
1.0242 |
| PP |
1.0214 |
1.0214 |
1.0214 |
1.0200 |
| S1 |
1.0127 |
1.0127 |
1.0170 |
1.0100 |
| S2 |
1.0072 |
1.0072 |
1.0157 |
|
| S3 |
0.9930 |
0.9985 |
1.0144 |
|
| S4 |
0.9788 |
0.9843 |
1.0105 |
|
|
| 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 |
1.0435 |
1.0112 |
0.0323 |
3.2% |
0.0143 |
1.4% |
22% |
False |
False |
85,962 |
| 10 |
1.0590 |
1.0112 |
0.0478 |
4.7% |
0.0166 |
1.6% |
15% |
False |
False |
88,681 |
| 20 |
1.0657 |
1.0112 |
0.0545 |
5.4% |
0.0149 |
1.5% |
13% |
False |
False |
86,012 |
| 40 |
1.0657 |
1.0025 |
0.0632 |
6.2% |
0.0140 |
1.4% |
25% |
False |
False |
79,125 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
8.2% |
0.0153 |
1.5% |
38% |
False |
False |
73,280 |
| 80 |
1.1084 |
0.9867 |
0.1217 |
12.0% |
0.0158 |
1.6% |
26% |
False |
False |
57,292 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
16.1% |
0.0154 |
1.5% |
19% |
False |
False |
45,869 |
| 120 |
1.1510 |
0.9867 |
0.1643 |
16.1% |
0.0144 |
1.4% |
19% |
False |
False |
38,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0904 |
|
2.618 |
1.0672 |
|
1.618 |
1.0530 |
|
1.000 |
1.0442 |
|
0.618 |
1.0388 |
|
HIGH |
1.0300 |
|
0.618 |
1.0246 |
|
0.500 |
1.0229 |
|
0.382 |
1.0212 |
|
LOW |
1.0158 |
|
0.618 |
1.0070 |
|
1.000 |
1.0016 |
|
1.618 |
0.9928 |
|
2.618 |
0.9786 |
|
4.250 |
0.9555 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0229 |
1.0208 |
| PP |
1.0214 |
1.0200 |
| S1 |
1.0198 |
1.0191 |
|