CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0178 |
1.0234 |
0.0056 |
0.6% |
1.0153 |
| High |
1.0281 |
1.0259 |
-0.0022 |
-0.2% |
1.0300 |
| Low |
1.0144 |
1.0157 |
0.0013 |
0.1% |
1.0116 |
| Close |
1.0253 |
1.0181 |
-0.0072 |
-0.7% |
1.0181 |
| Range |
0.0137 |
0.0102 |
-0.0035 |
-25.5% |
0.0184 |
| ATR |
0.0147 |
0.0144 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
86,058 |
46,602 |
-39,456 |
-45.8% |
402,844 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0505 |
1.0445 |
1.0237 |
|
| R3 |
1.0403 |
1.0343 |
1.0209 |
|
| R2 |
1.0301 |
1.0301 |
1.0200 |
|
| R1 |
1.0241 |
1.0241 |
1.0190 |
1.0220 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0189 |
| S1 |
1.0139 |
1.0139 |
1.0172 |
1.0118 |
| S2 |
1.0097 |
1.0097 |
1.0162 |
|
| S3 |
0.9995 |
1.0037 |
1.0153 |
|
| S4 |
0.9893 |
0.9935 |
1.0125 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0751 |
1.0650 |
1.0282 |
|
| R3 |
1.0567 |
1.0466 |
1.0232 |
|
| R2 |
1.0383 |
1.0383 |
1.0215 |
|
| R1 |
1.0282 |
1.0282 |
1.0198 |
1.0333 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0224 |
| S1 |
1.0098 |
1.0098 |
1.0164 |
1.0149 |
| S2 |
1.0015 |
1.0015 |
1.0147 |
|
| S3 |
0.9831 |
0.9914 |
1.0130 |
|
| S4 |
0.9647 |
0.9730 |
1.0080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0300 |
1.0116 |
0.0184 |
1.8% |
0.0117 |
1.2% |
35% |
False |
False |
80,568 |
| 10 |
1.0590 |
1.0112 |
0.0478 |
4.7% |
0.0147 |
1.4% |
14% |
False |
False |
84,156 |
| 20 |
1.0657 |
1.0112 |
0.0545 |
5.4% |
0.0149 |
1.5% |
13% |
False |
False |
83,536 |
| 40 |
1.0657 |
1.0025 |
0.0632 |
6.2% |
0.0139 |
1.4% |
25% |
False |
False |
78,589 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
8.2% |
0.0150 |
1.5% |
38% |
False |
False |
73,887 |
| 80 |
1.0954 |
0.9867 |
0.1087 |
10.7% |
0.0158 |
1.6% |
29% |
False |
False |
58,946 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
16.1% |
0.0155 |
1.5% |
19% |
False |
False |
47,193 |
| 120 |
1.1510 |
0.9867 |
0.1643 |
16.1% |
0.0142 |
1.4% |
19% |
False |
False |
39,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0693 |
|
2.618 |
1.0526 |
|
1.618 |
1.0424 |
|
1.000 |
1.0361 |
|
0.618 |
1.0322 |
|
HIGH |
1.0259 |
|
0.618 |
1.0220 |
|
0.500 |
1.0208 |
|
0.382 |
1.0196 |
|
LOW |
1.0157 |
|
0.618 |
1.0094 |
|
1.000 |
1.0055 |
|
1.618 |
0.9992 |
|
2.618 |
0.9890 |
|
4.250 |
0.9724 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0208 |
1.0222 |
| PP |
1.0199 |
1.0208 |
| S1 |
1.0190 |
1.0195 |
|