CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0499 |
1.0364 |
-0.0135 |
-1.3% |
1.0540 |
| High |
1.0598 |
1.0501 |
-0.0097 |
-0.9% |
1.0585 |
| Low |
1.0346 |
1.0364 |
0.0018 |
0.2% |
1.0298 |
| Close |
1.0375 |
1.0468 |
0.0093 |
0.9% |
1.0521 |
| Range |
0.0252 |
0.0137 |
-0.0115 |
-45.6% |
0.0287 |
| ATR |
0.0132 |
0.0133 |
0.0000 |
0.3% |
0.0000 |
| Volume |
1,030 |
2,137 |
1,107 |
107.5% |
5,620 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0855 |
1.0799 |
1.0543 |
|
| R3 |
1.0718 |
1.0662 |
1.0506 |
|
| R2 |
1.0581 |
1.0581 |
1.0493 |
|
| R1 |
1.0525 |
1.0525 |
1.0481 |
1.0553 |
| PP |
1.0444 |
1.0444 |
1.0444 |
1.0459 |
| S1 |
1.0388 |
1.0388 |
1.0455 |
1.0416 |
| S2 |
1.0307 |
1.0307 |
1.0443 |
|
| S3 |
1.0170 |
1.0251 |
1.0430 |
|
| S4 |
1.0033 |
1.0114 |
1.0393 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1329 |
1.1212 |
1.0679 |
|
| R3 |
1.1042 |
1.0925 |
1.0600 |
|
| R2 |
1.0755 |
1.0755 |
1.0574 |
|
| R1 |
1.0638 |
1.0638 |
1.0547 |
1.0553 |
| PP |
1.0468 |
1.0468 |
1.0468 |
1.0426 |
| S1 |
1.0351 |
1.0351 |
1.0495 |
1.0266 |
| S2 |
1.0181 |
1.0181 |
1.0468 |
|
| S3 |
0.9894 |
1.0064 |
1.0442 |
|
| S4 |
0.9607 |
0.9777 |
1.0363 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1083 |
|
2.618 |
1.0860 |
|
1.618 |
1.0723 |
|
1.000 |
1.0638 |
|
0.618 |
1.0586 |
|
HIGH |
1.0501 |
|
0.618 |
1.0449 |
|
0.500 |
1.0433 |
|
0.382 |
1.0416 |
|
LOW |
1.0364 |
|
0.618 |
1.0279 |
|
1.000 |
1.0227 |
|
1.618 |
1.0142 |
|
2.618 |
1.0005 |
|
4.250 |
0.9782 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0456 |
1.0467 |
| PP |
1.0444 |
1.0466 |
| S1 |
1.0433 |
1.0465 |
|