CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0364 |
1.0488 |
0.0124 |
1.2% |
1.0540 |
| High |
1.0501 |
1.0498 |
-0.0003 |
0.0% |
1.0585 |
| Low |
1.0364 |
1.0384 |
0.0020 |
0.2% |
1.0298 |
| Close |
1.0468 |
1.0445 |
-0.0023 |
-0.2% |
1.0521 |
| Range |
0.0137 |
0.0114 |
-0.0023 |
-16.8% |
0.0287 |
| ATR |
0.0133 |
0.0131 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2,137 |
5,618 |
3,481 |
162.9% |
5,620 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0784 |
1.0729 |
1.0508 |
|
| R3 |
1.0670 |
1.0615 |
1.0476 |
|
| R2 |
1.0556 |
1.0556 |
1.0466 |
|
| R1 |
1.0501 |
1.0501 |
1.0455 |
1.0472 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0428 |
| S1 |
1.0387 |
1.0387 |
1.0435 |
1.0358 |
| S2 |
1.0328 |
1.0328 |
1.0424 |
|
| S3 |
1.0214 |
1.0273 |
1.0414 |
|
| S4 |
1.0100 |
1.0159 |
1.0382 |
|
|
| 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 |
1.0983 |
|
2.618 |
1.0796 |
|
1.618 |
1.0682 |
|
1.000 |
1.0612 |
|
0.618 |
1.0568 |
|
HIGH |
1.0498 |
|
0.618 |
1.0454 |
|
0.500 |
1.0441 |
|
0.382 |
1.0428 |
|
LOW |
1.0384 |
|
0.618 |
1.0314 |
|
1.000 |
1.0270 |
|
1.618 |
1.0200 |
|
2.618 |
1.0086 |
|
4.250 |
0.9900 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0444 |
1.0472 |
| PP |
1.0442 |
1.0463 |
| S1 |
1.0441 |
1.0454 |
|